加入一个回测，

bb_delay_reversal_trade.py

@@ -30,6 +30,8 @@ class BBDelayReversalConfig:
     # 布林带参数
     BB_PERIOD = 10
     BB_STD = 2.5
+    BB_DDOF = 1  # 与回测pandas rolling.std()默认一致
+    BB_USE_FORMING_CANDLE = False  # True更贴近网页实时指标；False更稳健
     
     # 仓位管理（从框架获取）
     LEVERAGE = "50"
@@ -206,7 +208,7 @@ class BBDelayReversalTrader:
             return None
         arr = np.array(closes[-self.cfg.BB_PERIOD:], dtype=float)
         mid = arr.mean()
-        std = arr.std(ddof=0)
+        std = arr.std(ddof=self.cfg.BB_DDOF)
         upper = mid + self.cfg.BB_STD * std
         lower = mid - self.cfg.BB_STD * std
         return mid, upper, lower
@@ -424,6 +426,10 @@ class BBDelayReversalTrader:
         logger.info(f"布林带延迟反转策略启动")
         logger.info(f"BB({self.cfg.BB_PERIOD}, {self.cfg.BB_STD}) | "
                    f"{self.cfg.LEVERAGE}x {self.cfg.OPEN_TYPE}")
+        logger.info(
+            f"BB细节: ddof={self.cfg.BB_DDOF} | "
+            f"forming_candle={self.cfg.BB_USE_FORMING_CANDLE}"
+        )
         logger.info("=" * 60)
         
         # 设置杠杆
@@ -492,7 +498,8 @@ class BBDelayReversalTrader:
                     continue
                 
                 # 计算布林带
-                closes = [k['close'] for k in closed_klines]
+                bb_source = klines if self.cfg.BB_USE_FORMING_CANDLE else closed_klines
+                closes = [k['close'] for k in bb_source]
                 bb = self.calc_bollinger(closes)
                 if bb is None:
                     time.sleep(self.cfg.POLL_INTERVAL)
@@ -500,11 +507,8 @@ class BBDelayReversalTrader:
                 
                 bb_mid, bb_upper, bb_lower = bb
                 
-                # 获取当前价格
-                current_price = self.get_current_price()
-                if current_price is None:
-                    time.sleep(self.cfg.POLL_INTERVAL)
-                    continue
+                # 当前价优先使用当前5m实时K线close，避免1m收盘价滞后导致观感偏差
+                current_price = float(current_kline['close'])
                 
                 cur_high = current_kline['high']
                 cur_low = current_kline['low']