Initial commit: Hermes Agent skills collection
- Trading skills (OKX, dividend, lottery, quantitative) - Creative skills (ASCII art, diagrams, video) - Development skills (GitHub, debugging, TDD) - Research skills (arXiv, blog monitoring) - Productivity skills (email, documents, notes) - MCP integration skills - Custom user skills
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Hermes Skills Manager
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"""
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性价比检查模块
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供 okx_position_advisor.py 调用
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"""
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import os, sys
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sys.path.insert(0, os.path.dirname(__file__))
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from config_loader import get as cfg
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def get_okx_fee_rate(inst_type='SWAP'):
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"""
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从OKX API获取实际费率
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返回: (maker_rate, taker_rate) 正数表示收费，负数表示返佣
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"""
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import requests, hmac, hashlib, base64, time, os, re
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# 读取凭证
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creds = {}
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with open(os.path.expanduser("~/.bashrc")) as f:
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for line in f:
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m = re.match(r'export\s+(OKX_\w+)=(.*)', line.strip())
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if m:
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val = m.group(2).strip().strip('"').strip("'")
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creds[m.group(1)] = val
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api_key = creds.get('OKX_API_KEY', '')
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secret = creds.get('OKX_SECRET', '')
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passphrase = creds.get('OKX_PASSPHRASE', '')
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proxies = {"http": "http://127.0.0.1:7890", "https": "http://127.0.0.1:7890"}
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ts = time.strftime("%Y-%m-%dT%H:%M:%S.000Z", time.gmtime())
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path = f"/api/v5/account/trade-fee?instType={inst_type}"
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msg = f"{ts}GET{path}"
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sig = hmac.new(secret.encode(), msg.encode(), hashlib.sha256).digest()
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sig_b64 = base64.b64encode(sig).decode()
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headers = {
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"OK-ACCESS-KEY": api_key,
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"OK-ACCESS-SIGN": sig_b64,
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"OK-ACCESS-TIMESTAMP": ts,
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"OK-ACCESS-PASSPHRASE": passphrase,
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}
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try:
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r = requests.get(f"https://www.okx.com{path}", headers=headers, proxies=proxies, timeout=15)
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data = r.json()
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if data['code'] == '0' and data['data']:
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maker = float(data['data'][0]['maker'])
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taker = float(data['data'][0]['taker'])
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return maker, taker
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except Exception as e:
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pass
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# 默认费率 (fallback)
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return 0.0002, 0.0005
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def calc_cost_performance(entry_price, sl_price, tp_price, contracts, ct_val, leverage, fee_rate=None):
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"""
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计算开仓性价比
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参数:
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entry_price: 入场价
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sl_price: 止损价
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tp_price: 止盈价
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contracts: 合约张数
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ct_val: 合约面值 (如ETH=0.1)
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leverage: 杠杆倍数
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fee_rate: 单边手续费率 (默认从OKX API获取)
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返回:
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dict: {
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'rr_ratio': 盈亏比,
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'tp_distance': TP距离,
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'sl_distance': SL距离,
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'profit_amount': 盈利金额(USDT),
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'loss_amount': 亏损金额(USDT),
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'fee_cost': 手续费(USDT),
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'fee_pct': 手续费占盈利百分比,
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'rating': 'high'/'medium'/'low',
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'rating_emoji': '✅'/'⚠️'/'❌',
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'rating_text': '性价比高'/'性价比一般'/'性价比低',
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'auto_execute': True/False,
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'reason': 原因说明
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}
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"""
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# 如果没有传入费率，从OKX API获取
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if fee_rate is None:
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maker_rate, taker_rate = get_okx_fee_rate()
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# 用taker费率（市价单）- 可能是负数（返佣）
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fee_rate = taker_rate
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if fee_rate is None:
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fee_rate = cfg('cost_performance', 'fee_rate', 0.0005)
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# 计算距离
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tp_distance = abs(tp_price - entry_price)
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sl_distance = abs(sl_price - entry_price)
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# 防止除零
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if sl_distance == 0:
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return {
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'rr_ratio': 0,
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'tp_distance': tp_distance,
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'sl_distance': sl_distance,
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'profit_amount': 0,
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'loss_amount': 0,
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'fee_cost': 0,
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'fee_pct': 100,
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'rating': 'low',
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'rating_emoji': '❌',
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'rating_text': '性价比低',
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'auto_execute': False,
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'reason': '止损距离为0'
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}
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# 盈亏比
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rr_ratio = tp_distance / sl_distance
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# 盈亏金额
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position_size = contracts * ct_val
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profit_amount = tp_distance * position_size
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loss_amount = sl_distance * position_size
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# 手续费 (开+平, 含杠杆)
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# 注意：fee_rate可能是负数（返佣），此时fee_cost也是负数（即赚手续费）
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notional_value = entry_price * position_size
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fee_cost = notional_value * fee_rate * 2 # 手续费基于名义价值，不乘杠杆
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# 手续费占盈利百分比（返佣时为负数，表示额外收益）
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if profit_amount > 0:
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fee_pct = (fee_cost / profit_amount * 100)
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else:
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fee_pct = 100 if fee_cost >= 0 else -100
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# 性价比评级
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# 注意：返佣时fee_pct为负数，表示额外收益，应该提高评级
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reasons = []
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# 计算净盈利（盈利 + 返佣 或 盈利 - 手续费）
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net_profit = profit_amount + fee_cost # fee_cost为负时是返佣，为正时是收费
