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
@@ -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 ${fmt(plan?.net_profit_target ?? 15)} U`;
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const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
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const atmRule = plan?.fixed_direction_enabled
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? plan?.fixed_perp_side === "short"
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@@ -343,8 +345,20 @@ export default function PlanPage() {
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<div className="kv">
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<span>选约条件</span>
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<span className="mono">
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永续{fmt(plan?.perp_qty_eth ?? 1, 0)}ETH/期权
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{fmt(plan?.option_qty_eth ?? 2, 0)}ETH · 剩余≥
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{plan?.risk_based || plan?.sizing_mode === "risk_based" ? (
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<>
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<span className="status-running">以损定仓</span>
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{" · "}
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比例{fmt(plan?.risk_perp_unit ?? 1, 2)}:
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{fmt(plan?.risk_option_unit ?? 2, 2)}
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{plan?.risk_last_k
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? ` · k=${fmt(plan.risk_last_k, 1)}`
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: ""}
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{" · "}
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</>
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) : null}
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永续{fmt(plan?.perp_qty_eth ?? 1, 2)}ETH/期权
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{fmt(plan?.option_qty_eth ?? 2, 2)}ETH · 剩余≥
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{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
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{fmt(plan?.min_option_leverage, 0)}x
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{plan?.fixed_direction_enabled
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+178
-14
@@ -94,6 +94,9 @@ export default function SettingsPage() {
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"trading_account" | "manual"
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>("trading_account");
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const [riskManualCapital, setRiskManualCapital] = useState(10000);
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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 [riskPreview, setRiskPreview] = useState<Record<string, unknown> | null>(
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null,
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);
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@@ -194,6 +197,9 @@ export default function SettingsPage() {
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s.risk_capital_source === "manual" ? "manual" : "trading_account",
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);
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setRiskManualCapital(s.risk_manual_capital_usdt ?? 10000);
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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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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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@@ -349,6 +355,9 @@ export default function SettingsPage() {
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risk_loss_usdt: riskLossUsdt,
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risk_capital_source: riskCapitalSource,
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risk_manual_capital_usdt: riskManualCapital,
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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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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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@@ -739,17 +748,138 @@ export default function SettingsPage() {
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<div className="field" style={{ gridColumn: "1 / -1" }}>
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<label>以损定仓预览（保存后刷新；开仓前再算一次）</label>
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<div className="mono" style={{ fontSize: 12, opacity: 0.9 }}>
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{riskPreview == null
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? "—"
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: riskPreview.ok === false
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? String(riskPreview.detail || "预览不可用")
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: `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 ?? "—")}`}
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{(() => {
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if (riskPreview == null) return "—";
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if (riskPreview.ok === false) {
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return String(riskPreview.detail || "预览不可用");
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}
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const k = Number(riskPreview.k);
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const bud = Number(riskPreview.budget);
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const mx = Number(riskPreview.max_loss);
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const pk = Number.isFinite(k) ? k : null;
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const perp =
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pk != null
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? Number((riskPerpUnit * pk).toFixed(4))
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: riskPreview.perp_qty_eth;
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const opt =
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pk != null
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? Number((riskOptUnit * pk).toFixed(4))
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: riskPreview.option_qty_eth;
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const exit =
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pk != null
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? Number((riskExitUnit * pk).toFixed(2))
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: riskPreview.net_profit_target;
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const budS = Number.isFinite(bud)
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? bud.toFixed(2)
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: "—";
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const mxS = Number.isFinite(mx) ? mx.toFixed(2) : "—";
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return `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}`;
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})()}
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</div>
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</div>
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<div className="field">
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<label htmlFor="riskPerpU">永续比例（k=1）</label>
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<input
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id="riskPerpU"
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className="mono"
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type="number"
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step="0.01"
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min="0.01"
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value={riskPerpUnit}
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onChange={(e) => {
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const v = Number(e.target.value);
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setRiskPerpUnit(v);
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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setPerpQty(Number((v * k).toFixed(4)));
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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="riskOptU">期权比例（k=1）</label>
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<input
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id="riskOptU"
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className="mono"
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type="number"
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step="0.01"
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min="0.01"
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value={riskOptUnit}
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onChange={(e) => {
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const v = Number(e.target.value);
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setRiskOptUnit(v);
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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setOptQty(Number((v * k).toFixed(4)));
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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="riskExitU">
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出场资金（k=1；改后按比例联动）
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</label>
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<input
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id="riskExitU"
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className="mono"
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type="number"
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step="0.1"
