Polish risk sizing: 2dp money preview, editable ratio/exit, plan badge.
Exit unit and perp/option units scale with k; plan page shows 以损定仓. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -54,6 +54,9 @@ KEYS = (
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"risk_loss_usdt",
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"risk_capital_source",
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"risk_manual_capital_usdt",
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"risk_perp_unit",
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"risk_option_unit",
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"risk_exit_unit",
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)
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@@ -88,6 +91,9 @@ class StrategySettingsBody(BaseModel):
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default=None, pattern="^(trading_account|manual)$"
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)
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risk_manual_capital_usdt: float | None = Field(default=None, ge=1, le=100_000_000)
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risk_perp_unit: float | None = Field(default=None, ge=0.01, le=100)
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risk_option_unit: float | None = Field(default=None, ge=0.01, le=100)
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risk_exit_unit: float | None = Field(default=None, ge=0.1, le=1_000_000)
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def _as_bool(raw: str | None, default: bool) -> bool:
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@@ -244,6 +250,9 @@ def _read_settings() -> dict:
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"risk_manual_capital_usdt": float(
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db.get_setting("risk_manual_capital_usdt", "10000") or 10000
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),
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"risk_perp_unit": float(db.get_setting("risk_perp_unit", "1") or 1),
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"risk_option_unit": float(db.get_setting("risk_option_unit", "2") or 2),
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"risk_exit_unit": float(db.get_setting("risk_exit_unit", "15") or 15),
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"risk_sizing_preview": _risk_preview_safe(),
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"exchange": rt.exchange,
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"perp_inst_id": rt.perp_inst_id,
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@@ -112,6 +112,22 @@ class StrategyEngine:
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fixed_perp = "long"
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perp_qty = self.ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth)
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opt_qty = self.ledger.get_setting_float("option_qty_eth", s.option_qty_eth)
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sizing_mode = (
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sm
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if (
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sm := str(
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self.ledger.get_setting_str("sizing_mode", "manual") or "manual"
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)
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.strip()
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.lower()
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)
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in ("manual", "risk_based")
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else "manual"
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)
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risk_perp_unit = self.ledger.get_setting_float("risk_perp_unit", 1.0)
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risk_option_unit = self.ledger.get_setting_float("risk_option_unit", 2.0)
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risk_exit_unit = self.ledger.get_setting_float("risk_exit_unit", 15.0)
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risk_last_k = self.ledger.get_setting_float("risk_last_k", 0.0)
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rest_until = row["rest_until_ms"]
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rest_left = 0
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if rest_until:
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@@ -150,6 +166,12 @@ class StrategyEngine:
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"perp_margin_mode": perp_mm,
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"perp_qty_eth": perp_qty,
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"option_qty_eth": opt_qty,
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"sizing_mode": sizing_mode,
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"risk_based": sizing_mode == "risk_based",
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"risk_perp_unit": risk_perp_unit,
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"risk_option_unit": risk_option_unit,
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"risk_exit_unit": risk_exit_unit,
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"risk_last_k": risk_last_k if risk_last_k > 0 else None,
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"min_option_hours": min_hours,
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"min_option_leverage": min_opt_lev,
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"atm_open_offset_enabled": atm_off_on,
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@@ -13,7 +13,7 @@ from ..sim.ledger import Ledger
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logger = logging.getLogger(__name__)
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# 标准组基准（k=1）
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# 标准组基准默认（k=1）；可由设置 risk_*_unit 覆盖
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BASE_PERP_ETH = 1.0
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BASE_OPTION_ETH = 2.0
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BASE_EXIT_USDT = 15.0
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@@ -21,6 +21,26 @@ MIN_K = 0.1
