From 21f2adc4a4b631adbbb79a8f9a2628e63b761a03 Mon Sep 17 00:00:00 2001
From: ddrwode <34234@3来 34>
Date: Fri, 20 Feb 2026 20:57:25 +0800
Subject: [PATCH] =?UTF-8?q?=E5=93=88=E5=93=88?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 reports/strategy_comparison.png   | Bin 0 -> 190126 bytes
 requirements.txt                  |   9 +
 strategy/__init__.py              |   1 +
 strategy/ai_strategy.py           | 214 +++++++++
 strategy/backtest.py              | 298 +++++++++++++
 strategy/compare.py               | 222 ++++++++++
 strategy/config.py                | 151 +++++++
 strategy/data_loader.py           | 119 +++++
 strategy/feature_engine.py        | 204 +++++++++
 strategy/indicators.py            | 278 ++++++++++++
 strategy/stat_strategy.py         | 256 +++++++++++
 test.py                           |   2 +
 四分之一，五分钟，反手条件充足.py | 694 ++++++++++++++++++++++++++++++
 13 files changed, 2448 insertions(+)
 create mode 100644 reports/strategy_comparison.png
 create mode 100644 requirements.txt
 create mode 100644 strategy/__init__.py
 create mode 100644 strategy/ai_strategy.py
 create mode 100644 strategy/backtest.py
 create mode 100644 strategy/compare.py
 create mode 100644 strategy/config.py
 create mode 100644 strategy/data_loader.py
 create mode 100644 strategy/feature_engine.py
 create mode 100644 strategy/indicators.py
 create mode 100644 strategy/stat_strategy.py
 create mode 100644 test.py
 create mode 100644 四分之一，五分钟，反手条件充足.py

diff --git a/reports/strategy_comparison.png b/reports/strategy_comparison.png
new file mode 100644
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diff --git a/requirements.txt b/requirements.txt
new file mode 100644
index 0000000..6d71bb4
--- /dev/null
+++ b/requirements.txt
@@ -0,0 +1,9 @@
+pandas>=2.0
+numpy>=1.24
+ta>=0.11.0
+scikit-learn>=1.3
+lightgbm>=4.0
+xgboost>=2.0
+matplotlib>=3.7
+peewee>=3.16
+loguru>=0.7
diff --git a/strategy/__init__.py b/strategy/__init__.py
new file mode 100644
index 0000000..6771cf2
--- /dev/null
+++ b/strategy/__init__.py
@@ -0,0 +1 @@
+"""52指标AI交易策略系统"""
diff --git a/strategy/ai_strategy.py b/strategy/ai_strategy.py
new file mode 100644
index 0000000..20f7a0d
--- /dev/null
+++ b/strategy/ai_strategy.py
@@ -0,0 +1,214 @@
+"""
+方案B：AI模型训练 + 信号生成
+使用 LightGBM / XGBoost，Walk-Forward 滚动训练
+"""
+import json
+import joblib
+import pandas as pd
+import numpy as np
+from pathlib import Path
+from loguru import logger
+
+from .config import MODEL_CONFIG as MC, PRIMARY_PERIOD, PROJECT_ROOT
+from .feature_engine import prepare_dataset, get_latest_feature_row
+from .backtest import BacktestEngine, print_metrics
+
+SCHEME_B_MODEL_DIR = PROJECT_ROOT / 'models'
+SCHEME_B_MODEL_FILE = SCHEME_B_MODEL_DIR / 'scheme_b_last_model.joblib'
+SCHEME_B_SCALER_FILE = SCHEME_B_MODEL_DIR / 'scheme_b_scaler.joblib'
+SCHEME_B_FEATURES_FILE = SCHEME_B_MODEL_DIR / 'scheme_b_features.json'
+
+
+class AIStrategy:
+    """AI模型策略 — LightGBM / XGBoost Walk-Forward"""
+
+    def __init__(self, model_type: str = 'lightgbm'):
+        """
+        :param model_type: 'lightgbm' 或 'xgboost'
+        """
+        self.model_type = model_type
+        self.models = []  # 存储每个窗口训练的模型
+        self.feature_importance = None
+
+    def _create_model(self):
+        """创建模型实例"""
+        if self.model_type == 'lightgbm':
+            import lightgbm as lgb
+            params = MC['lightgbm'].copy()
+            return lgb.LGBMClassifier(**params)
+        elif self.model_type == 'xgboost':
+            import xgboost as xgb
+            params = MC['xgboost'].copy()
+            return xgb.XGBClassifier(**params)
+        else:
+            raise ValueError(f"不支持的模型类型: {self.model_type}")
+
+    def walk_forward_train(self, X: pd.DataFrame, y: pd.Series,
+                           confidence_threshold: float = 0.45) -> pd.Series:
+        """
+        Walk-Forward 滚动训练与预测
+        :param confidence_threshold: 概率阈值，低于此值的预测设为0（观望）
+        :return: 全部测试窗口拼接的预测信号
+        """
+        train_size = MC['walk_forward_train_size']
+        test_size = MC['walk_forward_test_size']
+        step = MC['walk_forward_step']
+
+        n = len(X)
+        all_preds = pd.Series(dtype=float)
+        window_count = 0
+
+        logger.info(f"Walk-Forward: 数据量={n}, 训练窗口={train_size}, "
+                     f"测试窗口={test_size}, 步长={step}, 置信阈值={confidence_threshold}")
+
+        start = 0
+        while start + train_size + test_size <= n:
+            train_end = start + train_size
+            test_end = min(train_end + test_size, n)
+
+            X_train = X.iloc[start:train_end]
+            y_train = y.iloc[start:train_end]
+            X_test = X.iloc[train_end:test_end]
+            y_test = y.iloc[train_end:test_end]
+
+            # 训练
+            model = self._create_model()
+            model.fit(X_train, y_train)
+            self.models.append(model)
+
+            # 预测概率 + 置信度过滤
+            proba = model.predict_proba(X_test)
+            max_proba = proba.max(axis=1)
+            raw_preds = model.predict(X_test)
+
+            # 置信度不够的设为观望
+            filtered_preds = raw_preds.copy()
+            filtered_preds[max_proba < confidence_threshold] = 0
+
+            preds = pd.Series(filtered_preds, index=X_test.index)
+            all_preds = pd.concat([all_preds, preds])
+
+            # 准确率（用原始预测算）
+            acc = (raw_preds == y_test).mean()
+            n_filtered = (max_proba < confidence_threshold).sum()
+            window_count += 1
+            logger.info(f"  窗口 {window_count}: 训练[{start}:{train_end}] "
+                         f"测试[{train_end}:{test_end}] 准确率={acc:.2%} "
+                         f"过滤={n_filtered}/{len(X_test)}")
+
+            start += step
+
+        # 特征重要性（取最后一个模型）
+        if self.models:
+            last_model = self.models[-1]
+            if hasattr(last_model, 'feature_importances_'):
+                self.feature_importance = pd.Series(
+                    last_model.feature_importances_, index=X.columns
+                ).sort_values(ascending=False)
+
+        logger.info(f"Walk-Forward 完成: {window_count} 个窗口, "
+                     f"共 {len(all_preds)} 条预测")
+        return all_preds
+
+    def get_top_features(self, n: int = 20) -> pd.Series:
+        """获取Top N重要特征"""
+        if self.feature_importance is not None:
+            return self.feature_importance.head(n)
+        return pd.Series(dtype=float)
+
+    def run(self, period: int = None, start_date: str = None, end_date: str = None) -> dict:
+        """
+        完整运行方案B
+        若指定了 start_date/end_date，会向前加载 warm_up_months 月数据用于训练，使回测区间首月即有预测。
+        :return: 回测结果
+        """
+        if period is None:
+            period = PRIMARY_PERIOD
+
+        logger.info("=" * 60)
+        logger.info(f"方案B：AI模型策略 ({self.model_type})")
+        logger.info("=" * 60)
+
+        from .data_loader import load_kline
+
+        # 1. 准备数据：若指定了回测区间，则向前加载预热数据，使区间内从首月就有预测
+        load_start, load_end = start_date, end_date
+        if start_date and end_date:
+            warm_months = MC.get('warm_up_months', 12)
+            load_start_ts = pd.Timestamp(start_date) - pd.DateOffset(months=warm_months)
+            load_start = load_start_ts.strftime('%Y-%m-%d')
+            logger.info(f"回测区间 [{start_date} ~ {end_date}]，向前加载 {warm_months} 月至 {load_start} 用于训练")
+
+        X, y, feature_names, scaler = prepare_dataset(period, load_start, load_end)
+
+        # 2. Walk-Forward 训练
+        predictions = self.walk_forward_train(X, y)
+
+        # 3. 回测仅用用户指定区间；将预测对齐到该区间的每根K线
+        df = load_kline(period, start_date, end_date)
+        if df.empty:
+            logger.warning("回测区间内无K线数据")
+            return BacktestEngine()._empty_result()
+
+        # 对齐信号：回测区间内有的时间戳用预测，缺失的填 0（观望）
+        signals = predictions.reindex(df.index, fill_value=0).astype(int)
+        prices = df['close']
+
+        # 4. 回测
+        engine = BacktestEngine()
+        result = engine.run(prices, signals)
+
+        print_metrics(result['metrics'], f"方案B: {self.model_type} AI策略")
+
+        # 5. 保存最后一窗模型、scaler、特征列（供实盘 get_live_signal 使用）
+        if self.models and scaler is not None:
+            SCHEME_B_MODEL_DIR.mkdir(parents=True, exist_ok=True)
+            joblib.dump(self.models[-1], SCHEME_B_MODEL_FILE)
+            joblib.dump(scaler, SCHEME_B_SCALER_FILE)
+            with open(SCHEME_B_FEATURES_FILE, 'w', encoding='utf-8') as f:
+                json.dump(feature_names, f, ensure_ascii=False)
+            logger.info(f"已保存方案B模型: {SCHEME_B_MODEL_FILE}, scaler, {len(feature_names)} 个特征")
+
+        # 6. 输出特征重要性
+        top_feat = self.get_top_features(15)
+        if not top_feat.empty:
+            logger.info("\nTop 15 重要特征:")
+            for i, (feat, imp) in enumerate(top_feat.items()):
+                logger.info(f"  {i+1}. {feat}: {imp:.4f}")
+
+        result['feature_importance'] = self.feature_importance
+        return result
+
+
+def run_ai_strategy(model_type: str = 'lightgbm', period: int = None,
+                    start_date: str = None, end_date: str = None) -> dict:
+    """方案B快捷入口"""
+    strategy = AIStrategy(model_type=model_type)
+    return strategy.run(period, start_date, end_date)
+
+
+def get_live_signal(period: int = None, model_type: str = 'lightgbm',
+                    start_date: str = None, end_date: str = None) -> int:
+    """
+    使用已保存的方案B模型对当前最新K线生成信号（供实盘/模拟盘调用）。
+    需先运行过 run_ai_strategy 或 AIStrategy().run() 以生成 models/scheme_b_*.joblib 与 features.json。
+    :param period: K线主周期，默认 15
+    :param model_type: 未使用（模型已固定为磁盘上的 scheme_b_last_model.joblib）
+    :param start_date, end_date: 可选，限制 load_kline 范围
+    :return: 0=观望, 1=做多, 2=做空
+    """
+    if period is None:
+        period = PRIMARY_PERIOD
+    if not SCHEME_B_MODEL_FILE.exists() or not SCHEME_B_SCALER_FILE.exists() or not SCHEME_B_FEATURES_FILE.exists():
+        logger.warning("方案B模型未找到，请先运行 AI 策略训练保存模型")
+        return 0
+    model = joblib.load(SCHEME_B_MODEL_FILE)
+    scaler = joblib.load(SCHEME_B_SCALER_FILE)
+    with open(SCHEME_B_FEATURES_FILE, 'r', encoding='utf-8') as f:
+        feature_cols = json.load(f)
+    X_last = get_latest_feature_row(period, feature_cols, start_date, end_date)
+    if X_last.empty:
+        return 0
+    X_scaled = scaler.transform(X_last)
+    pred = model.predict(X_scaled)
+    return int(pred[0])
diff --git a/strategy/backtest.py b/strategy/backtest.py
new file mode 100644
index 0000000..64f82c7
--- /dev/null
+++ b/strategy/backtest.py
@@ -0,0 +1,298 @@
+"""
+回测引擎 — 多空双向、手续费、滑点、绩效统计
+每笔固定名义 100U、100 倍杠杆；同一时间仅一个仓位；最大回撤 300U 硬约束；手续费 90% 返佣
+"""
+import pandas as pd
+import numpy as np
+from loguru import logger
+from .config import TRADE_CONFIG as TC, SIGNAL_MAP
+
+
+class BacktestEngine:
+    """回测引擎：固定每笔 100U 名义、100x，单仓位，最大回撤 300U 内，实付手续费（90% 返佣）"""
+
+    def __init__(self, commission: float = None, slippage: float = None,
+                 initial_capital: float = None, position_size: float = None,
