creat

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
2025-12-29 04:45:59 +08:00
parent d5e987b8ee
commit 278b88ec71
26 changed files with 3220 additions and 317 deletions
@@ -1889,7 +1889,9 @@ class TradingExecutor:
                 if market_type == 'spot':
                     amount = available_capital * position_ratio / current_price
                 else:
-                     amount = (initial_capital * position_ratio * leverage) / current_price
+                     # Futures sizing: treat available_capital as margin budget.
+                     # Notional = margin * leverage, so base quantity = (margin * leverage) / price.
+                     amount = (available_capital * position_ratio * leverage) / current_price

            # Reduce sizing: position_size is treated as a reduce ratio (close X% of current position).
            if sig in ("reduce_long", "reduce_short"):