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FEE_LEG_COUNT = 3 # 永续开/平 + 期权一次
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def _round2(x: float | None) -> float | None:
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if x is None or not math.isfinite(float(x)):
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return None
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return round(float(x) + 0.0, 2)
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def read_risk_units(ledger: Ledger) -> tuple[float, float, float]:
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"""永续名义单位 / 期权名义单位 / 出场基数(k=1)。"""
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perp_u = ledger.get_setting_float("risk_perp_unit", BASE_PERP_ETH)
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opt_u = ledger.get_setting_float("risk_option_unit", BASE_OPTION_ETH)
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exit_u = ledger.get_setting_float("risk_exit_unit", BASE_EXIT_USDT)
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if perp_u <= 0:
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perp_u = BASE_PERP_ETH
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if opt_u <= 0:
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opt_u = BASE_OPTION_ETH
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if exit_u <= 0:
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exit_u = BASE_EXIT_USDT
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return float(perp_u), float(opt_u), float(exit_u)
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@dataclass(frozen=True, slots=True)
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class RiskSizingResult:
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ok: bool
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@@ -36,6 +56,9 @@ class RiskSizingResult:
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net_profit_target: float | None = None
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index_px: float | None = None
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option_ask: float | None = None
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perp_unit: float | None = None
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option_unit: float | None = None
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exit_unit: float | None = None
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def is_risk_based(ledger: Ledger | None = None) -> bool:
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@@ -51,9 +74,15 @@ def floor_k_1dp(k_raw: float) -> float:
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return math.floor(k_raw * 10.0 + 1e-12) / 10.0
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def unit_cost(*, index_px: float, option_ask: float, fee_rate: float) -> float:
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"""k=1 时估算最大亏损 = 权利金(2ETH) + 手续费粗估。"""
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premium_unit = float(option_ask) * BASE_OPTION_ETH
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def unit_cost(
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*,
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index_px: float,
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option_ask: float,
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fee_rate: float,
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option_unit: float = BASE_OPTION_ETH,
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) -> float:
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"""k=1 时估算最大亏损 = 权利金(option_unit ETH) + 手续费粗估。"""
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premium_unit = float(option_ask) * float(option_unit)
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fee_unit = float(index_px) * float(fee_rate) * FEE_LEG_COUNT
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return premium_unit + fee_unit
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@@ -64,6 +93,9 @@ def compute_k(
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index_px: float,
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option_ask: float,
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fee_rate: float,
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perp_unit: float = BASE_PERP_ETH,
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option_unit: float = BASE_OPTION_ETH,
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exit_unit: float = BASE_EXIT_USDT,
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) -> RiskSizingResult:
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if budget is None or budget <= 0 or not math.isfinite(budget):
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return RiskSizingResult(ok=False, detail="以损定仓预算无效（须 > 0）")
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@@ -71,8 +103,15 @@ def compute_k(
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return RiskSizingResult(ok=False, detail="以损定仓缺少有效指数价")
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if option_ask is None or option_ask <= 0 or not math.isfinite(option_ask):
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return RiskSizingResult(ok=False, detail="以损定仓缺少有效期权卖一")
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if option_unit <= 0 or perp_unit <= 0 or exit_unit <= 0:
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return RiskSizingResult(ok=False, detail="以损定仓比例/出场基数须 > 0")
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cost1 = unit_cost(index_px=index_px, option_ask=option_ask, fee_rate=fee_rate)
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cost1 = unit_cost(
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index_px=index_px,
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option_ask=option_ask,
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fee_rate=fee_rate,
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option_unit=option_unit,
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)
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if cost1 <= 1e-12:
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return RiskSizingResult(ok=False, detail="以损定仓单位成本无效")
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@@ -85,15 +124,18 @@ def compute_k(