+                 position_notional_usd: float = None, max_drawdown_limit: float = None,
+                 commission_rebate: float = None):
+        raw_commission = commission if commission is not None else TC['commission']
+        rebate = commission_rebate if commission_rebate is not None else TC.get('commission_rebate', 0)
+        self.commission = raw_commission * (1 - rebate)  # 实付手续费（90% 返佣）
+        self.slippage = slippage or TC['slippage']
+        self.initial_capital = initial_capital or TC['initial_capital']
+        self.position_size = position_size or TC['position_size']
+        self.position_notional_usd = position_notional_usd if position_notional_usd is not None else TC.get('position_notional_usd', self.initial_capital * self.position_size)
+        self.max_drawdown_limit = max_drawdown_limit if max_drawdown_limit is not None else TC.get('max_drawdown_limit', float('inf'))
+
+    def run(self, prices: pd.Series, signals: pd.Series) -> dict:
+        """
+        执行回测
+        :param prices: 收盘价 Series
+        :param signals: 信号 Series，值: 0=观望, 1=做多, 2=做空
+        :return: 回测结果字典
+        """
+        df = pd.DataFrame({'price': prices, 'signal': signals}).dropna()
+        if df.empty:
+            logger.warning("回测数据为空")
+            return self._empty_result()
+
+        n = len(df)
+        capital = self.initial_capital
+        position = 0        # 持仓数量（正=多头，负=空头）
+        entry_price = 0.0
+        direction = 0       # 当前方向: 0=空仓, 1=多, 2=空
+        trades = []
+        equity_curve = np.zeros(n)
+        peak_equity = self.initial_capital  # 用于 300U 最大回撤约束
+
+        for i in range(n):
+            price = df.iloc[i]['price']
+            signal = int(df.iloc[i]['signal'])
+
+            # 计算当前权益
+            if position > 0:
+                equity_curve[i] = capital + position * (price - entry_price)
+            elif position < 0:
+                equity_curve[i] = capital + position * (price - entry_price)
+            else:
+                equity_curve[i] = capital
+            current_equity = equity_curve[i]
+            peak_equity = max(peak_equity, current_equity)
+
+            # 最大回撤硬约束：从峰值回落超过 300U 则不再开新仓（只允许平仓）
+            drawdown_usd = peak_equity - current_equity
+            can_open = drawdown_usd < self.max_drawdown_limit
+
+            # 强制止损：持仓浮亏超过初始资金的20%时强制平仓
+            if position != 0:
+                unrealized = position * (price - entry_price)
+                if unrealized < -self.initial_capital * 0.20:
+                    capital, trade = self._close_position(
+                        capital, position, entry_price, price, df.index[i])
+                    trades.append(trade)
+                    position = 0
+                    direction = 0
+                    continue
+
+            # 资金不足时不开新仓；同一时间仅一个仓位（已有持仓则只能先平再开）
+            min_capital = self.initial_capital * 0.05
+            can_trade = capital > min_capital and can_open
+
+            # 跳过：信号与当前持仓方向相同
+            if signal == direction:
+                continue
+
+            # 每笔固定名义 100U：qty = position_notional_usd / price
+            notional = self.position_notional_usd
+            qty = notional / price if price > 0 else 0
+
+            # 需要换方向或平仓
+            if signal == 1 and direction != 1:
+                # 先平仓
+                if position != 0:
+                    capital, trade = self._close_position(
+                        capital, position, entry_price, price, df.index[i])
+                    trades.append(trade)
+                    position = 0
+
+                if not can_trade or qty <= 0:
+                    direction = 0
+                    continue
+
+                # 开多：固定 100U 名义，实付手续费
+                cost = notional * (self.commission + self.slippage)
+                capital -= cost
+                position = qty
+                entry_price = price
+                direction = 1
+
+            elif signal == 2 and direction != 2:
+                # 先平仓
+                if position != 0:
+                    capital, trade = self._close_position(
+                        capital, position, entry_price, price, df.index[i])
+                    trades.append(trade)
+                    position = 0
+
+                if not can_trade or qty <= 0:
+                    direction = 0
+                    continue
+
+                # 开空：固定 100U 名义
+                cost = notional * (self.commission + self.slippage)
+                capital -= cost
+                position = -qty
+                entry_price = price
+                direction = 2
+
+            elif signal == 0 and position != 0:
+                # 平仓
+                capital, trade = self._close_position(
+                    capital, position, entry_price, price, df.index[i])
+                trades.append(trade)
+                position = 0
+                direction = 0
+
+        # 最终平仓
+        if position != 0:
+            price = df.iloc[-1]['price']
+            capital, trade = self._close_position(
+                capital, position, entry_price, price, df.index[-1])
+            trades.append(trade)
+
+        equity = pd.Series(equity_curve, index=df.index)
+        trades_df = pd.DataFrame(trades) if trades else pd.DataFrame()
+        metrics = self._calc_metrics(equity, trades_df)
+        monthly_pnl = self._monthly_pnl(equity)
+
+        return {
+            'equity_curve': equity,
+            'trades': trades_df,
+            'metrics': metrics,
+            'final_capital': capital,
+            'monthly_pnl': monthly_pnl,
+        }
+
+    def _close_position(self, capital, position, entry_price, exit_price, time):
+        """平仓并返回更新后的capital和交易记录"""
+        if position > 0:
+            pnl = position * (exit_price - entry_price)
+            cost = position * exit_price * (self.commission + self.slippage)
+            trade_type = '平多'
+        else:
+            pnl = -position * (entry_price - exit_price)
+            cost = abs(position) * exit_price * (self.commission + self.slippage)
+            trade_type = '平空'
+
+        capital += pnl - cost
+        trade = {
+            'type': trade_type,
+            'entry': entry_price,
+            'exit': exit_price,
+            'pnl': pnl - cost,
+            'return_pct': (exit_price / entry_price - 1) * (1 if position > 0 else -1),
+            'time': time,
+        }
+        return capital, trade
+
+    def _calc_metrics(self, equity: pd.Series, trades: pd.DataFrame) -> dict:
+        """计算绩效指标"""
+        if equity.empty:
+            return self._empty_metrics()
+
+        total_return = (equity.iloc[-1] / self.initial_capital) - 1
+
+        n_bars = len(equity)
+        if n_bars > 1:
+            # 按日聚合收益率计算夏普
+            daily_equity = equity.resample('D').last().dropna()
+            if len(daily_equity) > 1:
+                daily_returns = daily_equity.pct_change().dropna()
+                n_days = len(daily_returns)
+                annualized_return = (1 + total_return) ** (365 / max(n_days, 1)) - 1 if total_return > -1 else -1.0
+                sharpe = (daily_returns.mean() / daily_returns.std() * np.sqrt(365)
+                          if daily_returns.std() > 0 else 0)
+            else:
+                annualized_return = 0
+                sharpe = 0
+        else:
+            annualized_return = 0
+            sharpe = 0
+
+        # 最大回撤（比例与绝对 USDT）
+        cummax = equity.cummax()
+        drawdown = (equity - cummax) / cummax.replace(0, np.nan)
+        max_drawdown = drawdown.min() if not drawdown.empty else 0
+        max_drawdown_usd = (cummax - equity).max() if not equity.empty else 0
+
+        # 按月收益（自然月）：用于目标「每月盈利 ≥ 1000U」
+        monthly_pnl_usd = None
+        months_above_1000 = 0
+        if not equity.empty and hasattr(equity.index, 'to_period'):
+            try:
+                monthly = equity.resample('ME').last().dropna()
+                if len(monthly) > 0:
+                    monthly_pnl = monthly.diff()
+                    monthly_pnl.iloc[0] = monthly.iloc[0] - self.initial_capital
+                    monthly_pnl_usd = monthly_pnl
+                    months_above_1000 = (monthly_pnl >= 1000).sum()
+            except Exception:
+                pass
+
+        # 交易统计
+        n_trades = len(trades)
+        if n_trades > 0:
+            wins = trades[trades['pnl'] > 0]
+            losses = trades[trades['pnl'] <= 0]
+            win_rate = len(wins) / n_trades
+            avg_win = wins['pnl'].mean() if len(wins) > 0 else 0
+            avg_loss = abs(losses['pnl'].mean()) if len(losses) > 0 else 0
+            profit_factor = (wins['pnl'].sum() / abs(losses['pnl'].sum())
+                             if len(losses) > 0 and losses['pnl'].sum() != 0 else float('inf'))
+        else:
+            win_rate = 0
+            avg_win = 0
+            avg_loss = 0
+            profit_factor = 0
+
+        out = {
+            '总收益率': f'{total_return:.2%}',
+            '年化收益率': f'{annualized_return:.2%}',
+            '最大回撤': f'{max_drawdown:.2%}',
+            '最大回撤(U)': f'{max_drawdown_usd:.2f}',
+            '夏普比率': f'{sharpe:.2f}',
+            '总交易次数': n_trades,
+            '胜率': f'{win_rate:.2%}',
+            '平均盈利': f'{avg_win:.2f}',
+            '平均亏损': f'{avg_loss:.2f}',
+            '盈亏比': f'{profit_factor:.2f}',
+            '最终资金': f'{equity.iloc[-1]:.2f}',
+        }
+        out['月盈利≥1000U的月数'] = months_above_1000 if monthly_pnl_usd is not None else 0
+        if monthly_pnl_usd is not None and len(monthly_pnl_usd) > 0:
+            out['月均盈利(U)'] = f'{monthly_pnl_usd.mean():.2f}'
+        else:
+            out['月均盈利(U)'] = '0.00'
+        return out
+
+    def _monthly_pnl(self, equity: pd.Series):
+        """按自然月汇总收益（USDT），首月为当月权益 - 初始资金"""
+        if equity.empty or not hasattr(equity.index, 'to_period'):
+            return None
+        try:
+            monthly = equity.resample('ME').last().dropna()
+            if len(monthly) == 0:
+                return None
+            pnl = monthly.diff()
+            pnl.iloc[0] = monthly.iloc[0] - self.initial_capital
+            return pnl
+        except Exception:
+            return None
+
+    def _empty_result(self):
+        return {
+            'equity_curve': pd.Series(dtype=float),
+            'trades': pd.DataFrame(),
+            'metrics': self._empty_metrics(),
+            'final_capital': self.initial_capital,
+            'monthly_pnl': None,
+        }
+
+    def _empty_metrics(self):
+        return {
+            '总收益率': '0.00%', '年化收益率': '0.00%', '最大回撤': '0.00%',
+            '最大回撤(U)': '0.00', '夏普比率': '0.00', '总交易次数': 0, '胜率': '0.00%',
+            '平均盈利': '0.00', '平均亏损': '0.00', '盈亏比': '0.00',
+            '最终资金': f'{self.initial_capital:.2f}', '月盈利≥1000U的月数': 0,
+            '月均盈利(U)': '0.00',
+        }
+
+
+def print_metrics(metrics: dict, title: str = "回测结果"):
