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feat: autopilot book to 4 positions x 5x notional at 20x leverage

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Was 2 positions x ~equity×1.2 — too few holdings and no room for shorts
(the 2 slots filled with the strongest signals, which were long-leaning, so
the balanced candidate pool never got expressed as short trades).

Now: max 4 positions, each sized at equity×5 notional, 20x leverage. Four
positions × 5x = 20x total account notional = full margin at 20x — the
operator's requested ceiling. This gives room for ~2 long + 2 short and
bigger single positions; the existing direction-balanced candidate selection
plus long/short coverage fills both sides when strong bearish signals exist.

Applied across all three config sources (default template, quick-create
preset, studio unified) with matching test assertions and 20x prompt copy.
This commit is contained in:
tinkle-community
2026-07-11 11:20:33 +09:00
parent 21407030ea
commit dc68884559
5 changed files with 30 additions and 28 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
api/handler_user.go
View File

@@ -262,13 +262,14 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
c.CoinSource.VergexLimit = 10
c.CoinSource.VergexMarketType = "all"
c.CoinSource.VergexChain = "hyperliquid"
c.RiskControl.MaxPositions = 2
c.RiskControl.BTCETHMaxLeverage = 10
c.RiskControl.AltcoinMaxLeverage = 10
// 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.MaxPositions = 4
c.RiskControl.BTCETHMaxLeverage = 20
c.RiskControl.AltcoinMaxLeverage = 20
// 5× equity notional per position: 4 positions = 20x total account
// notional (full margin at 20x). Bigger single positions with room for
// a balanced long/short book.
c.RiskControl.BTCETHMaxPositionValueRatio = 5.0
c.RiskControl.AltcoinMaxPositionValueRatio = 5.0
c.RiskControl.MaxMarginUsage = 1.0
c.RiskControl.MinConfidence = 78
c.RiskControl.MinRiskRewardRatio = 3.0

14
api/handler_user_default_strategy_test.go
View File

@@ -54,16 +54,16 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
if trendCfg.CoinSource.SourceType != "vergex_signal" || trendCfg.CoinSource.VergexLimit != 10 || trendCfg.CoinSource.VergexMarketType != "all" {
t.Fatalf("default strategy should use the Claw402/Vergex all-market signal ranking, got %+v", trendCfg.CoinSource)
}
if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions > 2 {
t.Fatalf("default strategy should be Claw402/Vergex native with at most two positions, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions != 4 {
t.Fatalf("default strategy should be Claw402/Vergex native with a 4-position balanced book, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
}
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.BTCETHMaxLeverage != 20 || trendCfg.RiskControl.AltcoinMaxLeverage != 20 {
t.Fatalf("default strategy should use 20x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
}
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 4 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 4 ||
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 5 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 5 ||
trendCfg.RiskControl.MaxMarginUsage != 1.0 {
t.Fatalf("default strategy should size Claw402 opens at 4x equity notional (two positions ≈ 80%% margin at 10x), got risk=%+v", trendCfg.RiskControl)
t.Fatalf("default strategy should size Claw402 opens at 5x equity notional (4 positions = 20x total at 20x), got risk=%+v", trendCfg.RiskControl)
}
}