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f"以损定仓算出 k={k_raw:.4f}，向下取整后 < {MIN_K}，"
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f"预算 {budget:.2f}U 不足以开最小仓（单位成本≈{cost1:.2f}U）"
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),
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budget=float(budget),
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budget=_round2(float(budget)),
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k=k,
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index_px=float(index_px),
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option_ask=float(option_ask),
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perp_unit=float(perp_unit),
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option_unit=float(option_unit),
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exit_unit=float(exit_unit),
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)
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# 若浮点导致仍略超，再降一档
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while k >= MIN_K - 1e-12:
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prem = float(option_ask) * BASE_OPTION_ETH * k
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prem = float(option_ask) * float(option_unit) * k
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fee = float(index_px) * float(fee_rate) * FEE_LEG_COUNT * k
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mx = prem + fee
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if mx <= float(budget) + 1e-6:
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@@ -101,24 +143,30 @@ def compute_k(
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ok=True,
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detail="ok",
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k=k,
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budget=float(budget),
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premium_est=prem,
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fee_est=fee,
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max_loss=mx,
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perp_qty_eth=round(BASE_PERP_ETH * k, 4),
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option_qty_eth=round(BASE_OPTION_ETH * k, 4),
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net_profit_target=round(BASE_EXIT_USDT * k, 4),
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budget=_round2(float(budget)),
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premium_est=_round2(prem),
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fee_est=_round2(fee),
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max_loss=_round2(mx),
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perp_qty_eth=round(float(perp_unit) * k, 4),
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option_qty_eth=round(float(option_unit) * k, 4),
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net_profit_target=_round2(float(exit_unit) * k),
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index_px=float(index_px),
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option_ask=float(option_ask),
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perp_unit=float(perp_unit),
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option_unit=float(option_unit),
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exit_unit=float(exit_unit),
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)
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k = round(k - 0.1, 1)
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return RiskSizingResult(
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ok=False,
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detail=f"以损定仓无法在预算 {budget:.2f}U 内找到合规 k",
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budget=float(budget),
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budget=_round2(float(budget)),
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index_px=float(index_px),
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option_ask=float(option_ask),
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perp_unit=float(perp_unit),
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option_unit=float(option_unit),
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exit_unit=float(exit_unit),
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)
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@@ -220,6 +268,7 @@ def compute_risk_sizing(
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ledger = Ledger(database)
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s = get_settings()
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fee_rate = ledger.get_setting_float("fee_rate", s.fee_rate)
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perp_u, opt_u, exit_u = read_risk_units(ledger)
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budget, bud_detail, capital = resolve_budget(database)
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if budget is None:
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return RiskSizingResult(ok=False, detail=f"以损定仓预算失败: {bud_detail}")
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@@ -228,23 +277,29 @@ def compute_risk_sizing(
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index_px=index_px,
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option_ask=option_ask,
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fee_rate=fee_rate,
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perp_unit=perp_u,
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option_unit=opt_u,
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exit_unit=exit_u,
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)
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if not r.ok:
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return RiskSizingResult(
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ok=False,
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detail=r.detail,
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budget=budget,
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capital_base=capital,
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budget=_round2(budget),
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capital_base=_round2(capital) if capital is not None else None,
