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feat: position sizing follows the strategy config — default 4x equity notional

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Positions were stuck at ~equity×1.2 (~$420 on a $500 account) no matter
what the strategy said: both the manager load path and the per-cycle config
reload hardcoded vergex strategies to a 6-position × equity×1.2 book,
silently overriding the configured 10x ratio. Both overrides removed —
sizing now comes from the strategy's own RiskControl (ClampLimits bounds it,
margin auto-reduce keeps the book solvent).

Defaults aligned across all three config sources (backend default template,
quick-create preset, studio unified config): 2 positions × 4x equity
notional at 10x leverage ≈ 80% margin when both are open — concentrated per
the operator's request. Live strategy updated via relaunch; loader log
confirms maxPos=2 posRatio=4.0.
This commit is contained in:
tinkle-community
2026-07-10 19:12:52 +09:00
parent 8c8cd9b61f
commit 7a66d048f3
6 changed files with 23 additions and 28 deletions
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6
api/handler_user.go
View File

@@ -265,8 +265,10 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
c.RiskControl.MaxPositions = 2
c.RiskControl.BTCETHMaxLeverage = 10
c.RiskControl.AltcoinMaxLeverage = 10
c.RiskControl.BTCETHMaxPositionValueRatio = 10.0
c.RiskControl.AltcoinMaxPositionValueRatio = 10.0
// 4× equity notional per position: at 10x leverage two full positions
// use ~80% of margin — concentrated but solvent.
c.RiskControl.BTCETHMaxPositionValueRatio = 4.0
c.RiskControl.AltcoinMaxPositionValueRatio = 4.0
c.RiskControl.MaxMarginUsage = 1.0
c.RiskControl.MinConfidence = 78
c.RiskControl.MinRiskRewardRatio = 3.0

6
api/handler_user_default_strategy_test.go
View File

@@ -60,10 +60,10 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
if trendCfg.RiskControl.BTCETHMaxLeverage != 10 || trendCfg.RiskControl.AltcoinMaxLeverage != 10 {
t.Fatalf("default strategy should use 10x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
}
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 10 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 10 ||
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 4 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 4 ||
trendCfg.RiskControl.MaxMarginUsage != 1.0 {
t.Fatalf("default strategy should use full-size 10x notional for Claw402 opens, got risk=%+v", trendCfg.RiskControl)
t.Fatalf("default strategy should size Claw402 opens at 4x equity notional (two positions ≈ 80%% margin at 10x), got risk=%+v", trendCfg.RiskControl)
}
}