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加入一个回测，

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ddrwode
2026-03-09 11:20:28 +08:00
parent 0c88c29fd6
commit 39d67b1cc6
1 changed files with 95 additions and 56 deletions
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151
job_bitmart.py
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@@ -106,6 +106,11 @@ class BBDelayReversalTrader:
self.highest_since_open = None # 持有多仓以来的最高价
self.lowest_since_open = None # 持有空仓以来的最低价
# 延迟平仓(碰轨不平，回落/反弹再平)状态
self.touched_band_price = None # 最近一次触碰轨道的触发价格
self.touched_prev_open = None # 发生触碰时的前一根K线开盘价
self.current_kline_id = None # 记录当前在处理的K线
# 加仓状态
self.pyramid_count = 0 # 当前已加仓次数 (0=仅首次开仓)
@@ -206,6 +211,8 @@ class BBDelayReversalTrader:
self.has_half_closed = False
self.highest_since_open = None
self.lowest_since_open = None
self.touched_band_price = None
self.touched_prev_open = None
return True
pos = positions[0]
self.position = 1 if pos["position_type"] == 1 else -1
@@ -299,6 +306,8 @@ class BBDelayReversalTrader:
self.has_half_closed = False
self.highest_since_open = None
self.lowest_since_open = None
self.touched_band_price = None
self.touched_prev_open = None
# ------------------------------------------------------------------
# 仓位操作
@@ -539,11 +548,42 @@ class BBDelayReversalTrader:
else:
logger.error(f"止损平仓失败，当前仍有持仓({self.position})")
# 5. 极值更新与半仓/全平反手逻辑 (需求: 如果当前做多，涨破中轨后回落碰中轨平一半；再跌到开仓价平全仓反手)
# 5. 极值更新与半仓/延迟全平反手逻辑
if self.position == 1 and self.open_avg_price:
if self.highest_since_open is None or current_price > self.highest_since_open:
self.highest_since_open = current_price
# 延迟平仓逻辑: 之前触碰过上轨
if self.touched_band_price is not None:
# 检查是否回落到 触发的上轨价格 或者 上一根K线的开盘价
trigger_target = max(self.touched_band_price, self.touched_prev_open) if self.touched_prev_open else self.touched_band_price
if current_price <= trigger_target or cur_low <= trigger_target:
if self.can_trade():
logger.info(f"多单延迟回落平仓: 当前价跌破触发点 {trigger_target:.2f} (上轨价: {self.touched_band_price}, 上根开: {self.touched_prev_open})")
self.browser_close_position()
time.sleep(1)
for _ in range(10):
if self.get_position_status() and self.position == 0: break
time.sleep(1)
self.reset_position_state()
self.click_safe('x://button[normalize-space(text()) ="开仓"]')
time.sleep(0.5)
self.click_safe('x://button[normalize-space(text()) ="市价"]')
order_usdt = self.calc_order_usdt()
if order_usdt > 0:
self.page.ele('x://*[@id="size_0"]').input(vals=order_usdt, clear=True)
time.sleep(0.5)
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
time.sleep(3)
self.get_position_status()
self.write_trade_log("延迟全平反手(多转空)", current_price, bb_upper, bb_mid, bb_lower, f"多单碰上轨后回落至 {trigger_target:.2f}")
page_start = True
try: self.page.close()
except: pass
self.page = None
time.sleep(5)
continue
# 规则 A1: 涨过中轨
if self.highest_since_open >= bb_mid:
# 从最高点回落触碰中轨，且未平过一半
@@ -594,7 +634,38 @@ class BBDelayReversalTrader:
elif self.position == -1 and self.open_avg_price:
if self.lowest_since_open is None or current_price < self.lowest_since_open:
self.lowest_since_open = current_price
# 延迟平仓逻辑: 之前触碰过下轨
if self.touched_band_price is not None:
# 检查是否反弹到 触发的下轨价格 或者 上一根K线的开盘价
trigger_target = min(self.touched_band_price, self.touched_prev_open) if self.touched_prev_open else self.touched_band_price
if current_price >= trigger_target or cur_high >= trigger_target:
if self.can_trade():
logger.info(f"空单延迟反弹平仓: 当前价突破触发点 {trigger_target:.2f} (下轨价: {self.touched_band_price}, 上根开: {self.touched_prev_open})")
self.browser_close_position()
time.sleep(1)
for _ in range(10):
if self.get_position_status() and self.position == 0: break
time.sleep(1)
self.reset_position_state()
self.click_safe('x://button[normalize-space(text()) ="开仓"]')
time.sleep(0.5)