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index_px=float(index_px),
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option_ask=float(option_ask),
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k=r.k,
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perp_unit=perp_u,
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option_unit=opt_u,
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exit_unit=exit_u,
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)
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return RiskSizingResult(
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ok=True,
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detail=r.detail,
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k=r.k,
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budget=budget,
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capital_base=capital,
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budget=_round2(budget),
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capital_base=_round2(capital) if capital is not None else None,
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premium_est=r.premium_est,
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fee_est=r.fee_est,
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max_loss=r.max_loss,
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@@ -253,6 +308,9 @@ def compute_risk_sizing(
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net_profit_target=r.net_profit_target,
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index_px=r.index_px,
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option_ask=r.option_ask,
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perp_unit=perp_u,
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option_unit=opt_u,
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exit_unit=exit_u,
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)
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@@ -272,7 +330,7 @@ def apply_risk_sizing_to_ledger(
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if not r.ok:
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return r
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# 以损定仓强制 fixed_usdt，保证出场 15×k
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# 以损定仓强制 fixed_usdt；出场 = exit_unit × k
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database.set_setting("exit_mode", "fixed_usdt")
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database.set_setting("perp_qty_eth", str(r.perp_qty_eth))
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database.set_setting("option_qty_eth", str(r.option_qty_eth))
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@@ -280,7 +338,7 @@ def apply_risk_sizing_to_ledger(
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database.set_setting("risk_last_k", str(r.k))
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database.set_setting(
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"risk_last_max_loss",
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f"{r.max_loss:.6f}" if r.max_loss is not None else "",
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f"{r.max_loss:.2f}" if r.max_loss is not None else "",
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)
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logger.info(
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"risk_sizing applied k=%.1f perp=%.4f opt=%.4f exit=%.4f max_loss=%.4f budget=%.4f",
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@@ -317,6 +375,7 @@ def preview_risk_sizing(db: Database | None = None) -> dict[str, Any]:
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out["detail"] = "暂无指数或期权卖一，无法预览"
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return out
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r = compute_risk_sizing(index_px=float(idx), option_ask=float(ask), db=database)
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perp_u, opt_u, exit_u = read_risk_units(ledger)
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out.update(
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{
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"ok": r.ok,
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@@ -332,6 +391,9 @@ def preview_risk_sizing(db: Database | None = None) -> dict[str, Any]:
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"net_profit_target": r.net_profit_target,
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"index_px": r.index_px,
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"option_ask": r.option_ask,
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"perp_unit": perp_u,
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"option_unit": opt_u,
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"exit_unit": exit_u,
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}
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)
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return out
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@@ -29,6 +29,33 @@ def test_compute_k_scales_1_2_15() -> None:
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assert r.option_qty_eth == BASE_OPTION_ETH
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assert r.net_profit_target == BASE_EXIT_USDT
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assert r.max_loss is not None and r.max_loss <= 43.0 + 1e-6
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assert r.budget == 43.0
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def test_compute_k_custom_units() -> None:
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# option_unit=4 → premium unit = 20*4=80; fee=3; cost=83; budget=83 → k=1
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r = compute_k(
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budget=83.0,
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index_px=2000.0,
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option_ask=20.0,
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fee_rate=0.0005,
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perp_unit=0.5,
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option_unit=4.0,
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exit_unit=30.0,
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)