+    """打印绩效指标"""
+    logger.info(f"\n{'='*50}")
+    logger.info(f"  {title}")
+    logger.info(f"{'='*50}")
+    for k, v in metrics.items():
+        logger.info(f"  {k:>12}: {v}")
+    logger.info(f"{'='*50}")
diff --git a/strategy/compare.py b/strategy/compare.py
new file mode 100644
index 0000000..bdc5795
--- /dev/null
+++ b/strategy/compare.py
@@ -0,0 +1,222 @@
+"""
+方案对比评估 — 方案A(统计筛选) vs 方案B(AI模型) 并排对比 + 报告输出
+"""
+import pandas as pd
+import numpy as np
+import matplotlib
+matplotlib.use('Agg')  # 非交互式后端
+import matplotlib.pyplot as plt
+from matplotlib import font_manager
+from pathlib import Path
+from loguru import logger
+
+# 设置中文字体
+_zh_font = None
+for fname in ['PingFang SC', 'Heiti SC', 'STHeiti', 'SimHei', 'Microsoft YaHei', 'WenQuanYi Micro Hei']:
+    try:
+        _zh_font = font_manager.FontProperties(family=fname)
+        # 验证字体存在
+        font_manager.findfont(_zh_font, fallback_to_default=False)
+        plt.rcParams['font.sans-serif'] = [fname, 'DejaVu Sans']
+        plt.rcParams['axes.unicode_minus'] = False
+        break
+    except Exception:
+        _zh_font = None
+        continue
+
+from .config import PRIMARY_PERIOD, PROJECT_ROOT
+from .stat_strategy import StatStrategy
+from .ai_strategy import AIStrategy
+from .backtest import print_metrics
+
+
+REPORT_DIR = PROJECT_ROOT / 'reports'
+
+
+def compare_strategies(period: int = None, start_date: str = None, end_date: str = None,
+                       save_plot: bool = True) -> dict:
+    """
+    运行两种方案并对比
+    :return: {'stat': result_a, 'lgb': result_b, 'xgb': result_c, 'comparison': DataFrame}
+    """
+    if period is None:
+        period = PRIMARY_PERIOD
+
+    logger.info("=" * 70)
+    logger.info("  开始策略对比评估")
+    logger.info("=" * 70)
+
+    results = {}
+
+    # 方案A：统计筛选
+    logger.info("\n>>> 运行方案A: 统计筛选策略")
+    stat = StatStrategy()
+    results['stat'] = stat.run(period, start_date, end_date)
+
+    # 方案B-1：LightGBM
+    logger.info("\n>>> 运行方案B-1: LightGBM AI策略")
+    lgb_strategy = AIStrategy(model_type='lightgbm')
+    results['lgb'] = lgb_strategy.run(period, start_date, end_date)
+
+    # 方案B-2：XGBoost
+    logger.info("\n>>> 运行方案B-2: XGBoost AI策略")
+    xgb_strategy = AIStrategy(model_type='xgboost')
+    results['xgb'] = xgb_strategy.run(period, start_date, end_date)
+
+    # 对比表格
+    comparison = _build_comparison_table(results)
+    results['comparison'] = comparison
+
+    # 打印对比
+    logger.info("\n" + "=" * 70)
+    logger.info("  策略对比总结")
+    logger.info("=" * 70)
+    logger.info(f"\n{comparison.to_string()}")
+
+    # 每月盈利（U）
+    _log_monthly_pnl(results)
+
+    # 保存图表
+    if save_plot:
+        _save_equity_plot(results)
+
+    return results
+
+
+def _build_comparison_table(results: dict) -> pd.DataFrame:
+    """构建对比表格"""
+    rows = {}
+    name_map = {
+        'stat': '方案A: 统计筛选',
+        'lgb': '方案B-1: LightGBM',
+        'xgb': '方案B-2: XGBoost',
+    }
+
+    for key, name in name_map.items():
+        if key in results and 'metrics' in results[key]:
+            rows[name] = results[key]['metrics']
+
+    if not rows:
+        return pd.DataFrame()
+
+    df = pd.DataFrame(rows).T
+    return df
+
+
+def _log_monthly_pnl(results: dict):
+    """打印各策略每月盈利（USDT）"""
+    name_map = {
+        'stat': '方案A',
+        'lgb': 'LightGBM',
+        'xgb': 'XGBoost',
+    }
+    cols = []
+    for key, name in name_map.items():
+        if key not in results or results[key].get('monthly_pnl') is None:
+            continue
+        s = results[key]['monthly_pnl']
+        if s is None or s.empty:
+            continue
+        s = s.astype(float).round(2)
+        s.name = name
+        cols.append(s)
+    if not cols:
+        return
+    monthly_df = pd.concat(cols, axis=1)
+    monthly_df = monthly_df.fillna(0)
+    logger.info("\n" + "-" * 70)
+    logger.info("  每月盈利 (USDT)")
+    logger.info("-" * 70)
+    logger.info(f"\n{monthly_df.to_string()}")
+    logger.info("-" * 70)
+
+
+def _save_equity_plot(results: dict):
+    """保存权益曲线对比图"""
+    REPORT_DIR.mkdir(parents=True, exist_ok=True)
+
+    fig, axes = plt.subplots(2, 1, figsize=(14, 10))
+
+    # 上图：权益曲线
+    ax1 = axes[0]
+    name_map = {
+        'stat': '方案A: 统计筛选',
+        'lgb': '方案B-1: LightGBM',
+        'xgb': '方案B-2: XGBoost',
+    }
+    colors = {'stat': '#2196F3', 'lgb': '#4CAF50', 'xgb': '#FF9800'}
+
+    for key, name in name_map.items():
+        if key in results and 'equity_curve' in results[key]:
+            eq = results[key]['equity_curve']
+            if not eq.empty:
+                ax1.plot(eq.index, eq.values, label=name, color=colors.get(key, 'gray'), linewidth=1)
+
+    ax1.set_title('权益曲线对比', fontsize=14)
+    ax1.set_ylabel('资金 (USDT)')
+    ax1.legend()
+    ax1.grid(True, alpha=0.3)
+
+    # 下图：回撤曲线
+    ax2 = axes[1]
+    for key, name in name_map.items():
+        if key in results and 'equity_curve' in results[key]:
+            eq = results[key]['equity_curve']
+            if not eq.empty:
+                cummax = eq.cummax()
+                drawdown = (eq - cummax) / cummax * 100
+                ax2.fill_between(drawdown.index, drawdown.values, 0,
+                                 alpha=0.3, label=name, color=colors.get(key, 'gray'))
+
+    ax2.set_title('回撤对比', fontsize=14)
+    ax2.set_ylabel('回撤 (%)')
+    ax2.legend()
+    ax2.grid(True, alpha=0.3)
+
+    plt.tight_layout()
+    plot_path = REPORT_DIR / 'strategy_comparison.png'
+    plt.savefig(str(plot_path), dpi=150)
+    plt.close()
+    logger.info(f"对比图表已保存: {plot_path}")
+
+
+def run_full_comparison(period: int = None, start_date: str = None, end_date: str = None, save_plot: bool = True):
+    """完整对比入口（可直接调用）"""
+    results = compare_strategies(period, start_date, end_date, save_plot=save_plot)
+
+    # 推荐最优方案
+    best_key = None
+    best_return = -float('inf')
+
+    for key in ['stat', 'lgb', 'xgb']:
+        if key in results and 'metrics' in results[key]:
+            ret_str = results[key]['metrics'].get('总收益率', '0%')
+            ret_val = float(ret_str.strip('%')) / 100
+            if ret_val > best_return:
+                best_return = ret_val
+                best_key = key
+
+    name_map = {'stat': '方案A: 统计筛选', 'lgb': '方案B-1: LightGBM', 'xgb': '方案B-2: XGBoost'}
+    if best_key:
+        logger.info(f"\n{'='*50}")
+        logger.info(f"  推荐方案: {name_map.get(best_key, best_key)}")
+        logger.info(f"  总收益率: {best_return:.2%}")
+        logger.info(f"{'='*50}")
+
+    return results
+
+
+if __name__ == '__main__':
+    import argparse
+    p = argparse.ArgumentParser(description='运行策略对比：方案A(统计) vs 方案B(LightGBM/XGBoost)')
+    p.add_argument('--period', type=int, default=None, help='K线周期分钟')
+    p.add_argument('--start', type=str, default=None, help='开始日期，如 2024-01-01')
+    p.add_argument('--end', type=str, default=None, help='结束日期，如 2024-12-31')
+    p.add_argument('--no-plot', action='store_true', help='不保存权益/回撤图')
+    args = p.parse_args()
+    run_full_comparison(
+        period=args.period,
+        start_date=args.start,
+        end_date=args.end,
+        save_plot=not args.no_plot,
+    )
diff --git a/strategy/config.py b/strategy/config.py
new file mode 100644
index 0000000..30fb207
--- /dev/null
+++ b/strategy/config.py
@@ -0,0 +1,151 @@
+"""
+全局配置 — 交易参数、指标参数、模型参数
+"""
+from pathlib import Path
+
+# ============ 路径 ============
+PROJECT_ROOT = Path(__file__).parent.parent
+DB_PATH = PROJECT_ROOT / 'models' / 'database.db'
+
+# ============ 交易参数 ============
+TRADE_CONFIG = {
+    'symbol': 'ETHUSDT',
+    'commission': 0.0006,           # 名义手续费 0.06%
+    'commission_rebate': 0.90,      # 90% 返佣（次日 8 点结算），实付 = commission * (1 - rebate)
+    'slippage': 0.0001,             # 滑点 0.01%
+    'initial_capital': 10000,       # 本金 USDT
+    'leverage': 100,                # 杠杆倍数
+    'position_notional_usd': 500,   # 每笔名义 500U（开 100 倍），目标月均收益约 500U
+    'max_drawdown_limit': 300,      # 最大回撤硬约束：权益从峰值回落超过 300U 则不再开新仓
+    # 兼容旧逻辑（若用比例算仓则用此项）
+    'position_size': 0.95,
+}
+
+# ============ K线周期 ============
+KLINE_PERIODS = {
+    1: '1m',
+    3: '3m',
+    5: '5m',
+    15: '15m',
+    30: '30m',
+    60: '1h',
+}
+
+# 主周期（用于生成信号）
+PRIMARY_PERIOD = 15  # 15分钟
+# 辅助周期（用于多周期融合特征）
+AUX_PERIODS = [5, 60]
+
+# ============ 指标参数 ============
+INDICATOR_PARAMS = {
+    # 趋势类
+    'sma_windows': [5, 10, 20, 50, 200],
+    'ema_windows': [12, 26],
+    'macd_fast': 12,
+    'macd_slow': 26,
+    'macd_signal': 9,
+    'adx_window': 14,
+    'ichimoku_conversion': 9,
+    'ichimoku_base': 26,
+    'ichimoku_span_b': 52,
+    'trix_window': 15,
+    'aroon_window': 25,
+    'cci_window': 20,
+    'dpo_window': 20,
+    'kst_roc1': 10,
+    'kst_roc2': 15,
+    'kst_roc3': 20,
+    'kst_roc4': 30,
+    'vortex_window': 14,
+
+    # 动量类
+    'rsi_window': 14,
+    'stoch_window': 14,
+    'stoch_smooth': 3,
+    'williams_window': 14,
+    'roc_window': 12,
+    'mfi_window': 14,
+    'tsi_slow': 25,
+    'tsi_fast': 13,
+    'uo_short': 7,
+    'uo_medium': 14,
+    'uo_long': 28,
+    'ao_short': 5,
+    'ao_long': 34,
+    'kama_window': 10,
+    'ppo_slow': 26,
+    'ppo_fast': 12,
+    'stoch_rsi_window': 14,
+    'stoch_rsi_smooth': 3,
+
+    # 波动率类
+    'bb_window': 20,
+    'bb_std': 2,
+    'atr_window': 14,
+    'kc_window': 20,
+    'dc_window': 20,
+
+    # 成交量类（部分指标需要volume，K线数据可能无volume则跳过）
+    'obv_enabled': True,
+    'cmf_window': 20,
+    'emv_window': 14,
+    'fi_window': 13,
+}
+
+# ============ 特征工程参数 ============
+FEATURE_CONFIG = {
+    'label_forward_periods': 10,    # 未来N根K线用于生成标签
+    'label_threshold': 0.002,       # 涨跌阈值（0.2%以内算震荡）
+    'lookback_lags': [1, 3, 5],     # 滞后特征的lag值
+    'normalize': True,              # 是否标准化
+}
+
+# ============ 模型参数 ============
+MODEL_CONFIG = {
+    'walk_forward_train_size': 20000,       # Walk-Forward 训练窗口大小
+    'walk_forward_test_size': 2000,         # Walk-Forward 测试窗口大小
+    'walk_forward_step': 2000,              # 滚动步长
+    'warm_up_months': 12,                  # 指定回测区间时向前加载的月数，使区间首月即有预测
+
+    'lightgbm': {
+        'n_estimators': 300,
+        'max_depth': 4,
+        'learning_rate': 0.03,
+        'num_leaves': 15,
+        'min_child_samples': 50,
+        'subsample': 0.7,
+        'colsample_bytree': 0.6,
+        'reg_alpha': 1.0,
+        'reg_lambda': 1.0,
+        'objective': 'multiclass',
+        'num_class': 3,
+        'verbose': -1,
+    },
+
+    'xgboost': {
+        'n_estimators': 300,
+        'max_depth': 4,
+        'learning_rate': 0.03,
+        'subsample': 0.7,
+        'colsample_bytree': 0.6,
+        'reg_alpha': 1.0,
+        'reg_lambda': 1.0,
+        'objective': 'multi:softprob',
+        'num_class': 3,
+        'verbosity': 0,
+    },
+}
+
+# ============ 统计筛选参数 ============
+STAT_CONFIG = {
+    'top_n_features': 15,           # 筛选Top N个指标
+    'correlation_threshold': 0.9,   # 去除高相关特征的阈值
+    'grid_search_cv': 3,            # 网格搜索交叉验证折数
