From 07fcab63e0f61146dcd7df105e48135d6f250e44 Mon Sep 17 00:00:00 2001 From: ddrwode <34234@3来 34> Date: Wed, 11 Feb 2026 11:44:45 +0800 Subject: [PATCH] =?UTF-8?q?=E6=97=A5=E5=BF=97=E5=B1=95=E7=A4=BA=E4=BC=98?= =?UTF-8?q?=E5=8C=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- bitmart/交易.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/bitmart/交易.py b/bitmart/交易.py index aff4d3f..a0b79ba 100644 --- a/bitmart/交易.py +++ b/bitmart/交易.py @@ -727,8 +727,8 @@ class BitmartFuturesTransaction: retrace_close_threshold = long_levels["close_threshold"] min_gain_price_long = long_levels["open"] * (1 + self.take_profit_min_gain_pct_from_entry / 100) min_gain_ok_long = long_levels["extreme"] > min_gain_price_long - # 使用当前K线 high 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判 - if long_levels["extreme"] > long_levels["open"]: + # 止盈启动前提：当前K线相对开盘价涨幅已超过 0.4%，才标记为已触发 + if long_levels["extreme"] >= long_levels["open"] * (1 + self.take_profit_min_gain_pct_from_entry / 100): self.take_profit_triggered_kline_id = current_kline_time if ( self.take_profit_triggered_kline_id == current_kline_time @@ -781,8 +781,8 @@ class BitmartFuturesTransaction: retrace_close_threshold_short = short_levels["close_threshold"] min_gain_price_short = short_levels["open"] * (1 - self.take_profit_min_gain_pct_from_entry / 100) min_gain_ok_short = short_levels["extreme"] < min_gain_price_short - # 使用当前K线 low 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判 - if short_levels["extreme"] < short_levels["open"]: + # 止盈启动前提：当前K线相对开盘价跌幅已超过 0.4%，才标记为已触发 + if short_levels["extreme"] <= short_levels["open"] * (1 - self.take_profit_min_gain_pct_from_entry / 100): self.take_profit_triggered_kline_id_short = current_kline_time if ( self.take_profit_triggered_kline_id_short == current_kline_time @@ -804,11 +804,11 @@ class BitmartFuturesTransaction: signal = self.check_signal(current_price, prev_kline, current_kline) else: signal = self.check_signal(current_price, prev_kline, current_kline) - # 3.8 止盈平空后：价格继续反弹并突破 2/4 才同向开空 + # 3.8 止盈平空后：价格回落并低于 2/4 才同向开空 elif self.start == 0 and self.take_profit_reentry_threshold_short is not None: - if current_price > self.take_profit_reentry_threshold_short: + if current_price < self.take_profit_reentry_threshold_short: reason = ( - f"止盈平空后价格继续反弹并突破{self.take_profit_reentry_threshold_short:.2f}(2/4)，按规则同向开空" + f"止盈平空后价格回落并低于{self.take_profit_reentry_threshold_short:.2f}(2/4)，按规则同向开空" ) self._log_take_profit_action("止盈后同向开空", reason) self.开单(marketPriceLongOrder=-1, size=self.default_order_size)