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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
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@@ -262,13 +262,14 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
c.CoinSource.VergexLimit = 10 c.CoinSource.VergexLimit = 10
c.CoinSource.VergexMarketType = "all" c.CoinSource.VergexMarketType = "all"
c.CoinSource.VergexChain = "hyperliquid" c.CoinSource.VergexChain = "hyperliquid"
c.RiskControl.MaxPositions = 2 c.RiskControl.MaxPositions = 4
c.RiskControl.BTCETHMaxLeverage = 10 c.RiskControl.BTCETHMaxLeverage = 20
c.RiskControl.AltcoinMaxLeverage = 10 c.RiskControl.AltcoinMaxLeverage = 20
// 4× equity notional per position: at 10x leverage two full positions // 5× equity notional per position: 4 positions = 20x total account
// use ~80% of margin — concentrated but solvent. // notional (full margin at 20x). Bigger single positions with room for
c.RiskControl.BTCETHMaxPositionValueRatio = 4.0 // a balanced long/short book.
c.RiskControl.AltcoinMaxPositionValueRatio = 4.0 c.RiskControl.BTCETHMaxPositionValueRatio = 5.0
c.RiskControl.AltcoinMaxPositionValueRatio = 5.0
c.RiskControl.MaxMarginUsage = 1.0 c.RiskControl.MaxMarginUsage = 1.0
c.RiskControl.MinConfidence = 78 c.RiskControl.MinConfidence = 78
c.RiskControl.MinRiskRewardRatio = 3.0 c.RiskControl.MinRiskRewardRatio = 3.0

14
api/handler_user_default_strategy_test.go
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@@ -54,16 +54,16 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
if trendCfg.CoinSource.SourceType != "vergex_signal" || trendCfg.CoinSource.VergexLimit != 10 || trendCfg.CoinSource.VergexMarketType != "all" { 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) 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 { if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions != 4 {
t.Fatalf("default strategy should be Claw402/Vergex native with at most two positions, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl) 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 { if trendCfg.RiskControl.BTCETHMaxLeverage != 20 || trendCfg.RiskControl.AltcoinMaxLeverage != 20 {
t.Fatalf("default strategy should use 10x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl) t.Fatalf("default strategy should use 20x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
} }
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 4 || if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 5 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 4 || trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 5 ||
trendCfg.RiskControl.MaxMarginUsage != 1.0 { 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)
} }
} }

4
kernel/engine_prompt_test.go
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@@ -29,8 +29,8 @@ func TestBuildSystemPromptUsesVergexClaw402Prompt(t *testing.T) {
if !strings.Contains(prompt, "Direction must be data-driven") { if !strings.Contains(prompt, "Direction must be data-driven") {
t.Fatalf("prompt should explain that direction is data-driven, not long-only:\n%s", prompt) t.Fatalf("prompt should explain that direction is data-driven, not long-only:\n%s", prompt)
} }
if !strings.Contains(prompt, "every open position must use exactly 10x") { if !strings.Contains(prompt, "every open position must use exactly 20x") {
t.Fatalf("prompt should force 10x leverage for Claw402 opens:\n%s", prompt) t.Fatalf("prompt should force 20x leverage for Claw402 opens:\n%s", prompt)
} }
if !strings.Contains(prompt, "use the full max notional per position") { if !strings.Contains(prompt, "use the full max notional per position") {
t.Fatalf("prompt should force full-size Claw402 opens:\n%s", prompt) t.Fatalf("prompt should force full-size Claw402 opens:\n%s", prompt)

10
store/strategy.go
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@@ -1014,11 +1014,11 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
PriceRankingLimit: 10, PriceRankingLimit: 10,
}, },
RiskControl: RiskControlConfig{ RiskControl: RiskControlConfig{
MaxPositions: 2, // Concentrated book: two full-size positions (CODE ENFORCED) MaxPositions: 4, // Room for ~2 long + 2 short (CODE ENFORCED)
BTCETHMaxLeverage: 10, // BTC/ETH exchange leverage (AI guided) BTCETHMaxLeverage: 20, // BTC/ETH exchange leverage (AI guided)
AltcoinMaxLeverage: 10, // TradeFi exchange leverage (AI guided) AltcoinMaxLeverage: 20, // TradeFi exchange leverage (AI guided)
BTCETHMaxPositionValueRatio: 4.0, // Per-position notional = equity × 4; at 10x two positions ≈ 80% margin BTCETHMaxPositionValueRatio: 5.0, // Per-position notional = equity × 5; 4 positions = 20x total (full margin at 20x)
AltcoinMaxPositionValueRatio: 4.0, // Per-position notional = equity × 4; at 10x two positions ≈ 80% margin AltcoinMaxPositionValueRatio: 5.0, // Per-position notional = equity × 5; 4 positions = 20x total (full margin at 20x)
MaxMarginUsage: 1.0, // Claw402 Autopilot intentionally uses full margin when opening MaxMarginUsage: 1.0, // Claw402 Autopilot intentionally uses full margin when opening
MinPositionSize: 12, // Min 12 USDT per position (CODE ENFORCED) MinPositionSize: 12, // Min 12 USDT per position (CODE ENFORCED)
MinRiskRewardRatio: 3.0, // Min 3:1 profit/loss ratio (AI guided) MinRiskRewardRatio: 3.0, // Min 3:1 profit/loss ratio (AI guided)

15
web/src/pages/StrategyStudioPage.tsx
View File

@@ -1388,13 +1388,14 @@ export function StrategyStudioPage() {
}), }),
risk_control: defaultRisk({ risk_control: defaultRisk({
...base.ai_config?.risk_control, ...base.ai_config?.risk_control,
max_positions: 2, max_positions: 4,
btc_eth_max_leverage: 10, btc_eth_max_leverage: 20,
altcoin_max_leverage: 10, altcoin_max_leverage: 20,
// 4× equity notional per position — at 10x leverage two full // 5× equity notional per position — 4 positions = 20x total account
// positions use ~80% of margin (concentrated but solvent) // notional (full margin at 20x). Bigger single positions, room for
btc_eth_max_position_value_ratio: 4, // a balanced long/short book.
altcoin_max_position_value_ratio: 4, btc_eth_max_position_value_ratio: 5,
altcoin_max_position_value_ratio: 5,
max_margin_usage: 1.0, max_margin_usage: 1.0,
min_confidence: 78, min_confidence: 78,
min_risk_reward_ratio: 3, min_risk_reward_ratio: 3,