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min="0.1"
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value={riskExitUnit}
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onChange={(e) => {
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const v = Number(e.target.value);
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setRiskExitUnit(v);
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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setNetTarget(Number((v * k).toFixed(2)));
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setPerpQty(Number((riskPerpUnit * k).toFixed(4)));
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setOptQty(Number((riskOptUnit * k).toFixed(4)));
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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="riskExitAbs">
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当前出场（= 基数×k，可改后反推基数）
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</label>
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<input
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id="riskExitAbs"
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className="mono"
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type="number"
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step="0.01"
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min="0.1"
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value={
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(() => {
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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return Number((riskExitUnit * k).toFixed(2));
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}
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return Number(riskExitUnit.toFixed(2));
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})()
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}
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onChange={(e) => {
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const abs = Number(e.target.value);
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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const unit = Number((abs / k).toFixed(4));
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setRiskExitUnit(unit);
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setNetTarget(Number(abs.toFixed(2)));
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setPerpQty(Number((riskPerpUnit * k).toFixed(4)));
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setOptQty(Number((riskOptUnit * k).toFixed(4)));
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} else {
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setRiskExitUnit(abs);
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setNetTarget(abs);
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}
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}}
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/>
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</div>
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</>
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) : null}
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<div className="field">
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<label htmlFor="perp">永续 ETH 数量</label>
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<label htmlFor="perp">
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永续 ETH 数量
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{sizingMode === "risk_based" ? "（随比例×k）" : ""}
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</label>
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<input
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id="perp"
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className="mono"
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@@ -757,12 +887,22 @@ export default function SettingsPage() {
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step="0.01"
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min="0.01"
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disabled={sizingMode === "risk_based"}
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value={perpQty}
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value={
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sizingMode === "risk_based" &&
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Number(riskPreview?.k) > 0
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? Number(
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(riskPerpUnit * Number(riskPreview?.k)).toFixed(4),
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)
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: perpQty
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}
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onChange={(e) => setPerpQty(Number(e.target.value))}
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/>
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</div>
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<div className="field">
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<label htmlFor="opt">期权 ETH 数量</label>
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<label htmlFor="opt">
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期权 ETH 数量
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{sizingMode === "risk_based" ? "（随比例×k）" : ""}
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</label>
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<input
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id="opt"
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className="mono"
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@@ -770,7 +910,14 @@ export default function SettingsPage() {
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step="0.01"
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min="0.01"
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disabled={sizingMode === "risk_based"}
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value={optQty}
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value={
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sizingMode === "risk_based" &&
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Number(riskPreview?.k) > 0
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? Number(
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(riskOptUnit * Number(riskPreview?.k)).toFixed(4),
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)
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: optQty
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}
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onChange={(e) => setOptQty(Number(e.target.value))}
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/>
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</div>
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@@ -895,8 +1042,9 @@ export default function SettingsPage() {
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{sizingMode === "risk_based" || exitMode === "fixed_usdt" ? (
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<div className="field">
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<label htmlFor="netTarget">
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净盈利出场目标（USDT）
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{sizingMode === "risk_based" ? " · 以损定仓=15×k" : ""}
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{sizingMode === "risk_based"
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? "出场资金（k=1 基数）"
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: "净盈利出场目标（USDT）"}
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</label>
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<input
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id="netTarget"
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@@ -904,9 +1052,25 @@ export default function SettingsPage() {
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type="number"
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step="0.1"
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min="0.1"
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disabled={sizingMode === "risk_based"}
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value={netTarget}
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onChange={(e) => setNetTarget(Number(e.target.value))}
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value={
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sizingMode === "risk_based" ? riskExitUnit : netTarget
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}
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onChange={(e) => {
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const v = Number(e.target.value);
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if (sizingMode === "risk_based") {
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setRiskExitUnit(v);
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const k = Number(riskPreview?.k);
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if (Number.isFinite(k) && k > 0) {
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setNetTarget(Number((v * k).toFixed(2)));
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setPerpQty(
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Number((riskPerpUnit * k).toFixed(4)),
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);
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setOptQty(Number((riskOptUnit * k).toFixed(4)));
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}
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} else {
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setNetTarget(v);
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}
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}}
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/>
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</div>
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) : (
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