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>
This commit is contained in:
dekun
@@ -322,6 +322,27 @@ export type PlanState = {
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liquidity_ok?: boolean;
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liquidity_detail?: string | null;
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}[];
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risk_perp_unit?: number;
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risk_option_unit?: number;
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risk_exit_unit?: number;
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risk_last_k?: number | null;
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risk_sizing_preview?: {
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ok?: boolean;
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locked?: boolean;
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detail?: string;
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budget?: number;
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k?: number;
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[key: string]: unknown;
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};
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risk_sizing_locked?: boolean;
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martingale_enabled?: boolean;
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martingale_eligible?: boolean;
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martingale_doubles?: number;
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martingale_loss_days?: number;
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risk_effective_loss_pct?: number;
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risk_loss_pct?: number;
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sizing_mode?: "manual" | "risk_based";
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risk_based?: boolean;
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ledger: { equity: number; available: number; reserved: number };
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mode?: "SIM" | "LIVE";
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sim?: boolean;
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@@ -364,6 +385,9 @@ export type StrategySettings = {
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risk_option_unit?: number;
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risk_exit_unit?: number;
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risk_sizing_preview?: Record<string, unknown>;
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martingale_enabled?: boolean;
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martingale_start_after_loss_days?: number;
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martingale_max_doubles?: number;
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exchange?: string;
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};
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@@ -223,6 +223,13 @@ export default function PlanPage() {
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: plan?.risk_sizing_preview?.budget != null
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? `预算${fmt(plan.risk_sizing_preview.budget, 2)}U`
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: null,
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plan?.martingale_enabled &&
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(plan?.martingale_doubles ?? 0) > 0 &&
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!riskLocked
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? `倍投×${2 ** Number(plan.martingale_doubles)}(${fmt(plan.risk_effective_loss_pct ?? plan.risk_loss_pct ?? 0, 2)}%)`
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: plan?.martingale_enabled && !riskLocked
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? "倍投开"
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: null,
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!riskLocked && plan?.risk_sizing_preview?.ok === false
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? String(plan.risk_sizing_preview.detail || "预览失败")
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: null,
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@@ -105,6 +105,9 @@ export default function SettingsPage() {
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const [riskPerpUnit, setRiskPerpUnit] = useState(1);
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const [riskOptUnit, setRiskOptUnit] = useState(2);
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const [riskExitUnit, setRiskExitUnit] = useState(15);
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const [martingaleOn, setMartingaleOn] = useState(false);
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const [martingaleStartAfter, setMartingaleStartAfter] = useState(2);
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const [martingaleMaxDoubles, setMartingaleMaxDoubles] = useState(3);
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const [riskPreview, setRiskPreview] = useState<Record<string, unknown> | null>(
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null,
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);
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@@ -215,6 +218,9 @@ export default function SettingsPage() {
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setRiskPerpUnit(s.risk_perp_unit ?? 1);
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setRiskOptUnit(s.risk_option_unit ?? 2);
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setRiskExitUnit(s.risk_exit_unit ?? 15);
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setMartingaleOn(s.martingale_enabled === true);
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setMartingaleStartAfter(s.martingale_start_after_loss_days ?? 2);
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setMartingaleMaxDoubles(s.martingale_max_doubles ?? 3);
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setRiskPreview(
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s.risk_sizing_preview && typeof s.risk_sizing_preview === "object"
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? s.risk_sizing_preview
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@@ -376,6 +382,13 @@ export default function SettingsPage() {
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risk_perp_unit: riskPerpUnit,
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risk_option_unit: riskOptUnit,
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risk_exit_unit: riskExitUnit,
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martingale_enabled:
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sizingMode === "risk_based" &&
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riskLossMode === "percent" &&
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riskLossPct <= 3 &&
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martingaleOn,
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martingale_start_after_loss_days: martingaleStartAfter,
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martingale_max_doubles: martingaleMaxDoubles,
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exchange,
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};
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// 以损定仓不提交手填名义/出场，避免禁用输入框脏值导致 422
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@@ -719,13 +732,14 @@ export default function SettingsPage() {
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id="riskLossMode"
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className="mono"
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value={riskLossMode}
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onChange={(e) =>
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setRiskLossMode(
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onChange={(e) => {
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const mode =
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e.target.value === "absolute"
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? "absolute"
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: "percent",
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)
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}
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: "percent";
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setRiskLossMode(mode);
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if (mode !== "percent") setMartingaleOn(false);
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}}
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>
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<option value="percent">亏损幅度（占本金 %）</option>
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<option value="absolute">亏损值（USDT）</option>