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assert r.ok
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assert r.k == 1.0
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assert r.perp_qty_eth == 0.5
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assert r.option_qty_eth == 4.0
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assert r.net_profit_target == 30.0
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def test_money_rounds_2dp() -> None:
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r = compute_k(budget=50.123456, index_px=1900.0, option_ask=18.5, fee_rate=0.0005)
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assert r.ok
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assert r.budget == round(50.123456, 2)
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assert r.max_loss is not None
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assert abs(r.max_loss * 100 - round(r.max_loss * 100)) < 1e-9
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def test_compute_k_never_exceeds_budget() -> None:
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@@ -5,6 +5,16 @@
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---
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## 2026-07-29 — 以损定仓：预览两位小数 / 比例与出场可配 / 计划页标识
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### 变更
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1. 预览「预算」「估亏」统一保留两位小数。
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2. 以损定仓可设永续/期权比例与出场基数（k=1）；改出场后按比例联动名义。
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3. 对冲计划选约条件显示「以损定仓」及比例。
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---
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## 2026-07-29 — 以损定仓（智能调仓）
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### 变更
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@@ -329,6 +329,9 @@ export type StrategySettings = {
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risk_loss_usdt?: number;
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risk_capital_source?: "trading_account" | "manual";
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risk_manual_capital_usdt?: number;
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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_sizing_preview?: Record<string, unknown>;
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exchange?: string;
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};
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@@ -151,7 +151,9 @@ export default function PlanPage() {
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const exitRuleLabel =
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exitMode === "premium_multiple"
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? `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
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: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
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: plan?.risk_based || plan?.sizing_mode === "risk_based"
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? `以损定仓 · 固定 ${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
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: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
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const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
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const atmRule = plan?.fixed_direction_enabled
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? plan?.fixed_perp_side === "short"
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@@ -343,8 +345,20 @@ export default function PlanPage() {
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<div className="kv">
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<span>选约条件</span>
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<span className="mono">
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永续{fmt(plan?.perp_qty_eth ?? 1, 0)}ETH/期权
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{fmt(plan?.option_qty_eth ?? 2, 0)}ETH · 剩余≥
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{plan?.risk_based || plan?.sizing_mode === "risk_based" ? (
|
||||
<>
|
||||
<span className="status-running">以损定仓</span>
|
||||
{" · "}
|
||||
比例{fmt(plan?.risk_perp_unit ?? 1, 2)}:
|
||||
{fmt(plan?.risk_option_unit ?? 2, 2)}
|
||||
{plan?.risk_last_k
|
||||
? ` · k=${fmt(plan.risk_last_k, 1)}`
|
||||
: ""}
|
||||
{" · "}
|
||||
</>
|
||||
) : null}
|
||||
永续{fmt(plan?.perp_qty_eth ?? 1, 2)}ETH/期权
|
||||
{fmt(plan?.option_qty_eth ?? 2, 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
|
||||
|
||||
+178
-14
@@ -94,6 +94,9 @@ export default function SettingsPage() {
|
||||
"trading_account" | "manual"
|
||||
>("trading_account");
|
||||
const [riskManualCapital, setRiskManualCapital] = useState(10000);
|
||||
const [riskPerpUnit, setRiskPerpUnit] = useState(1);
|
||||
const [riskOptUnit, setRiskOptUnit] = useState(2);
|
||||
const [riskExitUnit, setRiskExitUnit] = useState(15);
|
||||
const [riskPreview, setRiskPreview] = useState<Record<string, unknown> | null>(
|
||||
null,
|
||||
);
|
||||
@@ -194,6 +197,9 @@ export default function SettingsPage() {
|
||||
s.risk_capital_source === "manual" ? "manual" : "trading_account",
|
||||
);
|
||||
setRiskManualCapital(s.risk_manual_capital_usdt ?? 10000);
|
||||
setRiskPerpUnit(s.risk_perp_unit ?? 1);
|
||||
setRiskOptUnit(s.risk_option_unit ?? 2);
|
||||
setRiskExitUnit(s.risk_exit_unit ?? 15);
|
||||
setRiskPreview(
|
||||
s.risk_sizing_preview && typeof s.risk_sizing_preview === "object"
|
||||
? s.risk_sizing_preview
|
||||
@@ -349,6 +355,9 @@ export default function SettingsPage() {
|
||||
risk_loss_usdt: riskLossUsdt,
|
||||
risk_capital_source: riskCapitalSource,
|
||||
risk_manual_capital_usdt: riskManualCapital,
|
||||
risk_perp_unit: riskPerpUnit,
|
||||
risk_option_unit: riskOptUnit,
|
||||
risk_exit_unit: riskExitUnit,
|
||||
exchange,
|
||||
};
|
||||
// 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
|
||||
@@ -739,17 +748,138 @@ export default function SettingsPage() {
|
||||
<div className="field" style={{ gridColumn: "1 / -1" }}>
|
||||
<label>以损定仓预览（保存后刷新；开仓前再算一次）</label>
|
||||
<div className="mono" style={{ fontSize: 12, opacity: 0.9 }}>
