myTestFreqAI/tools/calculate_additional_stake.py

#!/usr/bin/env python3
"""
加仓金额计算脚本
根据freqaiprimer.py中的加仓逻辑计算不同参数下的加仓金额
"""

import sys
import numpy as np

def calculate_additional_stake(initial_stake, step_coefficient, stake_divisor, entry_count, max_stake=None, current_stake=None, disable_max_stake_limit=False):
    """
    计算加仓金额

    参数:
    - initial_stake: 初始开仓金额
    - step_coefficient: 加仓金额分母系数
    - stake_divisor: 加仓金额分母
    - entry_count: 当前开仓次数（包括初始开仓）
    - max_stake: 最大持仓金额（可选）
    - current_stake: 当前持仓金额（可选）
    - disable_max_stake_limit: 是否禁用最大持仓金额限制（可选，默认False）

    返回:
    - additional_stake: 加仓金额
    """
    # 在原始代码中，entry_count是当前已经开仓的次数
    # 第一次加仓时，entry_count=1（初始开仓），第二次加仓时，entry_count=2（初始+第一次加仓）
    additional_stake = (step_coefficient * initial_stake / stake_divisor) ** entry_count

    # 如果没有禁用最大持仓金额限制，且提供了最大持仓金额和当前持仓金额，应用限制条件
    if not disable_max_stake_limit and max_stake is not None and current_stake is not None:
        remaining_stake = max_stake - current_stake
        # 如果剩余金额不足，则返回0表示无法加仓
        if remaining_stake <= 0:
            return 0
        # 限制加仓金额不超过剩余可用金额
        additional_stake = min(additional_stake, remaining_stake)

    return additional_stake

def main():
    # 检查命令行参数
    if len(sys.argv) < 4 or len(sys.argv) > 7:
        print("用法: python calculate_additional_stake.py <initial_stake> <step_coefficient> <stake_divisor> [max_entry_adjustments] [max_stake_multiplier] [disable_max_stake_limit]")
        print("示例: python calculate_additional_stake.py 1000 0.92 2.867 2 3 false")
        print("      python calculate_additional_stake.py 1000 0.92 2.867 5 0 true  # 禁用最大持仓金额限制")
        print("")
        print("参数说明:")
        print("  initial_stake        - 初始开仓金额 (例如: 1000)")
        print("  step_coefficient     - 加仓金额分母系数 (范围: 0.5-1.5, 默认: 0.92)")
        print("  stake_divisor        - 加仓金额分母 (范围: 2-4, 默认: 2.867)")
        print("  max_entry_adjustments - 最大加仓次数 (可选, 默认: 2)")
        print("  max_stake_multiplier  - 最大持仓金额倍数 (可选, 默认: 3, 即最大持仓为初始金额的3倍)")
        print("                        设置为0表示不限制最大持仓金额")
        print("  disable_max_stake_limit - 是否禁用最大持仓金额限制 (可选, 默认: false)")
        print("                        设置为true时忽略max_stake_multiplier参数")
        sys.exit(1)

    # 解析参数
    try:
        initial_stake = float(sys.argv[1])
        step_coefficient = float(sys.argv[2])
        stake_divisor = float(sys.argv[3])
        max_entry_adjustments = int(sys.argv[4]) if len(sys.argv) > 4 else 2
        max_stake_multiplier = float(sys.argv[5]) if len(sys.argv) > 5 else 3.0
        disable_max_stake_limit = sys.argv[6].lower() == 'true' if len(sys.argv) > 6 else False
    except ValueError:
        print("错误: 所有参数必须是数字（除了最后一个参数可以是true/false）")
        sys.exit(1)

    # 验证参数范围
    if initial_stake <= 0:
        print("错误: 初始开仓金额必须大于0")
        sys.exit(1)

    if not (0.5 <= step_coefficient <= 1.5):
        print("警告: step_coefficient建议在0.5-1.5范围内")

    if not (2 <= stake_divisor <= 4):
        print("警告: stake_divisor建议在2-4范围内")

    if max_entry_adjustments < 1 or max_entry_adjustments > 5:
        print("警告: max_entry_adjustments建议在1-5范围内")

    # 计算最大持仓金额
    max_stake = None if disable_max_stake_limit or max_stake_multiplier <= 0 else initial_stake * max_stake_multiplier

    # 计算从第1次到最大加仓次数的金额
    print(f"\n加仓金额计算结果:")
    print(f"初始开仓金额: {initial_stake}")
    print(f"step_coefficient: {step_coefficient}")
    print(f"stake_divisor: {stake_divisor}")
    print(f"最大加仓次数: {max_entry_adjustments}")

    if disable_max_stake_limit:
        print(f"最大持仓金额限制: 已禁用")
    elif max_stake is not None:
        print(f"最大持仓金额倍数: {max_stake_multiplier} (最大持仓: {max_stake})")
    else:
        print(f"最大持仓金额限制: 无限制")

    print("-" * 70)

    results = []
    current_stake = initial_stake  # 当前持仓金额，初始为初始开仓金额
    reached_limit = False  # 标记是否达到最大持仓金额限制

    for entry_count in range(1, max_entry_adjustments + 1):  # 从第1次到最大加仓次数
        if not reached_limit:
            additional_stake = calculate_additional_stake(initial_stake, step_coefficient, stake_divisor, entry_count, max_stake, current_stake, disable_max_stake_limit)

            # 如果加仓金额为0或负数，说明已达到最大持仓金额
            if additional_stake <= 0 and not disable_max_stake_limit:
                results.append(0)
                print(f"第{entry_count}次加仓: 已达到最大持仓金额，无法加仓")
                reached_limit = True
            else:
                results.append(additional_stake)
                current_stake += additional_stake  # 更新当前持仓金额
                print(f"第{entry_count}次加仓金额: {additional_stake:.2f} (当前持仓: {current_stake:.2f})")
        else:
            results.append(0)
            print(f"第{entry_count}次加仓: 已达到最大持仓金额，无法加仓")

    # 输出矩阵形式
    print("\n矩阵形式结果:")
    print("-" * 70)
    print("加仓次数 | 加仓金额 | 累计持仓")
    print("-" * 70)

    current_stake = initial_stake  # 重置为初始金额
    for i, stake in enumerate(results, 1):
        if stake > 0:
            current_stake += stake  # 只累加有效的加仓金额
        print(f"   {i}     | {stake:.2f}  | {current_stake:.2f}")

    # 计算总加仓金额
    total_additional = sum(results)
    print("-" * 70)
    print(f"总加仓金额: {total_additional:.2f}")
    print(f"总投入金额: {initial_stake + total_additional:.2f}")

    # 计算每次加仓相对于初始金额的比例
    print("\n每次加仓相对于初始金额的比例:")
    print("-" * 70)
    for i, stake in enumerate(results, 1):
        ratio = stake / initial_stake * 100
        print(f"第{i}次加仓: {ratio:.2f}%")

    # 计算最终持仓相对于初始金额的比例
    final_ratio = (initial_stake + total_additional) / initial_stake * 100
    print("-" * 70)
    print(f"最终持仓相对于初始金额的比例: {final_ratio:.2f}%")

if __name__ == "__main__":
    main()