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@@ -778,11 +792,93 @@ export default function SettingsPage() {
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step="0.01"
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min="0.01"
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value={riskLossPct}
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onChange={(e) =>
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setRiskLossPct(Number(e.target.value))
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}
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onChange={(e) => {
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const v = Number(e.target.value);
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setRiskLossPct(v);
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if (v > 3) setMartingaleOn(false);
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}}
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/>
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</div>
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<div className="field">
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<label htmlFor="mgOn">倍投模式</label>
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<select
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id="mgOn"
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className="mono"
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value={martingaleOn ? "on" : "off"}
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disabled={riskLossPct > 3}
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onChange={(e) =>
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setMartingaleOn(e.target.value === "on")
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}
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>
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<option value="off">关闭（默认）</option>
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<option value="on">开启</option>
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</select>
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<p className="hint" style={{ margin: "0.35rem 0 0" }}>
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{riskLossPct > 3
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? "亏损幅度超过 3% 时不可启用倍投。"
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: "连续亏损日达阈值后，按基础幅度翻倍（不改保存的幅度值）。最多可设翻倍次数。"}
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</p>
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</div>
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{martingaleOn && riskLossPct <= 3 ? (
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<>
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<div className="field">
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<label htmlFor="mgStart">
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连续亏损几天后开始翻倍
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</label>
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<input
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id="mgStart"
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className="mono"
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type="number"
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step="1"
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min="1"
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max="30"
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value={martingaleStartAfter}
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onChange={(e) =>
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setMartingaleStartAfter(
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Number(e.target.value),
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)
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}
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/>
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</div>
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<div className="field">
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<label htmlFor="mgMax">最多翻倍次数</label>
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<input
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id="mgMax"
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className="mono"
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type="number"
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step="1"
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min="1"
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max="10"
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value={martingaleMaxDoubles}
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onChange={(e) =>
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setMartingaleMaxDoubles(
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Number(e.target.value),
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)
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}
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/>
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<p
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className="hint"
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style={{ margin: "0.35rem 0 0" }}
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>
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例：幅度 {riskLossPct}%、连亏{" "}
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{martingaleStartAfter} 天起翻、最多{" "}
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{martingaleMaxDoubles} 次 →{" "}
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{[0, 1, 2, 3]
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.filter((d) => d <= martingaleMaxDoubles)
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.map(
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(d) =>
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`${Number(
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(
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riskLossPct *
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2 ** d
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).toPrecision(6),
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)}%`,
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)
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.join(" → ")}
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</p>
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</div>
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</>
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) : null}
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</>
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) : (
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<div className="field">
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@@ -835,7 +931,25 @@ export default function SettingsPage() {
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? "选约杠杆"
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: "";
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const basisS = basis ? ` · ${basis}` : "";
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return `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}${basisS}`;
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const mg =
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riskPreview.martingale &&
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typeof riskPreview.martingale === "object"
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? (riskPreview.martingale as Record<
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string,
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unknown
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>)
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: null;
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const mgD = Number(mg?.doubles);
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const mgS =
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mg != null &&
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mg.enabled === true &&
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Number.isFinite(mgD) &&
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mgD > 0
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? ` · 倍投×${2 ** mgD}(连亏${Number(mg.loss_days) || 0}天·有效${Number(mg.effective_pct)}%)`
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: mg != null && mg.enabled === true
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? ` · 倍投待命(连亏${Number(mg.loss_days) || 0}天)`
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: "";
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return `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}${basisS}${mgS}`;
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})()}
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</div>
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</div>
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