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rr_high = cfg('cost_performance', 'rr_high', 2.0)
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rr_medium = cfg('cost_performance', 'rr_medium', 1.5)
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fee_high = cfg('cost_performance', 'fee_high_pct', 10)
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fee_medium = cfg('cost_performance', 'fee_medium_pct', 5)
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min_profit = cfg('position_sizing', 'min_profit_usdt', 10)
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if rr_ratio >= rr_high and net_profit >= min_profit:
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# 盈亏比达标 且 净盈利达标
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if fee_pct < 0: # 返佣
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rating = 'high'
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rating_emoji = '✅'
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rating_text = '性价比高'
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auto_execute = True
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elif fee_pct < fee_medium: # 低费率
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rating = 'high'
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rating_emoji = '✅'
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rating_text = '性价比高'
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auto_execute = True
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else: # 高费率
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rating = 'medium'
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rating_emoji = '⚠️'
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rating_text = '性价比一般'
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auto_execute = False
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elif rr_ratio >= rr_medium and net_profit >= min_profit:
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rating = 'medium'
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rating_emoji = '⚠️'
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rating_text = '性价比一般'
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auto_execute = False
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else:
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rating = 'low'
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rating_emoji = '❌'
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rating_text = '性价比低'
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auto_execute = False
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# 具体原因
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if rr_ratio < rr_medium:
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reasons.append(f'盈亏比{rr_ratio:.1f}:1<1.5:1')
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elif rr_ratio < rr_high:
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reasons.append(f'盈亏比{rr_ratio:.1f}:1偏低')
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if fee_pct > fee_high:
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reasons.append(f'手续费占比{fee_pct:.0f}%过高')
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elif fee_pct > fee_medium:
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reasons.append(f'手续费占比{fee_pct:.0f}%偏高')
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elif fee_pct < 0:
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reasons.append(f'返佣{abs(fee_pct):.0f}%')
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if net_profit < min_profit:
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reasons.append(f'净盈利{net_profit:.1f}USDT<5USDT')
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reason = '; '.join(reasons) if reasons else ('盈亏比≥2:1, 手续费合理, 盈利达标' if rating == 'high' else '')
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return {
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'rr_ratio': round(rr_ratio, 2),
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'tp_distance': round(tp_distance, 4),
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'sl_distance': round(sl_distance, 4),
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'profit_amount': round(profit_amount, 2),
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'loss_amount': round(loss_amount, 2),
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'fee_cost': round(fee_cost, 2),
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'fee_pct': round(fee_pct, 2),
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'net_profit': round(net_profit, 2), # 新增：净盈利
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'rating': rating,
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'rating_emoji': rating_emoji,
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'rating_text': rating_text,
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'auto_execute': auto_execute,
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'reason': reason
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}
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def calc_min_contracts_for_profit(tp_distance, ct_val, min_profit=None):
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if min_profit is None:
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min_profit = cfg('position_sizing', 'min_profit_usdt', 10)
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"""
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计算达到最小盈利所需的合约张数
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参数:
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tp_distance: TP距离
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ct_val: 合约面值
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min_profit: 最小盈利额 (默认10USDT)
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返回:
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int: 需要的合约张数 (向上取整)
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"""
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if tp_distance <= 0 or ct_val <= 0:
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return 0
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# 盈利 = tp_distance * ct_val * contracts
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# contracts = min_profit / (tp_distance * ct_val)
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raw_contracts = min_profit / (tp_distance * ct_val)
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# 向上取整到lot_sz (这里先取整，外面再处理)
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import math
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return math.ceil(raw_contracts)
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# 测试
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if __name__ == '__main__':
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# 测试案例1: 性价比高
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check1 = calc_cost_performance(
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entry_price=1700,
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sl_price=1666,
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tp_price=1775,
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contracts=6,
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ct_val=0.1,
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leverage=25
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)
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print("测试1 - ETH做多 (性价比高):")
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print(f" 盈亏比: {check1['rr_ratio']}:1")
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print(f" 盈利: {check1['profit_amount']} USDT")
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print(f" 手续费: {check1['fee_cost']} USDT ({check1['fee_pct']}%)")
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print(f" 评级: {check1['rating_text']}")
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print(f" 自动开仓: {check1['auto_execute']}")
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print()
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# 测试案例2: 性价比低 (盈利<5USDT)
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check2 = calc_cost_performance(
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entry_price=67.21,
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sl_price=70.57,
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tp_price=63.85,
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contracts=1,
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ct_val=0.1,
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leverage=10
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)
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print("测试2 - HYPE做空 (盈利<5USDT):")
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print(f" 盈亏比: {check2['rr_ratio']}:1")
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print(f" 盈利: {check2['profit_amount']} USDT")
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print(f" 手续费: {check2['fee_cost']} USDT ({check2['fee_pct']}%)")
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print(f" 评级: {check2['rating_text']}")
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print(f" 原因: {check2['reason']}")
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print(f" 自动开仓: {check2['auto_execute']}")
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print()
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# 测试案例3: 计算最小张数
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min_contracts = calc_min_contracts_for_profit(
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tp_distance=3.36,
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ct_val=0.1,
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min_profit=10
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)
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print(f"测试3 - HYPE最小张数: {min_contracts}张 (盈利={3.36*0.1*min_contracts:.1f}USDT)")
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