|
||||
{riskPreview == null
|
||||
? "—"
|
||||
: riskPreview.ok === false
|
||||
? String(riskPreview.detail || "预览不可用")
|
||||
: `k=${String(riskPreview.k ?? "—")} · 预算=${String(riskPreview.budget ?? "—")}U · 估亏=${String(riskPreview.max_loss ?? "—")}U · 永续=${String(riskPreview.perp_qty_eth ?? "—")} · 期权=${String(riskPreview.option_qty_eth ?? "—")} · 出场=${String(riskPreview.net_profit_target ?? "—")}`}
|
||||
{(() => {
|
||||
if (riskPreview == null) return "—";
|
||||
if (riskPreview.ok === false) {
|
||||
return String(riskPreview.detail || "预览不可用");
|
||||
}
|
||||
const k = Number(riskPreview.k);
|
||||
const bud = Number(riskPreview.budget);
|
||||
const mx = Number(riskPreview.max_loss);
|
||||
const pk = Number.isFinite(k) ? k : null;
|
||||
const perp =
|
||||
pk != null
|
||||
? Number((riskPerpUnit * pk).toFixed(4))
|
||||
: riskPreview.perp_qty_eth;
|
||||
const opt =
|
||||
pk != null
|
||||
? Number((riskOptUnit * pk).toFixed(4))
|
||||
: riskPreview.option_qty_eth;
|
||||
const exit =
|
||||
pk != null
|
||||
? Number((riskExitUnit * pk).toFixed(2))
|
||||
: riskPreview.net_profit_target;
|
||||
const budS = Number.isFinite(bud)
|
||||
? bud.toFixed(2)
|
||||
: "—";
|
||||
const mxS = Number.isFinite(mx) ? mx.toFixed(2) : "—";
|
||||
return `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}`;
|
||||
})()}
|
||||
</div>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="riskPerpU">永续比例（k=1）</label>
|
||||
<input
|
||||
id="riskPerpU"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0.01"
|
||||
value={riskPerpUnit}
|
||||
onChange={(e) => {
|
||||
const v = Number(e.target.value);
|
||||
setRiskPerpUnit(v);
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
setPerpQty(Number((v * k).toFixed(4)));
|
||||
}
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="riskOptU">期权比例（k=1）</label>
|
||||
<input
|
||||
id="riskOptU"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0.01"
|
||||
value={riskOptUnit}
|
||||
onChange={(e) => {
|
||||
const v = Number(e.target.value);
|
||||
setRiskOptUnit(v);
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
setOptQty(Number((v * k).toFixed(4)));
|
||||
}
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="riskExitU">
|
||||
出场资金（k=1；改后按比例联动）
|
||||
</label>
|
||||
<input
|
||||
id="riskExitU"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0.1"
|
||||
value={riskExitUnit}
|
||||
onChange={(e) => {
|
||||
const v = Number(e.target.value);
|
||||
setRiskExitUnit(v);
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
setNetTarget(Number((v * k).toFixed(2)));
|
||||
setPerpQty(Number((riskPerpUnit * k).toFixed(4)));
|
||||
setOptQty(Number((riskOptUnit * k).toFixed(4)));
|
||||
}
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="riskExitAbs">
|
||||
当前出场（= 基数×k，可改后反推基数）
|
||||
</label>
|
||||
<input
|
||||
id="riskExitAbs"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0.1"
|
||||
value={
|
||||
(() => {
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
return Number((riskExitUnit * k).toFixed(2));
|
||||
}
|
||||
return Number(riskExitUnit.toFixed(2));
|
||||
})()
|
||||
}
|
||||
onChange={(e) => {
|
||||
const abs = Number(e.target.value);
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
const unit = Number((abs / k).toFixed(4));
|
||||
setRiskExitUnit(unit);
|
||||
setNetTarget(Number(abs.toFixed(2)));
|
||||
setPerpQty(Number((riskPerpUnit * k).toFixed(4)));
|
||||
setOptQty(Number((riskOptUnit * k).toFixed(4)));
|
||||
} else {
|
||||
setRiskExitUnit(abs);
|
||||
setNetTarget(abs);
|
||||
}
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
</>
|
||||
) : null}
|
||||
<div className="field">
|
||||
<label htmlFor="perp">永续 ETH 数量</label>
|
||||
<label htmlFor="perp">
|
||||
永续 ETH 数量
|
||||
{sizingMode === "risk_based" ? "（随比例×k）" : ""}
|
||||
</label>
|
||||
<input
|
||||
id="perp"
|
||||
className="mono"
|
||||
@@ -757,12 +887,22 @@ export default function SettingsPage() {
|
||||
step="0.01"
|
||||
min="0.01"
|
||||
disabled={sizingMode === "risk_based"}
|
||||
value={perpQty}
|
||||
value={
|
||||
sizingMode === "risk_based" &&
|
||||
Number(riskPreview?.k) > 0
|
||||
? Number(
|
||||
(riskPerpUnit * Number(riskPreview?.k)).toFixed(4),
|
||||
)
|
||||
: perpQty
|
||||
}
|
||||
onChange={(e) => setPerpQty(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="opt">期权 ETH 数量</label>
|
||||
<label htmlFor="opt">
|
||||
期权 ETH 数量
|
||||
{sizingMode === "risk_based" ? "（随比例×k）" : ""}
|
||||
</label>
|
||||
<input
|
||||
id="opt"
|
||||
className="mono"
|
||||
@@ -770,7 +910,14 @@ export default function SettingsPage() {
|
||||
step="0.01"
|
||||
min="0.01"
|
||||
disabled={sizingMode === "risk_based"}
|
||||
value={optQty}
|
||||
value={
|
||||
sizingMode === "risk_based" &&
|
||||
Number(riskPreview?.k) > 0
|
||||
? Number(
|
||||
(riskOptUnit * Number(riskPreview?.k)).toFixed(4),
|
||||
)
|
||||
: optQty
|
||||
}
|
||||
onChange={(e) => setOptQty(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
@@ -895,8 +1042,9 @@ export default function SettingsPage() {
|
||||
{sizingMode === "risk_based" || exitMode === "fixed_usdt" ? (
|
||||
<div className="field">
|
||||
<label htmlFor="netTarget">
|
||||
净盈利出场目标（USDT）
|
||||
{sizingMode === "risk_based" ? " · 以损定仓=15×k" : ""}
|
||||
{sizingMode === "risk_based"
|
||||
? "出场资金（k=1 基数）"
|
||||
: "净盈利出场目标（USDT）"}
|
||||
</label>
|
||||
<input
|
||||
id="netTarget"
|
||||
@@ -904,9 +1052,25 @@ export default function SettingsPage() {
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0.1"
|
||||
disabled={sizingMode === "risk_based"}
|
||||
value={netTarget}
|
||||
onChange={(e) => setNetTarget(Number(e.target.value))}
|
||||
value={
|
||||
sizingMode === "risk_based" ? riskExitUnit : netTarget
|
||||
}
|
||||
onChange={(e) => {
|
||||
const v = Number(e.target.value);
|
||||
if (sizingMode === "risk_based") {
|
||||
setRiskExitUnit(v);
|
||||
const k = Number(riskPreview?.k);
|
||||
if (Number.isFinite(k) && k > 0) {
|
||||
setNetTarget(Number((v * k).toFixed(2)));
|
||||
setPerpQty(
|
||||
Number((riskPerpUnit * k).toFixed(4)),
|
||||
);
|
||||
setOptQty(Number((riskOptUnit * k).toFixed(4)));
|
||||
}
|
||||
} else {
|
||||
setNetTarget(v);
|
||||
}
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
) : (
|
||||
|
||||
Reference in New Issue
Block a user