加入一个回测，

job_bitmart.py

@@ -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"
+                        # 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
-                        # 在当前页面点市价平仓
+                        prev_open = closed_klines[-1]["open"] if len(closed_klines) > 0 else cur_high
-                        self.browser_close_position()
+                        if self.touched_band_price is None or bb_upper > self.touched_band_price:
-                        time.sleep(1)
+                            self.touched_band_price = bb_upper
-                        # 等待确认平仓
+                            self.touched_prev_open = prev_open
-                        for _ in range(10):
+                            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...")
-                            if self.get_position_status() and self.position == 0:
+                        
-                                break
+                        # 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
-                            time.sleep(1)
+                        self.current_kline_id = current_kline["id"]
-                        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
                     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"
+                        # 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
-                        self.browser_close_position()
+                        prev_open = closed_klines[-1]["open"] if len(closed_klines) > 0 else cur_low
-                        time.sleep(1)
+                        if self.touched_band_price is None or bb_lower < self.touched_band_price:
-                        for _ in range(10):
+                            self.touched_band_price = bb_lower
-                            if self.get_position_status() and self.position == 0:
+                            self.touched_prev_open = prev_open
-                                break
+                            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...")
-                            time.sleep(1)
+                        
-                        if self.position != 0:
+                        self.current_kline_id = current_kline["id"]
-                            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
                     elif self.position == 0:
                         action = "开多"
                         self.reset_position_state()