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日志展示优化

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ddrwode
2026-02-10 18:21:27 +08:00
parent 0dc630221f
commit 090a1bd52b
1 changed files with 24 additions and 11 deletions
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35
bitmart/交易.py
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@@ -40,9 +40,11 @@ class BitmartFuturesTransaction:
self.last_kline_time = None # 上一次处理的K线时间戳，用于判断是否是新K线
# 反手频率控制
self.reverse_cooldown_seconds = 1.5 * 60 # 反手冷却时间（秒）
self.reverse_cooldown_seconds = 60 # 反手冷却时间（秒）
self.last_reverse_time = None # 上次反手时间
self.last_reverse_kline_id = None # 已反手过的 K 线 id，该 K 线内不再操作仓位
self.max_reverse_times_per_kline = 2 # 同一根 K 线最多反手次数
self.reverse_count_kline_id = None # 反手计数对应的 K 线 id
self.reverse_count_in_kline = 0 # 当前 K 线已反手次数
# 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
@@ -504,14 +506,24 @@ class BitmartFuturesTransaction:
return False
return True
def can_reverse(self, current_price, trigger_price):
"""反手前过滤：冷却时间"""
def can_reverse(self, current_kline_id):
"""反手前过滤：冷却时间 + 同一根 K 线最多反手次数。"""
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 self.reverse_count_kline_id != current_kline_id:
self.reverse_count_kline_id = current_kline_id
self.reverse_count_in_kline = 0
if self.reverse_count_in_kline >= self.max_reverse_times_per_kline:
logger.info(
f"本 K 线({current_kline_id})反手次数已达上限({self.max_reverse_times_per_kline})，跳过"
)
return False
return True
def verify_no_position(self, max_retries=5, retry_interval=3):
@@ -717,6 +729,9 @@ class BitmartFuturesTransaction:
if self.last_kline_time != current_kline_time:
self.last_kline_time = current_kline_time
logger.info(f"进入新K线: {current_kline_time}")
# 新K线重置反手计数（同一根K线最多允许 2 次反手）
self.reverse_count_kline_id = current_kline_time
self.reverse_count_in_kline = 0
# 新K线内重新判断多/空止盈触发
if self.start == 1:
self.take_profit_triggered_kline_id = None
@@ -858,7 +873,7 @@ class BitmartFuturesTransaction:
# 6. 反手过滤：冷却时间
if signal and signal[0].startswith('reverse_'):
if not self.can_reverse(current_price, signal[1]):
if not self.can_reverse(current_kline_time):
signal = None
# 6.5 开仓频率过滤：同一根 K 线只开一次 + 开仓冷却
@@ -868,17 +883,15 @@ class BitmartFuturesTransaction:
else:
self._current_kline_id_for_open = current_kline_time # 供 execute_trade 成功后记录
# 6.6 当前 K 线已反手过则本 K 线内不再操作仓位
if signal and self.last_reverse_kline_id == current_kline_time:
logger.info(f"本 K 线({current_kline_time})已反手过，本 K 线内不再操作仓位")
signal = None
# 7. 有信号则执行交易
if signal:
trade_success = self.execute_trade(signal)
if trade_success:
if signal[0] in ('reverse_long', 'reverse_short'):
self.last_reverse_kline_id = current_kline_time # 本 K 线已反手，本 K 线内不再操作
if self.reverse_count_kline_id != current_kline_time:
self.reverse_count_kline_id = current_kline_time
self.reverse_count_in_kline = 0
self.reverse_count_in_kline += 1
# 写入开仓日志：参考的两根K线 + 开仓原因
sig_type, trigger_price = signal
op_name = {"long": "开多", "short": "开空", "reverse_long": "反手做多", "reverse_short": "反手做空"}.get(sig_type, sig_type)