diff --git a/weex/读取文件分析.py b/weex/读取文件分析.py
index a3d6893..7cf0f3d 100644
--- a/weex/读取文件分析.py
+++ b/weex/读取文件分析.py
@@ -55,34 +55,51 @@ def check_signal(prev, curr):
 def simulate_trade(direction, entry_price, future_candles, take_profit_diff=30, stop_loss_diff=-10):
     """
     模拟交易（逐根K线回测）
-    使用价差来控制止盈止损：
-      - 盈利达到 take_profit_diff 就止盈
-      - 亏损达到 stop_loss_diff 就止损
-
-    direction：信号类型
-    entry_price：开盘价格
-    future_candles：未来的行情数据
-
+    改进版：考虑开盘跳空触发止盈/止损的情况
     """
-
     for candle in future_candles:
-        high, low, close = float(candle['high']), float(candle['low']), float(candle['close'])
+        open_p = float(candle['open'])
+        high = float(candle['high'])
+        low = float(candle['low'])
+        close = float(candle['close'])
 
         if direction == "long":
-            # 做多：检查最高价是否达到止盈，最低价是否触及止损
-            if high >= entry_price + take_profit_diff:
-                return entry_price + take_profit_diff, take_profit_diff, candle['id']  # 止盈
-            if low <= entry_price + stop_loss_diff:
-                return entry_price + stop_loss_diff, stop_loss_diff, candle['id']  # 止损
+            tp_price = entry_price + take_profit_diff
+            sl_price = entry_price + stop_loss_diff
+
+            # 🧩 开盘就跳空止盈
+            if open_p >= tp_price:
+                return open_p, open_p - entry_price, candle['id']
+
+            # 🧩 开盘就跳空止损
+            if open_p <= sl_price:
+                return open_p, open_p - entry_price, candle['id']
+
+            # 正常区间内触发止盈/止损
+            if high >= tp_price:
+                return tp_price, take_profit_diff, candle['id']
+            if low <= sl_price:
+                return sl_price, stop_loss_diff, candle['id']
 
         elif direction == "short":
-            # 做空：检查最低价是否达到止盈，最高价是否触及止损
-            if low <= entry_price - take_profit_diff:
-                return entry_price - take_profit_diff, take_profit_diff, candle['id']  # 止盈
-            if high >= entry_price - stop_loss_diff:
-                return entry_price - stop_loss_diff, stop_loss_diff, candle['id']  # 止损
+            tp_price = entry_price - take_profit_diff
+            sl_price = entry_price - stop_loss_diff
 
-    # 如果未来都没触发，最后一根收盘平仓
+            # 🧩 开盘就跳空止盈
+            if open_p <= tp_price:
+                return open_p, entry_price - open_p, candle['id']
+
+            # 🧩 开盘就跳空止损
+            if open_p >= sl_price:
+                return open_p, entry_price - open_p, candle['id']
+
+            # 正常区间内触发止盈/止损
+            if low <= tp_price:
+                return tp_price, take_profit_diff, candle['id']
+            if high >= sl_price:
+                return sl_price, stop_loss_diff, candle['id']
+
+    # 未触发止盈止损，按最后收盘价平仓
     final_price = float(future_candles[-1]['close'])
     if direction == "long":
         diff_money = final_price - entry_price
@@ -92,6 +109,7 @@ def simulate_trade(direction, entry_price, future_candles, take_profit_diff=30,
     return final_price, diff_money, future_candles[-1]['id']
 
 
+
 def fetch_kline(day: int, year: int = 2025, month: int = 9, file_path: str = "stock_data.xlsx") -> list[dict]:
     """
     获取指定日期的分钟级 K 线数据。
@@ -140,7 +158,7 @@ def fetch_kline(day: int, year: int = 2025, month: int = 9, file_path: str = "st
 
 if __name__ == '__main__':
     datas = []
-    for i in range(1, 31):
+    for i in range(1, 2):
         data = fetch_kline(year=2025, month=9, day=i)
         datas.extend(data)