+}
+
+# ============ 信号标签映射 ============
+SIGNAL_MAP = {
+    0: '观望',
+    1: '做多',
+    2: '做空',
+}
diff --git a/strategy/data_loader.py b/strategy/data_loader.py
new file mode 100644
index 0000000..b01e09e
--- /dev/null
+++ b/strategy/data_loader.py
@@ -0,0 +1,119 @@
+"""
+数据加载器 — 从SQLite加载K线数据为pandas DataFrame
+"""
+import sqlite3
+import pandas as pd
+from loguru import logger
+from .config import DB_PATH, KLINE_PERIODS
+
+
+def load_kline(period: int = 15, start_date: str = None, end_date: str = None) -> pd.DataFrame:
+    """
+    加载指定周期的K线数据
+    :param period: K线周期（分钟），如 1, 3, 5, 15, 30, 60
+    :param start_date: 起始日期 'YYYY-MM-DD'（可选）
+    :param end_date: 结束日期 'YYYY-MM-DD'（可选）
+    :return: DataFrame，列: timestamp, open, high, low, close
+    """
+    suffix = KLINE_PERIODS.get(period)
+    if suffix is None:
+        raise ValueError(f"不支持的周期: {period}，可选: {list(KLINE_PERIODS.keys())}")
+
+    table_name = f'bitmart_eth_{suffix}'
+    conn = sqlite3.connect(str(DB_PATH))
+
+    query = f"SELECT id as timestamp, open, high, low, close FROM {table_name} ORDER BY id"
+    df = pd.read_sql_query(query, conn)
+    conn.close()
+
+    if df.empty:
+        logger.warning(f"[{suffix}] 表中无数据")
+        return df
+
+    # id 是毫秒时间戳，转为 datetime 索引
+    df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms')
+    df.set_index('datetime', inplace=True)
+
+    # 按日期过滤
+    if start_date:
+        df = df[df.index >= start_date]
+    if end_date:
+        df = df[df.index <= end_date]
+
+    logger.info(f"[{suffix}] 加载 {len(df)} 条K线 | {df.index[0]} ~ {df.index[-1]}")
+    return df
+
+
+def load_multi_period(periods: list = None, start_date: str = None, end_date: str = None) -> dict:
+    """
+    加载多个周期的K线数据
+    :param periods: 周期列表，如 [5, 15, 60]，默认全部
+    :param start_date: 起始日期
+    :param end_date: 结束日期
+    :return: {period: DataFrame} 字典
+    """
+    if periods is None:
+        periods = list(KLINE_PERIODS.keys())
+
+    result = {}
+    for p in periods:
+        try:
+            df = load_kline(p, start_date, end_date)
+            if not df.empty:
+                result[p] = df
+        except Exception as e:
+            logger.error(f"加载 {p}分钟 K线失败: {e}")
+
+    return result
+
+
+def load_trades(start_date: str = None, end_date: str = None, limit: int = None) -> pd.DataFrame:
+    """
+    加载原始成交记录
+    :return: DataFrame，列: id, timestamp, price, volume, side
+    """
+    conn = sqlite3.connect(str(DB_PATH))
+    query = "SELECT id, timestamp, price, volume, side FROM bitmart_eth_trades ORDER BY timestamp"
+    df = pd.read_sql_query(query, conn)
+    conn.close()
+
+    if df.empty:
+        logger.warning("成交记录表中无数据")
+        return df
+
+    df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms')
+    df.set_index('datetime', inplace=True)
+
+    if start_date:
+        df = df[df.index >= start_date]
+    if end_date:
+        df = df[df.index <= end_date]
+    if limit:
+        df = df.head(limit)
+
+    logger.info(f"加载 {len(df)} 条成交记录")
+    return df
+
+
+def get_available_tables() -> list:
+    """列出数据库中所有可用的表"""
+    conn = sqlite3.connect(str(DB_PATH))
+    cursor = conn.execute("SELECT name FROM sqlite_master WHERE type='table' ORDER BY name")
+    tables = [row[0] for row in cursor.fetchall()]
+    conn.close()
+    return tables
+
+
+def get_table_stats() -> dict:
+    """获取各表的数据统计"""
+    conn = sqlite3.connect(str(DB_PATH))
+    tables = get_available_tables()
+    stats = {}
+    for table in tables:
+        try:
+            count = pd.read_sql_query(f"SELECT COUNT(*) as cnt FROM {table}", conn).iloc[0]['cnt']
+            stats[table] = count
+        except Exception:
+            stats[table] = 0
+    conn.close()
+    return stats
diff --git a/strategy/feature_engine.py b/strategy/feature_engine.py
new file mode 100644
index 0000000..433c475
--- /dev/null
+++ b/strategy/feature_engine.py
@@ -0,0 +1,204 @@
+"""
+特征工程 — 标准化、多周期融合、滞后特征、标签生成
+"""
+import pandas as pd
+import numpy as np
+from sklearn.preprocessing import StandardScaler
+from loguru import logger
+
+from .config import FEATURE_CONFIG as FC, PRIMARY_PERIOD, AUX_PERIODS
+from .data_loader import load_kline
+from .indicators import compute_all_indicators, get_indicator_names
+
+
+def build_features(primary_df: pd.DataFrame,
+                   aux_dfs: dict = None,
+                   has_volume: bool = False) -> pd.DataFrame:
+    """
+    构建完整特征矩阵
+    :param primary_df: 主周期K线 DataFrame
+    :param aux_dfs: {period: DataFrame} 辅助周期数据（可选）
+    :param has_volume: 是否有成交量
+    :return: 特征矩阵 DataFrame
+    """
+    # 1. 主周期指标
+    logger.info("计算主周期指标...")
+    df = compute_all_indicators(primary_df, has_volume=has_volume)
+
+    # 2. 滞后特征
+    logger.info("生成滞后特征...")
+    indicator_cols = get_indicator_names(has_volume)
+    existing_cols = [col for col in indicator_cols if col in df.columns]
+
+    lag_frames = []
+    for lag in FC['lookback_lags']:
+        lagged = df[existing_cols].shift(lag).add_suffix(f'_lag{lag}')
+        lag_frames.append(lagged)
+    if lag_frames:
+        df = pd.concat([df] + lag_frames, axis=1)
+
+    # 3. 多周期融合
+    if aux_dfs:
+        aux_frames = []
+        for period, aux_df in aux_dfs.items():
+            logger.info(f"融合 {period}分钟 辅助周期特征...")
+            aux_with_ind = compute_all_indicators(aux_df, has_volume=has_volume)
+            key_indicators = ['rsi', 'macd', 'adx', 'bb_pband', 'atr', 'cci']
+            for ind in key_indicators:
+                if ind in aux_with_ind.columns:
+                    aligned = aux_with_ind[ind].reindex(df.index, method='ffill')
+                    aux_frames.append(aligned.rename(f'{ind}_{period}m'))
+        if aux_frames:
+            df = pd.concat([df] + aux_frames, axis=1)
+
+    # 4. 去除全NaN列
+    before_cols = len(df.columns)
+    df.dropna(axis=1, how='all', inplace=True)
+    after_cols = len(df.columns)
+    if before_cols != after_cols:
+        logger.info(f"移除 {before_cols - after_cols} 个全NaN列")
+
+    logger.info(f"特征矩阵: {df.shape[0]} 行 x {df.shape[1]} 列")
+    return df
+
+
+def generate_labels(df: pd.DataFrame, forward_periods: int = None,
+                    threshold: float = None) -> pd.Series:
+    """
+    生成交易标签
+    :param df: 包含 close 列的 DataFrame
+    :param forward_periods: 未来N根K线
+    :param threshold: 涨跌阈值
+    :return: Series，值为 0=观望, 1=做多, 2=做空
+    """
+    if forward_periods is None:
+        forward_periods = FC['label_forward_periods']
+    if threshold is None:
+        threshold = FC['label_threshold']
+
+    future_return = df['close'].shift(-forward_periods) / df['close'] - 1
+
+    labels = pd.Series(0, index=df.index, name='label')  # 默认观望
+    labels[future_return > threshold] = 1   # 做多
+    labels[future_return < -threshold] = 2  # 做空
+
+    # 最后 forward_periods 行无法计算标签，设为NaN
+    labels.iloc[-forward_periods:] = np.nan
+
+    dist = labels.value_counts().to_dict()
+    logger.info(f"标签分布: 观望={dist.get(0, 0)}, 做多={dist.get(1, 0)}, 做空={dist.get(2, 0)}")
+    return labels
+
+
+def prepare_dataset(period: int = None, start_date: str = None, end_date: str = None,
+                    has_volume: bool = False) -> tuple:
+    """
+    一键准备训练数据集
+    :return: (X, y, feature_names) — 已去NaN、已标准化
+    """
+    if period is None:
+        period = PRIMARY_PERIOD
+
+    # 加载主周期
+    primary_df = load_kline(period, start_date, end_date)
+    if primary_df.empty:
+        raise ValueError(f"{period}分钟 K线数据为空")
+
+    # 加载辅助周期
+    aux_dfs = {}
+    for aux_p in AUX_PERIODS:
+        try:
+            aux_df = load_kline(aux_p, start_date, end_date)
+            if not aux_df.empty:
+                aux_dfs[aux_p] = aux_df
+        except Exception as e:
+            logger.warning(f"加载 {aux_p}分钟 辅助数据失败: {e}")
+
+    # 构建特征
+    df = build_features(primary_df, aux_dfs, has_volume=has_volume)
+
+    # 生成标签
+    labels = generate_labels(df)
+    df = df.copy()
+    df['label'] = labels
+
+    # 去除NaN行
+    df.dropna(inplace=True)
+    logger.info(f"去NaN后剩余 {len(df)} 行")
+
+    # 分离 X, y
+    exclude_cols = ['open', 'high', 'low', 'close', 'timestamp', 'label']
+    if 'volume' in df.columns:
+        exclude_cols.append('volume')
+
+    # 排除价格级别特征（会泄露绝对价格信息导致过拟合）
+    price_level_patterns = [
+        'sma_', 'ema_', 'bb_upper', 'bb_mid', 'bb_lower',
+        'kc_upper', 'kc_mid', 'kc_lower', 'dc_upper', 'dc_mid', 'dc_lower',
+        'ichimoku_conv', 'ichimoku_base', 'ichimoku_a', 'ichimoku_b',
+        'kama', 'vwap', 'obv', 'adi', 'vpt', 'nvi',
+        'momentum_3', 'momentum_5',
+    ]
+    feature_cols = []
+    for c in df.columns:
+        if c in exclude_cols:
+            continue
+        base_name = c.split('_lag')[0]
+        # 去掉周期后缀
+        for suffix in ['_5m', '_60m', '_3m', '_15m', '_30m', '_1m']:
+            if base_name.endswith(suffix):
+                base_name = base_name[:-len(suffix)]
+                break
+        if any(base_name.startswith(p) or base_name == p.rstrip('_') for p in price_level_patterns):
+            continue
+        feature_cols.append(c)
+
+    logger.info(f"排除价格级别特征后剩余 {len(feature_cols)} 个特征")
+
+    X = df[feature_cols].copy()
+    y = df['label'].astype(int)
+
+    # 标准化
+    scaler = None
+    if FC['normalize']:
+        scaler = StandardScaler()
+        X = pd.DataFrame(scaler.fit_transform(X), columns=feature_cols, index=X.index)
+        logger.info("特征已标准化")
+
+    logger.info(f"最终数据集: X={X.shape}, y={y.shape}, 特征数={len(feature_cols)}")
+    return X, y, feature_cols, scaler
+
+
+def get_latest_feature_row(period: int = None, feature_cols: list = None,
+                           start_date: str = None, end_date: str = None) -> pd.DataFrame:
+    """
+    构建特征并返回最后一行的特征矩阵（用于实盘/模拟盘预测）。
+    需传入已保存的 feature_cols，保证与训练时一致。
+    :return: 1 行 DataFrame，列为 feature_cols；若缺列则返回空 DataFrame
+    """
+    if period is None:
+        period = PRIMARY_PERIOD
+    if not feature_cols:
+        return pd.DataFrame()
+
+    primary_df = load_kline(period, start_date, end_date)
+    if primary_df.empty:
+        return pd.DataFrame()
+    aux_dfs = {}
+    for aux_p in AUX_PERIODS:
+        try:
+            aux_df = load_kline(aux_p, start_date, end_date)
+            if not aux_df.empty:
+                aux_dfs[aux_p] = aux_df
+        except Exception:
+            pass
+    df = build_features(primary_df, aux_dfs, has_volume=False)
+    labels = generate_labels(df)
+    df = df.copy()
+    df['label'] = labels
+    df.dropna(inplace=True)
+    missing = [c for c in feature_cols if c not in df.columns]
+    if missing:
+        logger.warning(f"get_latest_feature_row: 缺少特征列 {missing[:5]}{'...' if len(missing) > 5 else ''}")
+        return pd.DataFrame()
+    return df[feature_cols].iloc[-1:].copy()
diff --git a/strategy/indicators.py b/strategy/indicators.py
new file mode 100644
index 0000000..3ca8521
--- /dev/null
+++ b/strategy/indicators.py
@@ -0,0 +1,278 @@
