Size demo trading by a configured capital instead of full account equity
Add trading_account.capital_usdt. Position sizing will use min(capital, account equity); starting requires the capital to be set. The trading page shows and edits it.
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@@ -0,0 +1,29 @@
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"""trading capital
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Revision ID: c3f19d7a2e58
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Revises: a54081406f23
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Create Date: 2026-10-15 10:10:00.000000
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"""
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from typing import Sequence, Union
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from alembic import op
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import sqlalchemy as sa
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# revision identifiers, used by Alembic.
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revision: str = 'c3f19d7a2e58'
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down_revision: Union[str, Sequence[str], None] = 'a54081406f23'
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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def upgrade() -> None:
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"""Upgrade schema."""
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# 用户要求只用设定的资金操盘，不动用账户全部余额（2026-10-15）
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op.add_column('trading_account', sa.Column('capital_usdt', sa.Numeric(), nullable=True))
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def downgrade() -> None:
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"""Downgrade schema."""
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op.drop_column('trading_account', 'capital_usdt')
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@@ -2,10 +2,11 @@
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import json
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from datetime import datetime, timedelta
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from decimal import Decimal
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from typing import Annotated, Literal
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from fastapi import APIRouter, Depends, HTTPException, Query, status
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from pydantic import BaseModel
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from pydantic import BaseModel, Field
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from sqlalchemy import func, or_, select
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from sqlalchemy.exc import IntegrityError
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from sqlalchemy.ext.asyncio import AsyncSession
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@@ -41,6 +42,9 @@ class StatusOut(BaseModel):
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configured: bool
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running: bool
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running_changed_at: datetime | None
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capital_usdt: Decimal | None
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# 实际用于仓位计算的资金：min(交易资金, 账户权益)；没有快照时无法计算
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effective_capital: Decimal | None
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provider_id: int | None
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reasoning_effort: str | None
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# trader 进程的心跳快照；进程离线时为空
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@@ -49,6 +53,7 @@ class StatusOut(BaseModel):
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class ConfigIn(BaseModel):
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capital_usdt: Annotated[Decimal, Field(gt=0, decimal_places=2)] | None = None
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provider_id: int | None = None
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reasoning_effort: llm.Effort | None = None
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@@ -108,10 +113,13 @@ async def get_status(session: Annotated[AsyncSession, Depends(get_session)]) ->
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func.coalesce(func.sum(TradingAnalysis.usage["output_tokens"].as_integer()), 0),
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).where(TradingAnalysis.started_at >= today)
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)).one()
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snapshot = await read_snapshot()
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equity = snapshot and snapshot["account"] and Decimal(snapshot["account"]["margin_balance"])
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return StatusOut(
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configured=account.api_key_encrypted is not None, running=account.running,
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running_changed_at=account.running_changed_at, provider_id=account.provider_id,
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reasoning_effort=account.reasoning_effort, snapshot=await read_snapshot(),
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running_changed_at=account.running_changed_at, capital_usdt=account.capital_usdt,
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effective_capital=min(account.capital_usdt, equity) if account.capital_usdt and equity else None,
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provider_id=account.provider_id, reasoning_effort=account.reasoning_effort, snapshot=snapshot,
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today=TodayUsage(analyses=count, limit=DAILY_ANALYSIS_LIMIT, input_tokens=input_tokens, output_tokens=output_tokens),
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)
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@@ -120,6 +128,8 @@ async def set_running(session: AsyncSession, running: bool) -> StatusOut:
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account = await get_account(session)
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if running and account.api_key_encrypted is None:
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raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有填写模拟盘 key，请先到环境变量页填写")
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if running and account.capital_usdt is None:
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raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有设置交易资金")
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if account.running != running:
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account.running = running
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account.running_changed_at = datetime.now(LOCAL_TZ)
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@@ -148,6 +158,19 @@ async def patch_config(body: ConfigIn, session: Annotated[AsyncSession, Depends(
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fields = body.model_dump(exclude_unset=True)
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if fields.get("provider_id") is not None and await session.get(AiProvider, fields["provider_id"]) is None:
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raise HTTPException(status.HTTP_404_NOT_FOUND, "模型配置不存在")
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if "capital_usdt" in fields:
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capital = fields["capital_usdt"]
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if capital is None and account.running:
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raise HTTPException(status.HTTP_409_CONFLICT, "交易中不能清空交易资金")
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snapshot = await read_snapshot()
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equity = snapshot and snapshot["account"] and Decimal(snapshot["account"]["margin_balance"])
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if capital is not None and equity and capital > equity:
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raise HTTPException(status.HTTP_400_BAD_REQUEST, f"交易资金不能超过账户权益 {equity:.2f} USDT")
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if capital != account.capital_usdt:
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session.add(TradingEvent(
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kind="capital_changed",
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message=f"交易资金设为 {capital} USDT" if capital is not None else "清空交易资金",
