diff --git a/test.py b/test.py
index 3cf3f2b..3fb1ec7 100644
--- a/test.py
+++ b/test.py
@@ -28,29 +28,29 @@ class StrategyConfig:
 
     # ===== 动态阈值（关键：自适应行情）=====
     # entry_dev / tp / sl 都由 ATR/Price 动态计算： max(下限, 系数 * atr_ratio)
-    entry_dev_floor: float = 0.0010     # 0.10% 最小偏离阈值（保证平静行情也能出单）
-    tp_floor: float = 0.0005            # 0.05% 最小止盈
-    sl_floor: float = 0.0015            # 0.15% 最小止损
+    entry_dev_floor: float = 0.0010  # 0.10% 最小偏离阈值（保证平静行情也能出单）
+    tp_floor: float = 0.0005  # 0.05% 最小止盈
+    sl_floor: float = 0.0015  # 0.15% 最小止损
 
-    entry_k: float = 1.20               # entry_dev = max(floor, entry_k * atr_ratio)
-    tp_k: float = 0.60                  # tp = max(floor, tp_k * atr_ratio)
-    sl_k: float = 1.20                  # sl = max(floor, sl_k * atr_ratio)
+    entry_k: float = 1.20  # entry_dev = max(floor, entry_k * atr_ratio)
+    tp_k: float = 0.60  # tp = max(floor, tp_k * atr_ratio)
+    sl_k: float = 1.20  # sl = max(floor, sl_k * atr_ratio)
 
-    max_hold_sec: int = 120             # 2分钟超时退出
-    cooldown_sec_after_exit: int = 10   # 平仓后冷却10秒，防抖
+    max_hold_sec: int = 120  # 2分钟超时退出
+    cooldown_sec_after_exit: int = 10  # 平仓后冷却10秒，防抖
 
     # ===== 下单/仓位 =====
-    risk_percent: float = 0.0015        # 每次用可用余额的0.15%作为保证金预算
+    risk_percent: float = 0.0015  # 每次用可用余额的0.15%作为保证金预算
     min_size: int = 1
     max_size: int = 5000
 
     # ===== 日内风控 =====
-    daily_loss_limit: float = 0.02      # -2% 停机
-    daily_profit_cap: float = 0.01      # +1% 封顶停机
+    daily_loss_limit: float = 0.02  # -2% 停机
+    daily_profit_cap: float = 0.01  # +1% 封顶停机
 
     # ===== 危险模式过滤（避免趋势/插针）=====
-    atr_ratio_kill: float = 0.0045      # ATR/Price > 0.45% -> 危险模式，暂停开仓
-    big_body_kill: float = 0.012        # 1m实体>1.2% -> 危险模式
+    atr_ratio_kill: float = 0.0045  # ATR/Price > 0.45% -> 危险模式，暂停开仓
+    big_body_kill: float = 0.012  # 1m实体>1.2% -> 危险模式
 
     # ===== 轮询节奏（减少REST压力）=====
     klines_refresh_sec: int = 10
@@ -385,8 +385,8 @@ class BitmartFuturesMeanReversionBot:
         size = self.calculate_size(price)
 
         logger.info(
-            f"enter_check: price={price:.2f}, ema={ema_value:.2f}, dev={dev*100:.3f}% "
-            f"(阈值={entry_dev*100:.3f}%), size={size}, pos={self.pos}"
+            f"enter_check: price={price:.2f}, ema={ema_value:.2f}, dev={dev * 100:.3f}% "
+            f"(阈值={entry_dev * 100:.3f}%), size={size}, pos={self.pos}"
         )
 
         if size <= 0:
@@ -397,14 +397,14 @@ class BitmartFuturesMeanReversionBot:
                 self.pos = 1
                 self.entry_price = price
                 self.entry_ts = time.time()
-                self.ding(f"✅开多：dev={dev*100:.3f}% size={size} entry={price:.2f}")
+                self.ding(f"✅开多：dev={dev * 100:.3f}% size={size} entry={price:.2f}")
 
         elif dev >= entry_dev:
             if self.place_market_order(4, size):  # 开空
                 self.pos = -1
                 self.entry_price = price
                 self.entry_ts = time.time()
-                self.ding(f"✅开空：dev={dev*100:.3f}% size={size} entry={price:.2f}")
+                self.ding(f"✅开空：dev={dev * 100:.3f}% size={size} entry={price:.2f}")
 
     def maybe_exit(self, price: float, tp: float, sl: float):
         if self.pos == 0 or self.entry_price is None or self.entry_ts is None:
@@ -419,19 +419,19 @@ class BitmartFuturesMeanReversionBot:
 
         if pnl >= tp:
             self.close_position_all()
-            self.ding(f"🎯止盈：pnl={pnl*100:.3f}% price={price:.2f} tp={tp*100:.3f}%")
+            self.ding(f"🎯止盈：pnl={pnl * 100:.3f}% price={price:.2f} tp={tp * 100:.3f}%")
             self.entry_price, self.entry_ts = None, None
             self.last_exit_ts = time.time()
 
         elif pnl <= -sl:
             self.close_position_all()
-            self.ding(f"🛑止损：pnl={pnl*100:.3f}% price={price:.2f} sl={sl*100:.3f}%", error=True)
+            self.ding(f"🛑止损：pnl={pnl * 100:.3f}% price={price:.2f} sl={sl * 100:.3f}%", error=True)
             self.entry_price, self.entry_ts = None, None
             self.last_exit_ts = time.time()
 
         elif hold >= self.cfg.max_hold_sec:
             self.close_position_all()
-            self.ding(f"⏱超时：hold={int(hold)}s pnl={pnl*100:.3f}% price={price:.2f}")
+            self.ding(f"⏱超时：hold={int(hold)}s pnl={pnl * 100:.3f}% price={price:.2f}")
             self.entry_price, self.entry_ts = None, None
             self.last_exit_ts = time.time()
 
@@ -448,9 +448,9 @@ class BitmartFuturesMeanReversionBot:
             f"方向：{direction_str}\n"
             f"现价：{price:.2f}\n"
             f"EMA{self.cfg.ema_len}：{ema_value:.2f}\n"
-            f"dev：{dev*100:.3f}%（阈值{entry_dev*100:.3f}%）\n"
-            f"ATR比：{atr_ratio*100:.3f}%\n"
-            f"tp/sl：{tp*100:.3f}% / {sl*100:.3f}%\n"
+            f"dev：{dev * 100:.3f}%（阈值{entry_dev * 100:.3f}%）\n"
+            f"ATR比：{atr_ratio * 100:.3f}%\n"
+            f"tp/sl：{tp * 100:.3f}% / {sl * 100:.3f}%\n"
             f"可用余额：{bal:.2f} USDT  杠杆：{self.cfg.leverage}x\n"
             f"超时：{self.cfg.max_hold_sec}s 冷却：{self.cfg.cooldown_sec_after_exit}s"
         )
@@ -528,3 +528,5 @@ if __name__ == "__main__":
     cfg = StrategyConfig()
     bot = BitmartFuturesMeanReversionBot(cfg)
     bot.action()
+
+# 9274.08