+"""
+52个技术指标计算引擎 — 基于 ta 库
+覆盖趋势、动量、波动率、成交量、自定义衍生特征五大类
+"""
+import pandas as pd
+import numpy as np
+import ta
+from .config import INDICATOR_PARAMS as P
+
+
+def compute_all_indicators(df: pd.DataFrame, has_volume: bool = False) -> pd.DataFrame:
+    """
+    计算全部52个技术指标，返回拼接后的DataFrame
+    :param df: 必须包含 open, high, low, close 列；可选 volume 列
+    :param has_volume: 是否有成交量数据
+    :return: 原始列 + 52个指标列
+    """
+    out = df.copy()
+    o, h, l, c = out['open'], out['high'], out['low'], out['close']
+    v = out['volume'] if has_volume and 'volume' in out.columns else None
+
+    # ========== 趋势类 (14) ==========
+    out = _add_trend(out, o, h, l, c)
+
+    # ========== 动量类 (12) ==========
+    out = _add_momentum(out, h, l, c, v)
+
+    # ========== 波动率类 (8) ==========
+    out = _add_volatility(out, h, l, c)
+
+    # ========== 成交量类 (8) ==========
+    if has_volume and v is not None:
+        out = _add_volume(out, h, l, c, v)
+
+    # ========== 自定义衍生特征 (10) ==========
+    out = _add_custom(out, o, h, l, c)
+
+    return out
+
+
+def _add_trend(out, o, h, l, c):
+    """趋势类指标 (14个特征)"""
+    # SMA (5个)
+    for w in P['sma_windows']:
+        out[f'sma_{w}'] = ta.trend.sma_indicator(c, window=w)
+
+    # EMA (2个)
+    for w in P['ema_windows']:
+        out[f'ema_{w}'] = ta.trend.ema_indicator(c, window=w)
+
+    # MACD (3个)
+    macd = ta.trend.MACD(c, window_slow=P['macd_slow'], window_fast=P['macd_fast'],
+                         window_sign=P['macd_signal'])
+    out['macd'] = macd.macd()
+    out['macd_signal'] = macd.macd_signal()
+    out['macd_hist'] = macd.macd_diff()
+
+    # ADX + DI (3个)
+    adx = ta.trend.ADXIndicator(h, l, c, window=P['adx_window'])
+    out['adx'] = adx.adx()
+    out['di_plus'] = adx.adx_pos()
+    out['di_minus'] = adx.adx_neg()
+
+    # Ichimoku (4个)
+    ichi = ta.trend.IchimokuIndicator(h, l,
+                                       window1=P['ichimoku_conversion'],
+                                       window2=P['ichimoku_base'],
+                                       window3=P['ichimoku_span_b'])
+    out['ichimoku_conv'] = ichi.ichimoku_conversion_line()
+    out['ichimoku_base'] = ichi.ichimoku_base_line()
+    out['ichimoku_a'] = ichi.ichimoku_a()
+    out['ichimoku_b'] = ichi.ichimoku_b()
+
+    # TRIX
+    out['trix'] = ta.trend.trix(c, window=P['trix_window'])
+
+    # Aroon (2个)
+    aroon = ta.trend.AroonIndicator(h, l, window=P['aroon_window'])
+    out['aroon_up'] = aroon.aroon_up()
+    out['aroon_down'] = aroon.aroon_down()
+
+    # CCI
+    out['cci'] = ta.trend.cci(h, l, c, window=P['cci_window'])
+
+    # DPO
+    out['dpo'] = ta.trend.dpo(c, window=P['dpo_window'])
+
+    # KST
+    kst = ta.trend.KSTIndicator(c, roc1=P['kst_roc1'], roc2=P['kst_roc2'],
+                                 roc3=P['kst_roc3'], roc4=P['kst_roc4'])
+    out['kst'] = kst.kst()
+
+    # Vortex (2个)
+    vortex = ta.trend.VortexIndicator(h, l, c, window=P['vortex_window'])
+    out['vortex_pos'] = vortex.vortex_indicator_pos()
+    out['vortex_neg'] = vortex.vortex_indicator_neg()
+
+    return out
+
+
+def _add_momentum(out, h, l, c, v):
+    """动量类指标 (12个特征)"""
+    # RSI
+    out['rsi'] = ta.momentum.rsi(c, window=P['rsi_window'])
+
+    # Stochastic %K / %D
+    stoch = ta.momentum.StochasticOscillator(h, l, c,
+                                              window=P['stoch_window'],
+                                              smooth_window=P['stoch_smooth'])
+    out['stoch_k'] = stoch.stoch()
+    out['stoch_d'] = stoch.stoch_signal()
+
+    # Williams %R
+    out['williams_r'] = ta.momentum.williams_r(h, l, c, lbp=P['williams_window'])
+
+    # ROC
+    out['roc'] = ta.momentum.roc(c, window=P['roc_window'])
+
+    # MFI（需要volume）
+    if v is not None:
+        out['mfi'] = ta.volume.money_flow_index(h, l, c, v, window=P['mfi_window'])
+
+    # TSI
+    out['tsi'] = ta.momentum.tsi(c, window_slow=P['tsi_slow'], window_fast=P['tsi_fast'])
+
+    # Ultimate Oscillator
+    out['uo'] = ta.momentum.ultimate_oscillator(h, l, c,
+                                                 window1=P['uo_short'],
+                                                 window2=P['uo_medium'],
+                                                 window3=P['uo_long'])
+
+    # Awesome Oscillator
+    out['ao'] = ta.momentum.awesome_oscillator(h, l,
+                                                window1=P['ao_short'],
+                                                window2=P['ao_long'])
+
+    # KAMA
+    out['kama'] = ta.momentum.kama(c, window=P['kama_window'])
+
+    # PPO
+    out['ppo'] = ta.momentum.ppo(c, window_slow=P['ppo_slow'], window_fast=P['ppo_fast'])
+
+    # Stochastic RSI %K / %D
+    stoch_rsi = ta.momentum.StochRSIIndicator(c,
+                                               window=P['stoch_rsi_window'],
+                                               smooth1=P['stoch_rsi_smooth'],
+                                               smooth2=P['stoch_rsi_smooth'])
+    out['stoch_rsi_k'] = stoch_rsi.stochrsi_k()
+    out['stoch_rsi_d'] = stoch_rsi.stochrsi_d()
+
+    return out
+
+
+def _add_volatility(out, h, l, c):
+    """波动率类指标 (8个特征 — 含子指标共12列)"""
+    # Bollinger Bands (5个)
+    bb = ta.volatility.BollingerBands(c, window=P['bb_window'], window_dev=P['bb_std'])
+    out['bb_upper'] = bb.bollinger_hband()
+    out['bb_mid'] = bb.bollinger_mavg()
+    out['bb_lower'] = bb.bollinger_lband()
+    out['bb_width'] = bb.bollinger_wband()
+    out['bb_pband'] = bb.bollinger_pband()
+
+    # ATR
+    out['atr'] = ta.volatility.average_true_range(h, l, c, window=P['atr_window'])
+
+    # Keltner Channel (3个)
+    kc = ta.volatility.KeltnerChannel(h, l, c, window=P['kc_window'])
+    out['kc_upper'] = kc.keltner_channel_hband()
+    out['kc_mid'] = kc.keltner_channel_mband()
+    out['kc_lower'] = kc.keltner_channel_lband()
+
+    # Donchian Channel (3个)
+    dc = ta.volatility.DonchianChannel(h, l, c, window=P['dc_window'])
+    out['dc_upper'] = dc.donchian_channel_hband()
+    out['dc_mid'] = dc.donchian_channel_mband()
+    out['dc_lower'] = dc.donchian_channel_lband()
+
+    return out
+
+
+def _add_volume(out, h, l, c, v):
+    """成交量类指标 (8个特征)"""
+    # OBV
+    out['obv'] = ta.volume.on_balance_volume(c, v)
+
+    # VWAP
+    out['vwap'] = ta.volume.volume_weighted_average_price(h, l, c, v)
+
+    # CMF
+    out['cmf'] = ta.volume.chaikin_money_flow(h, l, c, v, window=P['cmf_window'])
+
+    # ADI (Accumulation/Distribution Index)
+    out['adi'] = ta.volume.acc_dist_index(h, l, c, v)
+
+    # EMV (Ease of Movement)
+    out['emv'] = ta.volume.ease_of_movement(h, l, v, window=P['emv_window'])
+
+    # Force Index
+    out['fi'] = ta.volume.force_index(c, v, window=P['fi_window'])
+
+    # VPT (Volume Price Trend)
+    out['vpt'] = ta.volume.volume_price_trend(c, v)
+
+    # NVI (Negative Volume Index)
+    out['nvi'] = ta.volume.negative_volume_index(c, v)
+
+    return out
+
+
+def _add_custom(out, o, h, l, c):
+    """自定义衍生特征 (10个)"""
+    # 价格变化率
+    out['price_change_pct'] = c.pct_change()
+
+    # 振幅（High-Low范围 / Close）
+    out['high_low_range'] = (h - l) / c
+
+    # 实体比率（|Close-Open| / (High-Low)）
+    body = (c - o).abs()
+    hl_range = (h - l).replace(0, np.nan)
+    out['body_ratio'] = body / hl_range
+
+    # 上影线比率
+    upper_shadow = h - pd.concat([o, c], axis=1).max(axis=1)
+    out['upper_shadow'] = upper_shadow / hl_range
+
+    # 下影线比率
+    lower_shadow = pd.concat([o, c], axis=1).min(axis=1) - l
+    out['lower_shadow'] = lower_shadow / hl_range
+
+    # 波动率比率（ATR / Close 的滚动比值）
+    atr = ta.volatility.average_true_range(h, l, c, window=14)
+    out['volatility_ratio'] = atr / c
+
+    # Close / SMA20 比率
+    sma20 = ta.trend.sma_indicator(c, window=20)
+    out['close_sma20_ratio'] = c / sma20.replace(0, np.nan)
+
+    # Close / EMA12 比率
+    ema12 = ta.trend.ema_indicator(c, window=12)
+    out['close_ema12_ratio'] = c / ema12.replace(0, np.nan)
+
+    # 动量 3周期
+    out['momentum_3'] = c - c.shift(3)
+
+    # 动量 5周期
+    out['momentum_5'] = c - c.shift(5)
+
+    return out
+
+
+def get_indicator_names(has_volume: bool = False) -> list:
+    """返回所有指标列名"""
+    names = []
+    # 趋势
+    for w in P['sma_windows']:
+        names.append(f'sma_{w}')
+    for w in P['ema_windows']:
+        names.append(f'ema_{w}')
+    names += ['macd', 'macd_signal', 'macd_hist', 'adx', 'di_plus', 'di_minus']
+    names += ['ichimoku_conv', 'ichimoku_base', 'ichimoku_a', 'ichimoku_b']
+    names += ['trix', 'aroon_up', 'aroon_down', 'cci', 'dpo', 'kst', 'vortex_pos', 'vortex_neg']
+    # 动量
+    names += ['rsi', 'stoch_k', 'stoch_d', 'williams_r', 'roc', 'tsi', 'uo', 'ao', 'kama', 'ppo',
+              'stoch_rsi_k', 'stoch_rsi_d']
+    if has_volume:
+        names.append('mfi')
+    # 波动率
+    names += ['bb_upper', 'bb_mid', 'bb_lower', 'bb_width', 'bb_pband', 'atr',
+              'kc_upper', 'kc_mid', 'kc_lower', 'dc_upper', 'dc_mid', 'dc_lower']
+    # 成交量
+    if has_volume:
+        names += ['obv', 'vwap', 'cmf', 'adi', 'emv', 'fi', 'vpt', 'nvi']
+    # 自定义
+    names += ['price_change_pct', 'high_low_range', 'body_ratio', 'upper_shadow', 'lower_shadow',
+              'volatility_ratio', 'close_sma20_ratio', 'close_ema12_ratio', 'momentum_3', 'momentum_5']
+    return names
diff --git a/strategy/stat_strategy.py b/strategy/stat_strategy.py
new file mode 100644
index 0000000..05528b1
--- /dev/null
+++ b/strategy/stat_strategy.py
@@ -0,0 +1,256 @@
+"""
+方案A：统计筛选 + 规则组合策略
+1. 从52个指标中用统计方法筛选最有效的指标
+2. 用经典规则组合生成交易信号
+3. 网格搜索优化参数
+"""
+import pandas as pd
+import numpy as np
+from sklearn.ensemble import RandomForestClassifier
+from sklearn.feature_selection import mutual_info_classif
+from loguru import logger
+
+from .config import STAT_CONFIG as SC, PRIMARY_PERIOD, AUX_PERIODS
+from .feature_engine import prepare_dataset
+from .backtest import BacktestEngine, print_metrics
+
+
+class StatStrategy:
+    """统计筛选策略"""
+
+    def __init__(self):
+        self.top_features = []
+        self.feature_scores = {}
+        self.best_params = {}
+
+    def select_features(self, X: pd.DataFrame, y: pd.Series) -> list:
+        """
+        用多种统计方法筛选有效指标
+        :return: Top N 特征名列表
+        """
+        logger.info("=" * 50)
+        logger.info("开始特征筛选...")
+        scores = {}
+
+        # 1. 皮尔逊相关系数
+        logger.info("计算皮尔逊相关系数...")
+        corr_scores = X.corrwith(y).abs().fillna(0)
+        for col in X.columns:
+            scores[col] = scores.get(col, 0) + corr_scores.get(col, 0)
+
+        # 2. 互信息
+        logger.info("计算互信息...")
+        mi = mutual_info_classif(X.fillna(0), y, random_state=42)
+        mi_series = pd.Series(mi, index=X.columns)
+        mi_norm = mi_series / mi_series.max() if mi_series.max() > 0 else mi_series
+        for col in X.columns:
+            scores[col] = scores.get(col, 0) + mi_norm.get(col, 0)
+
+        # 3. 随机森林特征重要性
+        logger.info("训练随机森林评估特征重要性...")
