From 17c6876d5d1d2f64a363480dd00cba9c3a859eb4 Mon Sep 17 00:00:00 2001 From: ddrwode <34234@3来 34> Date: Wed, 11 Feb 2026 11:05:30 +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 | 20 ++++++++------------ 1 file changed, 8 insertions(+), 12 deletions(-) diff --git a/bitmart/交易.py b/bitmart/交易.py index 1074585..d229948 100644 --- a/bitmart/交易.py +++ b/bitmart/交易.py @@ -42,7 +42,7 @@ class BitmartFuturesTransaction: # 反手频率控制 self.reverse_cooldown_seconds = 60 # 反手冷却时间（秒） self.last_reverse_time = None # 上次反手时间 - self.max_reverse_times_per_kline = 2 # 同一根 K 线最多反手次数 + self.max_reverse_times_per_kline = 1 # 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 @@ -72,7 +72,7 @@ class BitmartFuturesTransaction: # 自动止盈：基于当前K线振幅四等分（多仓用 open~high，空仓用 open~low） self.take_profit_close_quartile = 3 # 达到极值后，回到 3/4 位置平仓 self.take_profit_reentry_quartile = 2 # 止盈后，继续回到 2/4 位置同向再开仓 - self.take_profit_min_gain_pct_from_entry = 0.4 # 相对开仓均价的最小盈利阈值（%），超过才允许止盈 + self.take_profit_min_gain_pct_from_entry = 0.4 # 相对当前K线开盘价的最小涨跌幅阈值（%），超过才允许止盈 self.take_profit_triggered_kline_id = None # 多仓：本K线内是否出现过 open~high 的极值触发 self.take_profit_reentry_threshold = None # 多仓止盈平仓后，价格 <= 此值则开多（同向） self.take_profit_triggered_kline_id_short = None # 空仓：本K线内是否出现过 open~low 的极值触发 @@ -764,10 +764,8 @@ class BitmartFuturesTransaction: long_levels = self.calc_long_take_profit_levels(current_kline) if long_levels is not None: retrace_close_threshold = long_levels["close_threshold"] - min_gain_price_long = self.open_avg_price * (1 + self.take_profit_min_gain_pct_from_entry / 100) if self.open_avg_price is not None else None - min_gain_ok_long = ( - min_gain_price_long is not None and long_levels["extreme"] > min_gain_price_long - ) + 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"]: self.take_profit_triggered_kline_id = current_kline_time @@ -778,7 +776,7 @@ class BitmartFuturesTransaction: ): reason = ( f"当前K线开盘价={long_levels['open']:.2f}，最高价={long_levels['extreme']:.2f}(4/4)；" - f"现价{current_price:.2f}已回调至≤{retrace_close_threshold:.2f}(3/4)，且当根最高价相对开仓均价{self.open_avg_price:.2f}盈利>{self.take_profit_min_gain_pct_from_entry:.2f}%，按规则止盈平多" + f"现价{current_price:.2f}已回调至≤{retrace_close_threshold:.2f}(3/4)，且当根最高价相对当前K线开盘价{long_levels['open']:.2f}涨幅>{self.take_profit_min_gain_pct_from_entry:.2f}%，按规则止盈平多" ) self._log_take_profit_action("止盈平多仓", reason) self.平仓() @@ -820,10 +818,8 @@ class BitmartFuturesTransaction: short_levels = self.calc_short_take_profit_levels(current_kline) if short_levels is not None: retrace_close_threshold_short = short_levels["close_threshold"] - min_gain_price_short = self.open_avg_price * (1 - self.take_profit_min_gain_pct_from_entry / 100) if self.open_avg_price is not None else None - min_gain_ok_short = ( - min_gain_price_short is not None and short_levels["extreme"] < min_gain_price_short - ) + 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"]: self.take_profit_triggered_kline_id_short = current_kline_time @@ -834,7 +830,7 @@ class BitmartFuturesTransaction: ): reason = ( f"当前K线开盘价={short_levels['open']:.2f}，最低价={short_levels['extreme']:.2f}(4/4)；" - f"现价{current_price:.2f}已反弹至≥{retrace_close_threshold_short:.2f}(3/4)，且当根最低价相对开仓均价{self.open_avg_price:.2f}盈利>{self.take_profit_min_gain_pct_from_entry:.2f}%，按规则止盈平空" + f"现价{current_price:.2f}已反弹至≥{retrace_close_threshold_short:.2f}(3/4)，且当根最低价相对当前K线开盘价{short_levels['open']:.2f}跌幅>{self.take_profit_min_gain_pct_from_entry:.2f}%，按规则止盈平空" ) self._log_take_profit_action("止盈平空仓", reason) self.平仓()