加入精准回测数据

交易/bitmart-五分之一策略交易.py

@@ -19,7 +19,7 @@ BitMart 五分之一回归策略交易（精准版）
 4. 精准判断（使用1分钟K线）：
    - 当当前3分钟K线同时触及做多和做空价格时，拉取该3分钟对应的3根1分钟K线判断哪个方向先被触发
 """
-
+import random
 import time
 import datetime
 from concurrent.futures import ThreadPoolExecutor
@@ -158,10 +158,18 @@ class BitmartOneFifthStrategy:
                 return 'short' if d_short < d_long else 'long'
         return None
 
-    def check_realtime_trigger(self, kline_data):
+    def check_realtime_trigger(self, kline_data, current_position=0):
         """
         实时检测当前3分钟K线是否触发信号
-        若多空都触发，优先用1分钟K线判断先后，否则用开盘价距离
+        
+        参数:
+            kline_data: K线数据列表
+            current_position: 当前持仓状态 (1=多, -1=空, 0=无)
+        
+        逻辑优化：
+        - 当已有持仓时，只关心反向信号（有多仓只看空信号，有空仓只看多信号）
+        - 无仓位时，用1分钟K线判断先触发的方向
+        
         返回：(方向, 触发价格, 有效前一根K线, 当前K线) 或 (None, None, None, None)
         """
         if len(kline_data) < 2:
@@ -187,25 +195,38 @@ class BitmartOneFifthStrategy:
         direction = None
         trigger_price = None
 
-        if long_triggered and short_triggered:
-            bars_1m = self.get_1m_bars_for_3m_bar(curr)
-            if bars_1m:
-                direction = self.determine_trigger_order_by_1m(
-                    bars_1m, long_trigger, short_trigger
-                )
-                trigger_price = long_trigger if direction == 'long' else short_trigger
-            if direction is None:
-                c_open = float(curr['open'])
-                d_long = abs(long_trigger - c_open)
-                d_short = abs(short_trigger - c_open)
-                direction = 'short' if d_short <= d_long else 'long'
-                trigger_price = long_trigger if direction == 'long' else short_trigger
-        elif short_triggered:
-            direction = 'short'
-            trigger_price = short_trigger
-        elif long_triggered:
-            direction = 'long'
-            trigger_price = long_trigger
+        # 关键优化：根据当前持仓状态决定关注哪个方向的信号
+        if current_position == 1:
+            # 当前是多仓，只关心空信号（用于平多开空）
+            if short_triggered:
+                direction = 'short'
+                trigger_price = short_trigger
+        elif current_position == -1:
+            # 当前是空仓，只关心多信号（用于平空开多）
+            if long_triggered:
+                direction = 'long'
+                trigger_price = long_trigger
+        else:
+            # 无仓位，按原逻辑判断先触发的方向
+            if long_triggered and short_triggered:
+                bars_1m = self.get_1m_bars_for_3m_bar(curr)
+                if bars_1m:
+                    direction = self.determine_trigger_order_by_1m(
+                        bars_1m, long_trigger, short_trigger
+                    )
+                    trigger_price = long_trigger if direction == 'long' else short_trigger
+                if direction is None:
+                    c_open = float(curr['open'])
+                    d_long = abs(long_trigger - c_open)
+                    d_short = abs(short_trigger - c_open)
+                    direction = 'short' if d_short <= d_long else 'long'
+                    trigger_price = long_trigger if direction == 'long' else short_trigger
+            elif short_triggered:
+                direction = 'short'
+                trigger_price = short_trigger
+            elif long_triggered:
+                direction = 'long'
+                trigger_price = long_trigger
 
         if direction is None:
             return None, None, None, None
@@ -383,7 +404,7 @@ class BitmartOneFifthStrategy:
         """
         prefix = "❌五分之一策略：" if error else "🔔五分之一策略："
         full_msg = f"{prefix}{msg}"
-        
+
         if error:
             logger.error(msg)
             # 异步发送多条错误消息
@@ -393,7 +414,7 @@ class BitmartOneFifthStrategy:
             logger.info(msg)
             # 异步发送单条消息
             ding_executor.submit(self._send_ding_safe, full_msg)
-    
+
     def _send_ding_safe(self, msg):
         """
         安全发送钉钉消息，捕获异常防止线程崩溃
@@ -449,7 +470,15 @@ class BitmartOneFifthStrategy:
 
                 curr = kline_data[-1]
                 curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S')
-                direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data)
+                
+                # 优化：先获取持仓状态，再检测信号（传入持仓状态以便只关注反向信号）
+                if not self.get_position_status():
+                    logger.warning("获取仓位信息失败，使用缓存的持仓状态")
+                
+                # 传入当前持仓状态，确保有持仓时只关注反向信号
+                direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(
+                    kline_data, current_position=self.start
+                )
 
                 if direction:
                     curr_kline_id = curr_kline['id']
@@ -458,16 +487,15 @@ class BitmartOneFifthStrategy:
                         self.last_trigger_direction = direction
                         time.sleep(self.check_interval)
                         continue
-                    if not self.get_position_status():
-                        logger.warning("获取仓位信息失败")
-                        time.sleep(self.check_interval)
-                        continue
 
                     prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M')
                     prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线"
                     prev_body = self.get_body_size(valid_prev)
 
+                    # 由于 check_realtime_trigger 已经考虑了持仓状态，这里理论上不会出现同向信号
+                    # 但保留这个检查作为安全措施
                     if (direction == "long" and self.start == 1) or (direction == "short" and self.start == -1):
+                        logger.debug(f"同向信号被过滤: direction={direction}, position={self.start}")
                         self.last_trigger_kline_id = curr_kline_id
                         self.last_trigger_direction = direction
                         time.sleep(self.check_interval)
@@ -529,8 +557,10 @@ class BitmartOneFifthStrategy:
             except Exception as e:
                 logger.error(f"主循环异常: {e}")
                 time.sleep(self.check_interval)
-            time.sleep(15)
-            self.page.close()
+            time.sleep(5)
+
+            if random.randint(1,10)>7:
+                self.page.close()
             time.sleep(15)
 
     def _send_position_message(self, latest_kline):