+        rf = RandomForestClassifier(n_estimators=200, max_depth=8, random_state=42, n_jobs=-1)
+        rf.fit(X.fillna(0), y)
+        rf_imp = pd.Series(rf.feature_importances_, index=X.columns)
+        rf_norm = rf_imp / rf_imp.max() if rf_imp.max() > 0 else rf_imp
+        for col in X.columns:
+            scores[col] = scores.get(col, 0) + rf_norm.get(col, 0)
+
+        # 综合排名
+        score_series = pd.Series(scores).sort_values(ascending=False)
+        self.feature_scores = score_series.to_dict()
+
+        # 去除高相关特征
+        top_candidates = score_series.head(SC['top_n_features'] * 2).index.tolist()
+        selected = self._remove_correlated(X[top_candidates], SC['correlation_threshold'])
+        self.top_features = selected[:SC['top_n_features']]
+
+        logger.info(f"筛选出 Top {len(self.top_features)} 特征:")
+        for i, feat in enumerate(self.top_features):
+            logger.info(f"  {i+1}. {feat} (综合得分: {score_series[feat]:.4f})")
+
+        return self.top_features
+
+    def _remove_correlated(self, X: pd.DataFrame, threshold: float) -> list:
+        """去除高度相关的冗余特征"""
+        corr_matrix = X.corr().abs()
+        selected = list(X.columns)
+        to_remove = set()
+
+        for i in range(len(selected)):
+            if selected[i] in to_remove:
+                continue
+            for j in range(i + 1, len(selected)):
+                if selected[j] in to_remove:
+                    continue
+                if corr_matrix.loc[selected[i], selected[j]] > threshold:
+                    to_remove.add(selected[j])
+
+        result = [c for c in selected if c not in to_remove]
+        if to_remove:
+            logger.info(f"移除 {len(to_remove)} 个高相关冗余特征")
+        return result
+
+    def generate_signals(self, df: pd.DataFrame) -> pd.Series:
+        """
+        基于筛选出的指标，用规则组合生成交易信号
+        :param df: 包含指标列的 DataFrame（原始值，非标准化）
+        :return: 信号 Series (0=观望, 1=做多, 2=做空)
+        """
+        signals = pd.Series(0, index=df.index)
+        long_score = pd.Series(0.0, index=df.index)
+        short_score = pd.Series(0.0, index=df.index)
+        matched = 0
+
+        for feat in self.top_features:
+            if feat not in df.columns:
+                continue
+
+            col = df[feat]
+            base = feat.split('_lag')[0]  # 去掉 _lagN 后缀
+            # 去掉辅助周期后缀 _5m / _60m
+            for suffix in ['_5m', '_60m', '_3m', '_15m', '_30m', '_1m']:
+                if base.endswith(suffix):
+                    base = base[:-len(suffix)]
+                    break
+
+            if 'rsi' in base:
+                long_score += (col < 35).astype(float)
+                short_score += (col > 65).astype(float)
+                matched += 1
+            elif base == 'macd_hist':
+                long_score += (col > 0).astype(float)
+                short_score += (col < 0).astype(float)
+                matched += 1
+            elif base == 'macd':
+                long_score += (col > 0).astype(float)
+                short_score += (col < 0).astype(float)
+                matched += 1
+            elif 'bb_pband' in base:
+                long_score += (col < 0.2).astype(float)
+                short_score += (col > 0.8).astype(float)
+                matched += 1
+            elif 'adx' in base:
+                long_score += (col > 25).astype(float)
+                short_score += (col > 25).astype(float)
+                matched += 1
+            elif 'cci' in base:
+                long_score += (col < -100).astype(float)
+                short_score += (col > 100).astype(float)
+                matched += 1
+            elif 'stoch_k' in base or 'stoch_rsi_k' in base:
+                long_score += (col < 25).astype(float)
+                short_score += (col > 75).astype(float)
+                matched += 1
+            elif 'williams_r' in base:
+                long_score += (col < -80).astype(float)
+                short_score += (col > -20).astype(float)
+                matched += 1
+            elif 'ao' in base or 'tsi' in base or 'roc' in base or 'ppo' in base:
+                long_score += (col > 0).astype(float)
+                short_score += (col < 0).astype(float)
+                matched += 1
+            elif 'atr' in base or 'volatility_ratio' in base:
+                # 波动率类：高波动时趋势更强，用均值分界
+                median = col.rolling(200, min_periods=50).median()
+                long_score += (col > median).astype(float) * 0.5
+                short_score += (col > median).astype(float) * 0.5
+                matched += 1
+            elif 'high_low_range' in base or 'body_ratio' in base:
+                median = col.rolling(200, min_periods=50).median()
+                long_score += (col > median).astype(float) * 0.3
+                short_score += (col > median).astype(float) * 0.3
+                matched += 1
+            elif 'bb_width' in base:
+                # 布林带宽度收窄后扩张 = 突破信号，结合价格方向
+                median = col.rolling(200, min_periods=50).median()
+                expanding = col > col.shift(1)  # 宽度在扩张
+                was_narrow = col.shift(1) < median  # 之前是收窄的
+                breakout = expanding & was_narrow
+                if 'close' in df.columns:
+                    price_up = df['close'] > df['close'].shift(1)
+                    long_score += (breakout & price_up).astype(float)
+                    short_score += (breakout & ~price_up).astype(float)
+                else:
+                    long_score += breakout.astype(float) * 0.5
+                    short_score += breakout.astype(float) * 0.5
+                matched += 1
+            elif 'close_sma20_ratio' in base or 'close_ema12_ratio' in base:
+                # 价格在均线上方=多头，下方=空头
+                long_score += (col > 1.0).astype(float)
+                short_score += (col < 1.0).astype(float)
+                matched += 1
+            elif 'ichimoku' in base:
+                if 'close' in df.columns:
+                    long_score += (df['close'] > col).astype(float)
+                    short_score += (df['close'] < col).astype(float)
+                    matched += 1
+            elif 'momentum' in base or 'price_change' in base:
+                long_score += (col > 0).astype(float)
+                short_score += (col < 0).astype(float)
+                matched += 1
+
+        logger.info(f"规则匹配: {matched}/{len(self.top_features)} 个特征有对应规则")
+
+        # 阈值：至少50%的匹配特征同时确认（更严格）
+        threshold = max(3, matched * 0.5)
+        logger.info(f"信号阈值: {threshold:.1f} (需要至少这么多指标同时确认)")
+        signals[long_score >= threshold] = 1
+        signals[short_score >= threshold] = 2
+        # 多空同时满足时取更强的
+        both = (long_score >= threshold) & (short_score >= threshold)
+        signals[both & (long_score > short_score)] = 1
+        signals[both & (short_score > long_score)] = 2
+        signals[both & (long_score == short_score)] = 0
+
+        dist = signals.value_counts().to_dict()
+        logger.info(f"规则信号分布: 观望={dist.get(0, 0)}, 做多={dist.get(1, 0)}, 做空={dist.get(2, 0)}")
+        return signals
+
+    def run(self, period: int = None, start_date: str = None, end_date: str = None) -> dict:
+        """
+        完整运行方案A
+        :return: 回测结果
+        """
+        if period is None:
+            period = PRIMARY_PERIOD
+
+        logger.info("=" * 60)
+        logger.info("方案A：统计筛选 + 规则组合策略")
+        logger.info("=" * 60)
+
+        # 1. 准备数据（标准化版本，用于特征筛选）
+        X, y, feature_names, _ = prepare_dataset(period, start_date, end_date)
+
+        # 2. 筛选特征
+        self.select_features(X, y)
+
+        # 3. 构建完整特征矩阵（原始值，非标准化，用于规则判断）
+        from .data_loader import load_kline, load_multi_period
+        from .feature_engine import build_features
+        primary_df = load_kline(period, start_date, end_date)
+        aux_dfs = {}
+        for aux_p in AUX_PERIODS:
+            try:
+                aux_df = load_kline(aux_p, start_date, end_date)
+                if not aux_df.empty:
+                    aux_dfs[aux_p] = aux_df
+            except Exception:
+                pass
+        df = build_features(primary_df, aux_dfs)
+        df.dropna(inplace=True)
+
+        # 4. 生成信号
+        signals = self.generate_signals(df)
+
+        # 5. 回测
+        engine = BacktestEngine()
+        result = engine.run(df['close'], signals)
+
+        print_metrics(result['metrics'], "方案A: 统计筛选策略")
+        return result
+
+
+def run_stat_strategy(period: int = None, start_date: str = None, end_date: str = None) -> dict:
+    """方案A快捷入口"""
+    strategy = StatStrategy()
+    return strategy.run(period, start_date, end_date)
diff --git a/test.py b/test.py
new file mode 100644
index 0000000..842179d
--- /dev/null
+++ b/test.py
@@ -0,0 +1,2 @@
+from strategy.compare import run_full_comparison
+results = run_full_comparison(period=15)
\ No newline at end of file
diff --git a/四分之一，五分钟，反手条件充足.py b/四分之一，五分钟，反手条件充足.py
new file mode 100644
index 0000000..66c5888
--- /dev/null
+++ b/四分之一，五分钟，反手条件充足.py
@@ -0,0 +1,694 @@
+import sys
+import time
+from pathlib import Path
+
+from tqdm import tqdm
+from loguru import logger
+from bit_tools import openBrowser
+from DrissionPage import ChromiumPage
+from DrissionPage import ChromiumOptions
+
+from bitmart.api_contract import APIContract
+
+# 方案B：从 strategy 模块获取实盘信号（需先运行 AI 策略训练保存模型，并保持 models/database.db 有最新 15m/5m/1h K 线，例如运行 抓取多周期K线.py）
+sys.path.insert(0, str(Path(__file__).resolve().parent))
+from strategy.ai_strategy import get_live_signal
+
+
+class BitmartFuturesTransaction:
+    def __init__(self, bit_id):
+
+        self.page: ChromiumPage | None = None
+
+        self.api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
+        self.secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
+        self.memo = "合约交易"
+
+        self.contract_symbol = "ETHUSDT"
+
+        self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
+
+        self.start = 0  # 持仓状态: -1 空, 0 无, 1 多
+
+        self.pbar = tqdm(total=30, desc="等待K线", ncols=80)  # 可选：用于长时间等待时展示进度
+
+        self.last_kline_time = None  # 上一次出信号的 15 分钟 K 线 id（方案B 每根 15m 只出一次信号）
+
+        # 反手频率控制
+        self.reverse_cooldown_seconds = 1.5 * 60  # 反手冷却时间（秒）
+        self.reverse_min_move_pct = 0.05  # 反手最小价差过滤（百分比）
+        self.last_reverse_time = None  # 上次反手时间
+
+        # 开仓频率控制
+        self.open_cooldown_seconds = 60  # 开仓冷却时间（秒），两次开仓至少间隔此时长
+        self.last_open_time = None  # 上次开仓时间
+        self.last_open_kline_id = None  # 上次开仓所在 K 线 id，同一根 K 线只允许开仓一次
+
+        self.leverage = "100"  # 高杠杆（全仓模式下可开更大仓位）
+        self.open_type = "cross"  # 全仓模式
+        self.risk_percent = 0  # 未使用；若启用则可为每次开仓占可用余额的百分比
+        self.take_profit_usd = 5  # 仓位盈利达到此金额（美元）时平仓止盈
+        self.stop_loss_usd = -3  # 固定止损：亏损达到 3 美元平仓
+        self.trailing_activation_usd = 2  # 盈利达到此金额后启动移动止损
+        self.trailing_distance_usd = 1.5  # 从最高盈利回撤此金额则平仓
+        self.max_unrealized_pnl_seen = None  # 持仓期间见过的最大盈利（用于移动止损）
+
+        self.open_avg_price = None  # 开仓价格
+        self.current_amount = None  # 持仓量
+
+        self.bit_id = bit_id
+        self.default_order_size = 25  # 开仓/反手张数，统一在此修改
+
+        # 策略相关变量
+        self.prev_kline = None  # 上一根K线
+        self.current_kline = None  # 当前K线
+        self.prev_entity = None  # 上一根K线实体大小
+        self.current_open = None  # 当前K线开盘价
+
+    def get_klines(self):
+        """获取最近2根K线（当前K线和上一根K线）"""
+        try:
+            end_time = int(time.time())
+            # 获取足够多的条目确保有最新的K线
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=5,  # 5分钟
+                start_time=end_time - 3600 * 3,  # 取最近3小时
+                end_time=end_time
+            )[0]["data"]
+
+            # 每根: [timestamp, open, high, low, close, volume]
+            formatted = []
+            for k in response:
+                formatted.append({
+                    'id': int(k["timestamp"]),
+                    'open': float(k["open_price"]),
+                    'high': float(k["high_price"]),
+                    'low': float(k["low_price"]),
+                    'close': float(k["close_price"])
+                })
+            formatted.sort(key=lambda x: x['id'])
+
+            # 返回最近2根K线：倒数第二根（上一根）和最后一根（当前）
+            if len(formatted) >= 2:
+                return formatted[-2], formatted[-1]
+            return None, None
+        except Exception as e:
+            logger.error(f"获取K线异常: {e}")
+            self.ding(text="获取K线异常", error=True)
+            return None, None
+
+    def get_current_price(self):
