From 8ce0adf62a221e1da454816d45b5b87526cdd8eb Mon Sep 17 00:00:00 2001
From: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com>
Date: Fri, 7 Nov 2025 08:46:37 +0800
Subject: [PATCH] fix(prompts): correct risk_usd formula - remove duplicate
 leverage multiplication
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## Problem (Issue #592)
risk_usd formula incorrectly multiplies leverage twice:
- Incorrect: risk_usd = |Entry - Stop| × Position Size × Leverage ❌

This causes AI to calculate risk as 10x (or leverage倍) higher than actual.

## Root Cause
Position Size already includes leverage effect:
- Position Size (coins) = position_size_usd / price
- position_size_usd = margin × leverage
- Therefore: Position Size = (margin × leverage) / price

Multiplying leverage again amplifies risk calculation by "leverage" times.

## Example
Scenario: $100 margin, 10x leverage, 0.02 BTC position, $500 stop distance

**Correct calculation:**
risk_usd = $500 × 0.02 = $10 ✅
Risk % = 10% of margin (reasonable)

**Incorrect calculation (current):**
risk_usd = $500 × 0.02 × 10 = $100 ❌
Risk % = 100% of margin (completely wrong!)

## Impact
- AI miscalculates risk as "leverage" times higher
- May refuse valid trades thinking risk is too high
- Risk control logic becomes ineffective
- Potential for position sizing errors

## Solution
Correct formula: risk_usd = |Entry - Stop| × Position Size (coins)

Added warnings:
- CN: ⚠️ 不要再乘杠杆：仓位数量已包含杠杆效应
- EN: ⚠️ Do NOT multiply by leverage: Position Size already includes leverage effect

## Modified Files
- prompts/adaptive.txt (line 404)
- prompts/nof1.txt (line 104)

Closes #592
---
 prompts/adaptive.txt | 3 ++-
 prompts/nof1.txt     | 3 ++-
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/prompts/adaptive.txt b/prompts/adaptive.txt
index 4990ad23..a61c271d 100644
--- a/prompts/adaptive.txt
+++ b/prompts/adaptive.txt
@@ -401,7 +401,8 @@
    - >95: 风险预算 2.5%（谨慎使用，警惕过度自信）
 
 5. **risk_usd** (风险金额)
-   - 计算公式: |入场价 - 止损价| × 仓位数量 × 杠杆
+   - 计算公式: |入场价 - 止损价| × 仓位数量
+   - ⚠️ **不要再乘杠杆**：仓位数量 = position_size_usd / 价格，已包含杠杆效应
    - 必须 ≤ 账户净值 × 风险预算（1.5-2.5%）
 
 6. **slippage_buffer** (滑点缓冲 - V5.5.1 新增)
diff --git a/prompts/nof1.txt b/prompts/nof1.txt
index f4985468..6b7df707 100644
--- a/prompts/nof1.txt
+++ b/prompts/nof1.txt
@@ -101,7 +101,8 @@ For EVERY trade decision, you MUST specify:
    - 80-100: Very high confidence (use cautiously, beware overconfidence)
 
 5. **risk_usd** (float): Dollar amount at risk (distance from entry to stop loss)
-   - Calculate as: |Entry Price - Stop Loss| × Position Size × Leverage
+   - Calculate as: |Entry Price - Stop Loss| × Position Size (in coins)
+   - ⚠️ **Do NOT multiply by leverage**: Position Size already includes leverage effect
 
 
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