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))
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for key, value in fields.items():
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setattr(account, key, value)
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session.add(account)
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@@ -20,6 +20,8 @@ class TradingAccount(Base):
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api_key_hint: Mapped[str | None] = mapped_column(String(8))
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running: Mapped[bool] = mapped_column(Boolean, default=False)
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running_changed_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
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# 交易资金：仓位计算按 min(交易资金, 账户权益)，不动用账户的全部余额；未设置时不能开始交易
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capital_usdt: Mapped[Decimal | None] = mapped_column(Numeric)
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# 交易分析用的模型配置；为空时用默认配置
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provider_id: Mapped[int | None] = mapped_column(ForeignKey("ai_providers.id", ondelete="SET NULL"))
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reasoning_effort: Mapped[str | None] = mapped_column(String(8))
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@@ -60,6 +60,10 @@ export interface TradingStatus {
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configured: boolean
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running: boolean
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running_changed_at: string | null
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/** 设定的交易资金，十进制字符串；未设置时不能开始交易 */
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capital_usdt: string | null
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/** 实际用于仓位计算的资金：min(交易资金, 账户权益) */
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effective_capital: string | null
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provider_id: number | null
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reasoning_effort: Effort | null
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/** trader 进程离线时为空 */
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@@ -109,7 +113,7 @@ export function stopTrading(): Promise<TradingStatus> {
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return http.post("/trading/stop")
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}
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export function patchConfig(body: { provider_id?: number | null, reasoning_effort?: Effort | null }): Promise<TradingStatus> {
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export function patchConfig(body: { capital_usdt?: string | null, provider_id?: number | null, reasoning_effort?: Effort | null }): Promise<TradingStatus> {
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return http.patch("/trading/config", body)
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}
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@@ -139,6 +139,22 @@ async function toggleRunning() {
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}
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}
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async function editCapital() {
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const { value } = await ElMessageBox.prompt(
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`仓位按交易资金计算：单笔风险短线 1%、长线 2%，所有仓位名义价值合计不超过 3 倍（逐仓 3 倍时保证金合计不超过交易资金）。不能超过账户权益 ${money(account.value?.margin_balance)} USDT；账户权益低于它时按权益计算。`,
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"设置交易资金（USDT）",
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{
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inputValue: status.value!.capital_usdt ? num(status.value!.capital_usdt) : "",
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inputPattern: /^(?:[1-9]\d*|0)(?:\.\d{1,2})?$/,
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inputErrorMessage: "请输入正数，最多两位小数",
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confirmButtonText: "保存"
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}
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)
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status.value = await patchConfig({ capital_usdt: value })
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ElMessage.success("已保存")
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await refreshEvents()
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}
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async function changeProvider(providerId: number | null) {
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status.value = await patchConfig({ provider_id: providerId })
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}
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@@ -191,14 +207,28 @@ onBeforeUnmount(() => clearInterval(timer))
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{{ status.running ? "交易中" : "已停止" }}
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</el-tag>
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<el-button
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:type="status.running ? 'danger' : 'primary'" :loading="toggling" :disabled="!status.configured"
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:type="status.running ? 'danger' : 'primary'" :loading="toggling"
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:disabled="!status.running && (!status.configured || !status.capital_usdt)"
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@click="toggleRunning"
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>
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{{ status.running ? "停止" : "开始行情交易" }}
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</el-button>
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</div>
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<div class="stat">
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<span>权益</span>{{ money(account?.margin_balance) }} USDT
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<span>交易资金</span>
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<template v-if="status.capital_usdt">
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{{ money(status.capital_usdt) }} USDT
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<span v-if="status.effective_capital && Number(status.effective_capital) < Number(status.capital_usdt)" class="text-[var(--el-color-warning)]!">
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（权益不足，按 {{ money(status.effective_capital) }}）
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</span>
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</template>
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<b v-else class="text-[var(--el-color-danger)]">未设置</b>
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<el-link type="primary" underline="never" class="ml-1" @click="editCapital">
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设置
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</el-link>
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</div>
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<div class="stat">
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<span>账户权益</span>{{ money(account?.margin_balance) }} USDT
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</div>
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<div class="stat">
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<span>可用</span>{{ money(account?.available_balance) }} USDT
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@@ -229,6 +259,9 @@ onBeforeUnmount(() => clearInterval(timer))
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<el-alert v-if="!status.configured" type="warning" :closable="false" show-icon>
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还没有填写币安模拟盘 key，请先到「环境变量」页填写。
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</el-alert>
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<el-alert v-else-if="!status.capital_usdt" type="warning" :closable="false" show-icon>
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还没有设置交易资金。引擎只按交易资金计算仓位，不会动用账户的全部余额；设置后才能开始行情交易。
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</el-alert>
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<el-alert v-else-if="snapshot?.error" type="error" :closable="false" show-icon>
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同步模拟盘失败：{{ snapshot.error }}{{ snapshot.synced_at ? `（以下为 ${formatTime(snapshot.synced_at, "HH:mm:ss")} 的数据）` : "" }}
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</el-alert>
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