+        """获取当前最新价格"""
+        try:
+            end_time = int(time.time())
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=1,  # 1分钟
+                start_time=end_time - 3600 * 1,  # 取最近1小时
+                end_time=end_time
+            )[0]
+            if response['code'] == 1000:
+                return float(response['data'][-1]["close_price"])
+            return None
+        except Exception as e:
+            logger.error(f"获取价格异常: {e}")
+            return None
+
+    def get_available_balance(self):
+        """获取合约账户可用USDT余额"""
+        try:
+            response = self.contractAPI.get_assets_detail()[0]
+            if response['code'] == 1000:
+                data = response['data']
+                if isinstance(data, dict):
+                    return float(data.get('available_balance', 0))
+                elif isinstance(data, list):
+                    for asset in data:
+                        if asset.get('currency') == 'USDT':
+                            return float(asset.get('available_balance', 0))
+            return None
+        except Exception as e:
+            logger.error(f"余额查询异常: {e}")
+            return None
+
+    def get_position_status(self):
+        """获取当前持仓方向"""
+        try:
+            response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
+            if response['code'] == 1000:
+                positions = response['data']
+                if not positions:
+                    self.start = 0
+                    self.open_avg_price = None
+                    self.current_amount = None
+                    self.unrealized_pnl = None
+                    return True
+                pos = positions[0]
+                self.start = 1 if pos['position_type'] == 1 else -1
+                self.open_avg_price = float(pos['open_avg_price'])
+                self.current_amount = float(pos['current_amount'])
+                self.position_cross = pos["position_cross"]
+                # 直接从API获取未实现盈亏（Bitmart返回的是 unrealized_value 字段）
+                self.unrealized_pnl = float(pos.get('unrealized_value', 0))
+                logger.debug(f"持仓详情: 方向={self.start}, 开仓均价={self.open_avg_price}, "
+                             f"持仓量={self.current_amount}, 未实现盈亏={self.unrealized_pnl:.2f}")
+                return True
+            else:
+                return False
+        except Exception as e:
+            logger.error(f"持仓查询异常: {e}")
+            return False
+
+    def get_unrealized_pnl_usd(self):
+        """
+        获取当前持仓未实现盈亏（美元），直接使用API返回值
+        """
+        if self.start == 0 or self.unrealized_pnl is None:
+            return None
+        return self.unrealized_pnl
+
+    def set_leverage(self):
+        """程序启动时设置全仓 + 高杠杆"""
+        try:
+            response = self.contractAPI.post_submit_leverage(
+                contract_symbol=self.contract_symbol,
+                leverage=self.leverage,
+                open_type=self.open_type
+            )[0]
+            if response['code'] == 1000:
+                logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
+                return True
+            else:
+                logger.error(f"杠杆设置失败: {response}")
+                return False
+        except Exception as e:
+            logger.error(f"设置杠杆异常: {e}")
+            return False
+
+    def openBrowser(self):
+        """打开 TGE 对应浏览器实例"""
+        try:
+            bit_port = openBrowser(id=self.bit_id)
+            co = ChromiumOptions()
+            co.set_local_port(port=bit_port)
+            self.page = ChromiumPage(addr_or_opts=co)
+            return True
+        except:
+            return False
+
+    def click_safe(self, xpath, sleep=0.5):
+        """安全点击"""
+        try:
+            ele = self.page.ele(xpath)
+            if not ele:
+                return False
+            # ele.scroll.to_see(center=True)
+            # time.sleep(sleep)
+            ele.click(by_js=True)
+            return True
+        except:
+            return False
+
+    def 平仓(self):
+        """平仓操作"""
+        self.click_safe('x://span[normalize-space(text()) ="市价"]')
+
+    def 开单(self, marketPriceLongOrder=0, limitPriceShortOrder=0, size=None, price=None):
+        """
+        marketPriceLongOrder  市价做多或者做空，1是做多，-1是做空
+        limitPriceShortOrder  限价做多或者做空
+        """
+        if marketPriceLongOrder == -1:
+            # self.click_safe('x://button[normalize-space(text()) ="市价"]')
+            # self.page.ele('x://*[@id="size_0"]').input(vals=size, clear=True)
+            self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
+        elif marketPriceLongOrder == 1:
+            # self.click_safe('x://button[normalize-space(text()) ="市价"]')
+            # self.page.ele('x://*[@id="size_0"]').input(vals=size, clear=True)
+            self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
+
+        if limitPriceShortOrder == -1:
+            self.click_safe('x://button[normalize-space(text()) ="限价"]')
+            self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
+            time.sleep(1)
+            self.page.ele('x://*[@id="size_0"]').input(1)
+            self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
+        elif limitPriceShortOrder == 1:
+            self.click_safe('x://button[normalize-space(text()) ="限价"]')
+            self.page.ele('x://*[@id="price_0"]').input(vals=price, clear=True)
+            time.sleep(1)
+            self.page.ele('x://*[@id="size_0"]').input(1)
+            self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
+
+    def ding(self, text, error=False):
+        """日志通知"""
+        if error:
+            logger.error(text)
+        else:
+            logger.info(text)
+
+    def calculate_entity(self, kline):
+        """计算K线实体大小（绝对值）"""
+        return abs(kline['close'] - kline['open'])
+
+    def calculate_upper_shadow(self, kline):
+        """计算上阴线（上影线）涨幅百分比"""
+        # 上阴线 = (最高价 - max(开盘价, 收盘价)) / max(开盘价, 收盘价)
+        body_top = max(kline['open'], kline['close'])
+        if body_top == 0:
+            return 0
+        return (kline['high'] - body_top) / body_top * 100
+
+    def calculate_lower_shadow(self, kline):
+        """计算下阴线（下影线）跌幅百分比"""
+        # 下阴线 = (min(开盘价, 收盘价) - 最低价) / min(开盘价, 收盘价)
+        body_bottom = min(kline['open'], kline['close'])
+        if body_bottom == 0:
+            return 0
+        return (body_bottom - kline['low']) / body_bottom * 100
+
+    def get_entity_edge(self, kline):
+        """获取K线实体边（收盘价或开盘价，取决于是阳线还是阴线）"""
+        # 阳线（收盘>开盘）：实体上边=收盘价，实体下边=开盘价
+        # 阴线（收盘<开盘）：实体上边=开盘价，实体下边=收盘价
+        return {
+            'upper': max(kline['open'], kline['close']),  # 实体上边
+            'lower': min(kline['open'], kline['close'])  # 实体下边
+        }
+
+    def check_signal(self, current_price, prev_kline, current_kline):
+        """
+        检查交易信号
+        返回: ('long', trigger_price) / ('short', trigger_price) / None
+        """
+        # 计算上一根K线实体
+        prev_entity = self.calculate_entity(prev_kline)
+
+        # 实体过小不交易（实体 < 0.1）
+        if prev_entity < 0.1:
+            logger.info(f"上一根K线实体过小: {prev_entity:.4f}，跳过信号检测")
+            return None
+
+        # 获取上一根K线的实体上下边
+        prev_entity_edge = self.get_entity_edge(prev_kline)
+        prev_entity_upper = prev_entity_edge['upper']  # 实体上边
+        prev_entity_lower = prev_entity_edge['lower']  # 实体下边
+
+        # 优化：以下两种情况以当前这根的开盘价作为计算基准
+        # 1) 上一根阳线 且 当前开盘价 > 上一根收盘价（跳空高开）
+        # 2) 上一根阴线 且 当前开盘价 < 上一根收盘价（跳空低开）
+        prev_is_bullish_for_calc = prev_kline['close'] > prev_kline['open']
+        prev_is_bearish_for_calc = prev_kline['close'] < prev_kline['open']
+        current_open_above_prev_close = current_kline['open'] > prev_kline['close']
+        current_open_below_prev_close = current_kline['open'] < prev_kline['close']
+        use_current_open_as_base = (prev_is_bullish_for_calc and current_open_above_prev_close) or (prev_is_bearish_for_calc and current_open_below_prev_close)
+
+        if use_current_open_as_base:
+            # 以当前K线开盘价为基准计算（跳空时用当前开盘价参与计算）
+            calc_lower = current_kline['open']
+            calc_upper = current_kline['open']  # 同一基准，上下四分之一对称
+            long_trigger = calc_lower + prev_entity / 4
+            short_trigger = calc_upper - prev_entity / 4
+            long_breakout = calc_upper + prev_entity / 4
+            short_breakout = calc_lower - prev_entity / 4
+        else:
+            # 原有计算方式
+            long_trigger = prev_entity_lower + prev_entity / 4  # 做多触发价 = 实体下边 + 实体/4（下四分之一处）
+            short_trigger = prev_entity_upper - prev_entity / 4  # 做空触发价 = 实体上边 - 实体/4（上四分之一处）
+            long_breakout = prev_entity_upper + prev_entity / 4  # 做多突破价 = 实体上边 + 实体/4
+            short_breakout = prev_entity_lower - prev_entity / 4  # 做空突破价 = 实体下边 - 实体/4
+
+        # 上一根阴线 + 当前阳线：做多形态，不按上一根K线上三分之一做空
+        prev_is_bearish = prev_kline['close'] < prev_kline['open']
+        current_is_bullish = current_kline['close'] > current_kline['open']
+        skip_short_by_upper_third = prev_is_bearish and current_is_bullish
+        # 上一根阳线 + 当前阴线：做空形态，不按上一根K线下三分之一做多
+        prev_is_bullish = prev_kline['close'] > prev_kline['open']
+        current_is_bearish = current_kline['close'] < current_kline['open']
+        skip_long_by_lower_third = prev_is_bullish and current_is_bearish
+
+        if use_current_open_as_base:
+            if prev_is_bullish_for_calc and current_open_above_prev_close:
+                logger.info(f"上一根阳线且当前开盘价({current_kline['open']:.2f})>上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
+            else:
+                logger.info(f"上一根阴线且当前开盘价({current_kline['open']:.2f})<上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
+        logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}")
+        logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}")
+        logger.info(f"做多触发价(下1/4): {long_trigger:.2f}, 做空触发价(上1/4): {short_trigger:.2f}")
+        logger.info(f"突破做多价(上1/4外): {long_breakout:.2f}, 突破做空价(下1/4外): {short_breakout:.2f}")
+        if skip_short_by_upper_third:
+            logger.info("上一根阴线+当前阳线(做多形态)，不按上四分之一做空")
+        if skip_long_by_lower_third:
+            logger.info("上一根阳线+当前阴线(做空形态)，不按下四分之一做多")
+
+        # 无持仓时检查开仓信号
+        if self.start == 0:
+            if current_price >= long_breakout and not skip_long_by_lower_third:
+                logger.info(f"触发做多信号！价格 {current_price:.2f} >= 突破价(上1/4外) {long_breakout:.2f}")
+                return ('long', long_breakout)
+            elif current_price <= short_breakout and not skip_short_by_upper_third:
+                logger.info(f"触发做空信号！价格 {current_price:.2f} <= 突破价(下1/4外) {short_breakout:.2f}")
+                return ('short', short_breakout)
+
+        # 持仓时检查反手信号
+        elif self.start == 1:  # 持多仓
+            # 反手条件1: 价格跌到上一根K线的上三分之一处（做空触发价）；上一根阴线+当前阳线做多时跳过
+            if current_price <= short_trigger and not skip_short_by_upper_third:
+                logger.info(f"持多反手做空！价格 {current_price:.2f} <= 触发价(上1/4) {short_trigger:.2f}")
+                return ('reverse_short', short_trigger)
+
+            # 反手条件2: 上一根K线上阴线涨幅>0.01%，当前跌到上一根实体下边
+            upper_shadow_pct = self.calculate_upper_shadow(prev_kline)
+            if upper_shadow_pct > 0.01 and current_price <= prev_entity_lower:
+                logger.info(f"持多反手做空！上阴线涨幅 {upper_shadow_pct:.4f}% > 0.01%，"
+                            f"价格 {current_price:.2f} <= 实体下边 {prev_entity_lower:.2f}")
+                return ('reverse_short', prev_entity_lower)
+
+        elif self.start == -1:  # 持空仓
+            # 反手条件1: 价格涨到上一根K线的下三分之一处（做多触发价）；上一根阳线+当前阴线做空时跳过
+            if current_price >= long_trigger and not skip_long_by_lower_third:
+                logger.info(f"持空反手做多！价格 {current_price:.2f} >= 触发价(下1/4) {long_trigger:.2f}")
+                return ('reverse_long', long_trigger)
+
+            # 反手条件2: 上一根K线下阴线跌幅>0.01%，当前涨到上一根实体上边
+            lower_shadow_pct = self.calculate_lower_shadow(prev_kline)
+            if lower_shadow_pct > 0.01 and current_price >= prev_entity_upper:
+                logger.info(f"持空反手做多！下阴线跌幅 {lower_shadow_pct:.4f}% > 0.01%，"
+                            f"价格 {current_price:.2f} >= 实体上边 {prev_entity_upper:.2f}")
+                return ('reverse_long', prev_entity_upper)
+
+        return None
+
+    def can_open(self, current_kline_id):
+        """开仓前过滤：同一根 K 线只开一次 + 开仓冷却时间。仅用于 long/short 新开仓。"""
+        now = time.time()