self.click_safe('x://button[normalize-space(text()) ="市价"]')
order_usdt = self.calc_order_usdt()
if order_usdt > 0:
self.page.ele('x://*[@id="size_0"]').input(vals=order_usdt, clear=True)
time.sleep(0.5)
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
time.sleep(3)
self.get_position_status()
self.write_trade_log("延迟全平反手(空转多)", current_price, bb_upper, bb_mid, bb_lower, f"空单碰下轨后反弹至 {trigger_target:.2f}")
page_start = True
try: self.page.close()
except: pass
self.page = None
time.sleep(5)
continue
# 规则 B1: 跌破过中轨
if self.lowest_since_open <= bb_mid:
# 从最低点回升触碰中轨，且未平过一半
@@ -656,7 +727,7 @@ class BBDelayReversalTrader:
reason = ""
success = False
# ===== 触及上轨 → 开空 / 翻转为空 / 加仓空 =====
# ===== 触及上轨 → 等待延迟平/开空/加仓空 =====
if touched_upper:
if not self.can_trade():
time.sleep(self.cfg.POLL_INTERVAL)
@@ -666,33 +737,16 @@ class BBDelayReversalTrader:
f"BB({self.cfg.BB_PERIOD},{self.cfg.BB_STD})")
if self.position == 1:
action = "翻转: 平多→开空"
# 在当前页面点市价平仓
self.browser_close_position()
time.sleep(1)
# 等待确认平仓
for _ in range(10):
if self.get_position_status() and self.position == 0:
break
time.sleep(1)
if self.position != 0:
logger.warning(f"平仓后仍有持仓({self.position})，放弃开空")
time.sleep(self.cfg.POLL_INTERVAL)
continue
self.reset_position_state()
# 平仓后在同一页面直接点卖出/做空
logger.info("平仓完成，直接开空")
self.click_safe('x://button[normalize-space(text()) ="开仓"]')
time.sleep(0.5)
self.click_safe('x://button[normalize-space(text()) ="市价"]')
order_usdt = self.calc_order_usdt()
if order_usdt > 0:
self.page.ele('x://*[@id="size_0"]').input(vals=order_usdt, clear=True)
time.sleep(0.5)
self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
time.sleep(3)
if self.verify_position(-1):
success = True
# 延迟平仓逻辑: 记录触碰上轨的信息，等待回落后再平仓，不断创新高则更新上轨目标价
prev_open = closed_klines[-1]["open"] if len(closed_klines) > 0 else cur_high
if self.touched_band_price is None or bb_upper > self.touched_band_price:
self.touched_band_price = bb_upper
self.touched_prev_open = prev_open
logger.info(f"多单已触碰上轨，记录延迟目标价: 轨={bb_upper:.2f}, 上根开={prev_open:.2f}。等待回落再平仓...")
# 特殊保护: 当前一瞬间即使碰到立刻跌下来，也要依靠下一轮的主循环去判断，防止剧烈波动同K线反复触发
self.current_kline_id = current_kline["id"]
elif self.position == 0:
action = "开空"
self.reset_position_state()
@@ -727,7 +781,7 @@ class BBDelayReversalTrader:
else:
logger.info(f"已持空仓，加仓已达上限({self.pyramid_count}/{self.cfg.PYRAMID_MAX})")
# ===== 触及下轨 → 开多 / 翻转为多 / 加仓多 =====
# ===== 触及下轨 → 等待延迟平/开多/加仓多 =====
elif touched_lower:
if not self.can_trade():
time.sleep(self.cfg.POLL_INTERVAL)
@@ -737,30 +791,15 @@ class BBDelayReversalTrader:
f"BB({self.cfg.BB_PERIOD},{self.cfg.BB_STD})")
if self.position == -1:
action = "翻转: 平空→开多"
self.browser_close_position()
time.sleep(1)
for _ in range(10):
if self.get_position_status() and self.position == 0:
break
time.sleep(1)
if self.position != 0:
logger.warning(f"平仓后仍有持仓({self.position})，放弃开多")
time.sleep(self.cfg.POLL_INTERVAL)
continue
self.reset_position_state()
logger.info("平仓完成，直接开多")
self.click_safe('x://button[normalize-space(text()) ="开仓"]')
time.sleep(0.5)
self.click_safe('x://button[normalize-space(text()) ="市价"]')
order_usdt = self.calc_order_usdt()
if order_usdt > 0:
self.page.ele('x://*[@id="size_0"]').input(vals=order_usdt, clear=True)
time.sleep(0.5)
self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
time.sleep(3)
if self.verify_position(1):
success = True
# 延迟平仓逻辑: 记录触碰下轨的信息，等待反弹后再平仓，不断创新低则更新下轨目标价
prev_open = closed_klines[-1]["open"] if len(closed_klines) > 0 else cur_low
if self.touched_band_price is None or bb_lower < self.touched_band_price:
self.touched_band_price = bb_lower
self.touched_prev_open = prev_open
logger.info(f"空单已触碰下轨，记录延迟目标价: 轨={bb_lower:.2f}, 上根开={prev_open:.2f}。等待反弹再平仓...")
self.current_kline_id = current_kline["id"]
elif self.position == 0:
action = "开多"
self.reset_position_state()