zhutoutoutousan
605faf5310
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
54 lines
1.5 KiB
Python
54 lines
1.5 KiB
Python
"""Margin helpers — uses MT5 order_calc_margin for realistic portfolio sizing."""
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from __future__ import annotations
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import MetaTrader5 as mt5
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def calc_margin(symbol: str, side: str, volume: float, price: float) -> float:
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ot = mt5.ORDER_TYPE_BUY if side == "BUY" else mt5.ORDER_TYPE_SELL
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m = mt5.order_calc_margin(ot, symbol, volume, price)
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return float(m) if m is not None and m > 0 else 0.0
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def max_lot_for_margin(
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symbol: str,
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side: str,
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price: float,
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free_margin: float,
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leverage: int = 0,
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) -> float:
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"""Binary search max lot that fits in free_margin (with 5% buffer)."""
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info = mt5.symbol_info(symbol)
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if info is None or free_margin <= 0:
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return 0.0
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vmin = float(info.volume_min)
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vmax = float(info.volume_max)
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step = float(info.volume_step) or vmin
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budget = free_margin * 0.95
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lo, hi = vmin, vmax
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best = 0.0
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for _ in range(24):
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mid = (lo + hi) / 2
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m = calc_margin(symbol, side, mid, price)
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if m <= budget:
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best = mid
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lo = mid
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else:
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hi = mid
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if step > 0 and best > 0:
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best = max(vmin, (int(best / step)) * step)
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return best
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def normalize_volume(symbol: str, volume: float) -> float:
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info = mt5.symbol_info(symbol)
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if info is None:
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return volume
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vmin = float(info.volume_min)
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vmax = float(info.volume_max)
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step = float(info.volume_step) or vmin
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if step > 0:
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volume = (int(volume / step)) * step
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return max(vmin, min(vmax, volume))
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