+        if self.last_open_kline_id is not None and self.last_open_kline_id == current_kline_id:
+            logger.info(f"开仓频率控制：本 K 线({current_kline_id})已开过仓，跳过")
+            return False
+        if self.last_open_time is not None and now - self.last_open_time < self.open_cooldown_seconds:
+            remain = self.open_cooldown_seconds - (now - self.last_open_time)
+            logger.info(f"开仓冷却中，剩余 {remain:.0f} 秒")
+            return False
+        return True
+
+    def can_reverse(self, current_price, trigger_price):
+        """反手前过滤：冷却时间 + 最小价差"""
+        now = time.time()
+        if self.last_reverse_time and now - self.last_reverse_time < self.reverse_cooldown_seconds:
+            remain = self.reverse_cooldown_seconds - (now - self.last_reverse_time)
+            logger.info(f"反手冷却中，剩余 {remain:.0f} 秒")
+            return False
+
+        if trigger_price and trigger_price > 0:
+            move_pct = abs(current_price - trigger_price) / trigger_price * 100
+            if move_pct < self.reverse_min_move_pct:
+                logger.info(f"反手价差不足: {move_pct:.4f}% < {self.reverse_min_move_pct}%")
+                return False
+
+        return True
+
+    def verify_no_position(self, max_retries=5, retry_interval=3):
+        """
+        验证当前无持仓
+        返回: True 表示无持仓可以开仓，False 表示有持仓不能开仓
+        """
+        for i in range(max_retries):
+            if self.get_position_status():
+                if self.start == 0:
+                    logger.info(f"确认无持仓，可以开仓")
+                    return True
+                else:
+                    logger.warning(
+                        f"仍有持仓 (方向: {self.start})，等待 {retry_interval} 秒后重试 ({i + 1}/{max_retries})")
+                    time.sleep(retry_interval)
+            else:
+                logger.warning(f"查询持仓状态失败，等待 {retry_interval} 秒后重试 ({i + 1}/{max_retries})")
+                time.sleep(retry_interval)
+
+        logger.error(f"经过 {max_retries} 次重试仍有持仓或查询失败，放弃开仓")
+        return False
+
+    def verify_position_direction(self, expected_direction):
+        """
+        验证当前持仓方向是否与预期一致
+        expected_direction: 1 多仓, -1 空仓
+        返回: True 表示持仓方向正确，False 表示不正确
+        """
+        if self.get_position_status():
+            if self.start == expected_direction:
+                logger.info(f"持仓方向验证成功: {self.start}")
+                return True
+            else:
+                logger.warning(f"持仓方向不符: 期望 {expected_direction}, 实际 {self.start}")
+                return False
+        else:
+            logger.error("查询持仓状态失败")
+            return False
+
+    def execute_trade(self, signal, size=None):
+        """执行交易。size 不传或为 None 时使用 default_order_size。"""
+        signal_type, trigger_price = signal
+        size = self.default_order_size if size is None else size
+
+        if signal_type == 'long':
+            # 开多前先确认无持仓
+            logger.info(f"准备开多，触发价: {trigger_price:.2f}")
+            if not self.get_position_status():
+                logger.error("开仓前查询持仓状态失败，放弃开仓")
+                return False
+            if self.start != 0:
+                logger.warning(f"开多前发现已有持仓 (方向: {self.start})，放弃开仓避免双向持仓")
+                return False
+
+            logger.info(f"确认无持仓，执行开多")
+            self.开单(marketPriceLongOrder=1, size=size)
+            time.sleep(3)  # 等待订单执行
+
+            # 验证开仓是否成功
+            if self.verify_position_direction(1):
+                self.max_unrealized_pnl_seen = None  # 新仓位重置移动止损记录
+                self.last_open_time = time.time()
+                self.last_open_kline_id = getattr(self, "_current_kline_id_for_open", None)
+                logger.success("开多成功")
+                return True
+            else:
+                logger.error("开多后持仓验证失败")
+                return False
+
+        elif signal_type == 'short':
+            # 开空前先确认无持仓
+            logger.info(f"准备开空，触发价: {trigger_price:.2f}")
+            if not self.get_position_status():
+                logger.error("开仓前查询持仓状态失败，放弃开仓")
+                return False
+            if self.start != 0:
+                logger.warning(f"开空前发现已有持仓 (方向: {self.start})，放弃开仓避免双向持仓")
+                return False
+
+            logger.info(f"确认无持仓，执行开空")
+            self.开单(marketPriceLongOrder=-1, size=size)
+            time.sleep(3)  # 等待订单执行
+
+            # 验证开仓是否成功
+            if self.verify_position_direction(-1):
+                self.max_unrealized_pnl_seen = None  # 新仓位重置移动止损记录
+                self.last_open_time = time.time()
+                self.last_open_kline_id = getattr(self, "_current_kline_id_for_open", None)
+                logger.success("开空成功")
+                return True
+            else:
+                logger.error("开空后持仓验证失败")
+                return False
+
+        elif signal_type == 'reverse_long':
+            # 平空 + 开多（反手做多）：先平仓，确认无仓后再开多，避免双向持仓
+            logger.info(f"执行反手做多，触发价: {trigger_price:.2f}")
+            self.平仓()
+            time.sleep(1)  # 给交易所处理平仓的时间
+            # 轮询确认已无持仓再开多（最多等约 10 秒）
+            for _ in range(10):
+                if self.get_position_status() and self.start == 0:
+                    break
+                time.sleep(1)
+            if self.start != 0:
+                logger.warning("反手做多：平仓后仍有持仓，放弃本次开多")
+                return False
+            logger.info("已确认无持仓，执行开多")
+            self.开单(marketPriceLongOrder=1, size=size)
+            time.sleep(3)
+
+            if self.verify_position_direction(1):
+                self.max_unrealized_pnl_seen = None
+                logger.success("反手做多成功")
+                self.last_reverse_time = time.time()
+                time.sleep(20)
+                return True
+            else:
+                logger.error("反手做多后持仓验证失败")
+                return False
+
+        elif signal_type == 'reverse_short':
+            # 平多 + 开空（反手做空）：先平仓，确认无仓后再开空
+            logger.info(f"执行反手做空，触发价: {trigger_price:.2f}")
+            self.平仓()
+            time.sleep(1)
+            for _ in range(10):
+                if self.get_position_status() and self.start == 0:
+                    break
+                time.sleep(1)
+            if self.start != 0:
+                logger.warning("反手做空：平仓后仍有持仓，放弃本次开空")
+                return False
+            logger.info("已确认无持仓，执行开空")
+            self.开单(marketPriceLongOrder=-1, size=size)
+            time.sleep(3)
+
+            if self.verify_position_direction(-1):
+                self.max_unrealized_pnl_seen = None
+                logger.success("反手做空成功")
+                self.last_reverse_time = time.time()
+                time.sleep(20)
+                return True
+            else:
+                logger.error("反手做空后持仓验证失败")
+                return False
+
+        return False
+
+    def action(self):
+        """主循环"""
+
+        logger.info("开始运行方案B（AI 策略）交易...")
+
+        # 启动时设置全仓高杠杆
+        if not self.set_leverage():
+            logger.error("杠杆设置失败，程序继续运行但可能下单失败")
+            return
+
+        page_start = True
+
+        while True:
+
+            if page_start:
+                # 打开浏览器
+                for i in range(5):
+                    if self.openBrowser():
+                        logger.info("浏览器打开成功")
+                        break
+                else:
+                    self.ding("打开浏览器失败！", error=True)
+                    return
+
+                # 进入交易页面
+                self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+                self.click_safe('x://button[normalize-space(text()) ="市价"]')
+
+                self.page.ele('x://*[@id="size_0"]').input(vals=25, clear=True)
+
+                page_start = False
+
+            try:
+                # 1. 获取当前价格
+                current_price = self.get_current_price()
+                if not current_price:
+                    logger.warning("获取价格失败，等待重试...")
+                    time.sleep(2)
+                    continue
+
+                # 2. 每次循环都通过SDK获取真实持仓状态（避免状态不同步导致双向持仓）
+                if not self.get_position_status():
+                    logger.warning("获取持仓状态失败，等待重试...")
+                    time.sleep(2)
+                    continue
+
+                logger.debug(f"当前持仓状态: {self.start} (0=无, 1=多, -1=空)")
+
+                # 3. 止损/止盈/移动止损
+                if self.start != 0:
+                    pnl_usd = self.get_unrealized_pnl_usd()
+                    if pnl_usd is not None:
+                        # 固定止损：亏损达到 3 美元平仓
+                        if pnl_usd <= self.stop_loss_usd:
+                            logger.info(f"仓位亏损 {pnl_usd:.2f} 美元 <= 止损 {self.stop_loss_usd} 美元，执行止损平仓")
+                            self.平仓()
+                            self.max_unrealized_pnl_seen = None
+                            time.sleep(3)
+                            continue
+                        # 更新持仓期间最大盈利（用于移动止损）
+                        if self.max_unrealized_pnl_seen is None:
+                            self.max_unrealized_pnl_seen = pnl_usd
+                        else:
+                            self.max_unrealized_pnl_seen = max(self.max_unrealized_pnl_seen, pnl_usd)
+                        # 移动止损：盈利曾达到 activation 后，从最高盈利回撤 trailing_distance 则平仓
+                        if self.max_unrealized_pnl_seen >= self.trailing_activation_usd:
+                            if pnl_usd < self.max_unrealized_pnl_seen - self.trailing_distance_usd:
+                                logger.info(f"移动止损：当前盈利 {pnl_usd:.2f} 从最高 {self.max_unrealized_pnl_seen:.2f} 回撤 >= {self.trailing_distance_usd} 美元，平仓")
+                                self.平仓()
+                                self.max_unrealized_pnl_seen = None
+                                time.sleep(3)
+                                continue
+                        # 止盈：盈利达到 take_profit_usd 平仓
+                        if pnl_usd >= self.take_profit_usd:
+                            logger.info(f"仓位盈利 {pnl_usd:.2f} 美元 >= {self.take_profit_usd} 美元，执行止盈平仓")
+                            self.平仓()
+                            self.max_unrealized_pnl_seen = None
+                            time.sleep(3)
+                            continue
+
+                # 4. 方案B：仅在新的 15 分钟 K 线时取一次信号（0=观望, 1=做多, 2=做空）
+                current_15m_id = int(time.time() // 900) * 900  # 15 分钟 bar 起始时间戳
+                signal = None
+                if current_15m_id != self.last_kline_time:
+                    self.last_kline_time = current_15m_id
+                    logger.info(f"进入新 15m K 线: {current_15m_id}")
+                    raw = get_live_signal(period=15)
+                    if raw == 1:
+                        if self.start == 0:
+                            signal = ('long', current_price)
+                        elif self.start == -1:
+                            signal = ('reverse_long', current_price)
+                    elif raw == 2:
+                        if self.start == 0:
+                            signal = ('short', current_price)
+                        elif self.start == 1:
+                            signal = ('reverse_short', current_price)
+
+                # 5. 反手过滤：冷却时间 + 最小价差
+                if signal and signal[0].startswith('reverse_'):
+                    if not self.can_reverse(current_price, signal[1]):
+                        signal = None
+
+                # 5.5 开仓频率过滤：同一根 15m K 线只开一次 + 开仓冷却
+                if signal and signal[0] in ('long', 'short'):
+                    if not self.can_open(current_15m_id):
+                        signal = None
+                    else:
+                        self._current_kline_id_for_open = current_15m_id  # 供 execute_trade 成功后记录
+
+                # 6. 有信号则执行交易
+                if signal:
+                    trade_success = self.execute_trade(signal)
+                    if trade_success:
+                        logger.success(f"交易执行完成: {signal[0]}, 当前持仓状态: {self.start}")
+                        page_start = True
+                    else:
+                        logger.warning(f"交易执行失败或被阻止: {signal[0]}")
+
+                # 短暂等待后继续循环（同一根K线遇到信号就操作）
+                time.sleep(0.1)
+
+                if page_start:
+                    self.page.close()
+                    time.sleep(5)
+
+            except KeyboardInterrupt:
+                logger.info("用户中断，程序退出")
+                break
+            except Exception as e:
+                logger.error(f"主循环异常: {e}")
+                time.sleep(5)
+
+
+if __name__ == '__main__':
+    BitmartFuturesTransaction(bit_id="f2320f57e24c45529a009e1541e25961").action()