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Show live risk-sizing estimate on plan page instead of stale manual qty.

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When 以损定仓 is on, state() overlays next-open k/qty/exit from market preview.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 23:52:43 +08:00
parent a47a9b6377
commit 5eb169a636
2 changed files with 69 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/app/strategy/engine.py
+27
View File
@@ -128,6 +128,32 @@ class StrategyEngine:
risk_option_unit = self.ledger.get_setting_float("risk_option_unit", 2.0)
risk_exit_unit = self.ledger.get_setting_float("risk_exit_unit", 15.0)
risk_last_k = self.ledger.get_setting_float("risk_last_k", 0.0)
risk_preview: dict[str, Any] | None = None
# 以损定仓：监控页展示「下一次开仓」实时估算，避免仍显示上次手填/过期名义
if sizing_mode == "risk_based":
try:
from .risk_sizing import preview_risk_sizing
risk_preview = preview_risk_sizing(self.db)
if risk_preview.get("ok"):
if risk_preview.get("perp_qty_eth") is not None:
perp_qty = float(risk_preview["perp_qty_eth"])
if risk_preview.get("option_qty_eth") is not None:
opt_qty = float(risk_preview["option_qty_eth"])
if risk_preview.get("net_profit_target") is not None:
net_target = float(risk_preview["net_profit_target"])
exit_amt = net_target
if risk_preview.get("k") is not None:
risk_last_k = float(risk_preview["k"])
if risk_preview.get("perp_unit") is not None:
risk_perp_unit = float(risk_preview["perp_unit"])
if risk_preview.get("option_unit") is not None:
risk_option_unit = float(risk_preview["option_unit"])
if risk_preview.get("exit_unit") is not None:
risk_exit_unit = float(risk_preview["exit_unit"])
except Exception:
logger.exception("risk sizing preview for state() failed")
risk_preview = {"ok": False, "detail": "以损定仓预览失败"}
rest_until = row["rest_until_ms"]
rest_left = 0
if rest_until:
@@ -172,6 +198,7 @@ class StrategyEngine:
"risk_option_unit": risk_option_unit,
"risk_exit_unit": risk_exit_unit,
"risk_last_k": risk_last_k if risk_last_k > 0 else None,
"risk_sizing_preview": risk_preview,
"min_option_hours": min_hours,
"min_option_leverage": min_opt_lev,
"atm_open_offset_enabled": atm_off_on,
frontend/src/pages/Plan.tsx
+42 -7
View File
@@ -145,14 +145,23 @@ export default function PlanPage() {
const pos = plan?.position;
const open = !!pos?.has_position;
const exitMode = plan?.exit_mode ?? "fixed_usdt";
const exitTarget = plan?.exit_target_usdt ?? plan?.net_profit_target ?? 15;
const riskBased =
plan?.risk_based === true || plan?.sizing_mode === "risk_based";
const riskLiveOk = !riskBased || plan?.risk_sizing_preview?.ok === true;
const displayPerpQty = riskLiveOk ? (plan?.perp_qty_eth ?? 1) : null;
const displayOptQty = riskLiveOk ? (plan?.option_qty_eth ?? 2) : null;
const exitTarget = riskLiveOk
? (plan?.exit_target_usdt ?? plan?.net_profit_target ?? 15)
: null;
const netPnl = pos?.net_pnl ?? 0;
const movePct = pos?.move_pct ?? 0;
const exitRuleLabel =
exitMode === "premium_multiple"
? `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
: plan?.risk_based || plan?.sizing_mode === "risk_based"
? `以损定仓 · 固定 ${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
? exitTarget != null
? `以损定仓 · 固定 ${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
: `以损定仓 · 待估算（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
const atmRule = plan?.fixed_direction_enabled
@@ -206,7 +215,9 @@ export default function PlanPage() {
<span className={`plan-mobile-pnl-num mono ${pnlClass(open ? netPnl : null)}`}>
{open ? fmt(netPnl) : "—"}
</span>
<span className="plan-mobile-sub mono">目标 {fmt(exitTarget)} U</span>
<span className="plan-mobile-sub mono">
目标 {exitTarget != null ? `${fmt(exitTarget)} U` : "—"}
</span>
</div>
<div className="plan-mobile-pnl-block">
<span className="plan-mobile-label">到期</span>
@@ -237,7 +248,11 @@ export default function PlanPage() {
</p>
<p>
<span className="plan-rules-k">开仓</span>
永续 {fmt(plan?.perp_qty_eth ?? 1, 2)} ETH / {fmt(plan?.leverage, 0)}x
永续{" "}
{displayPerpQty != null
? `${fmt(displayPerpQty, 2)} ETH`
: "—"}{" "}
/ {fmt(plan?.leverage, 0)}x
· 期权 {fmt(plan?.option_qty_eth ?? 2, 2)} ETH 名义 · 剩余≥
{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
{fmt(plan?.min_option_leverage, 0)}x · {atmRule}
@@ -354,11 +369,27 @@ export default function PlanPage() {
{plan?.risk_last_k
? ` · k=${fmt(plan.risk_last_k, 1)}`
: ""}
{plan?.risk_sizing_preview?.budget != null
? ` · 预算${fmt(plan.risk_sizing_preview.budget, 2)}U`
: ""}
{plan?.risk_sizing_preview?.max_loss != null
? ` · 估亏${fmt(plan.risk_sizing_preview.max_loss, 2)}U`
: ""}
{plan?.risk_sizing_preview?.ok === false
? ` · ${String(plan.risk_sizing_preview.detail || "预览失败")}`
: ""}
{" · "}
</>
) : null}
永续{fmt(plan?.perp_qty_eth ?? 1, 2)}ETH/期权
{fmt(plan?.option_qty_eth ?? 2, 2)}ETH · 剩余≥
永续
{displayPerpQty != null
? `${fmt(displayPerpQty, 2)}ETH`
: "—"}
/期权
{displayOptQty != null
? `${fmt(displayOptQty, 2)}ETH`
: "—"}{" "}
· 剩余≥
{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
{fmt(plan?.min_option_leverage, 0)}x
{plan?.fixed_direction_enabled
@@ -451,7 +482,11 @@ export default function PlanPage() {
{open ? fmt(netPnl) : "—"}
</span>
{" / "}
{open || exitMode === "fixed_usdt" ? fmt(exitTarget) : "—"}
{open || exitMode === "fixed_usdt"
? exitTarget != null
? fmt(exitTarget)
: "—"
: "—"}
</span>
</div>
<div className="kv">