加入精准回测数据

This commit is contained in:
27942
2026-02-04 23:23:21 +08:00
parent a04bc121c9
commit 6928521173

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@@ -260,8 +260,8 @@ class BitmartFuturesTransaction:
prev_entity_lower = prev_entity_edge['lower'] # 实体下边
# 计算触发价基于上一根K线实体位置
long_trigger = prev_entity_lower + prev_entity / 3 # 做多触发价 = 实体下边 + 实体/3(下分之一处)
short_trigger = prev_entity_upper - prev_entity / 3 # 做空触发价 = 实体上边 - 实体/3(上分之一处)
long_trigger = prev_entity_lower + prev_entity / 4 # 做多触发价 = 实体下边 + 实体/4(下分之一处)
short_trigger = prev_entity_upper - prev_entity / 4 # 做空触发价 = 实体上边 - 实体/4(上分之一处)
# 上一根阴线 + 当前阳线做多形态不按上一根K线上三分之一做空
prev_is_bearish = prev_kline['close'] < prev_kline['open']
@@ -274,26 +274,26 @@ class BitmartFuturesTransaction:
logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}")
logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}")
logger.info(f"做多触发价(下1/3): {long_trigger:.2f}, 做空触发价(上1/3): {short_trigger:.2f}")
logger.info(f"做多触发价(下1/4): {long_trigger:.2f}, 做空触发价(上1/4): {short_trigger:.2f}")
if skip_short_by_upper_third:
logger.info("上一根阴线+当前阳线(做多形态),不按上分之一做空")
logger.info("上一根阴线+当前阳线(做多形态),不按上分之一做空")
if skip_long_by_lower_third:
logger.info("上一根阳线+当前阴线(做空形态),不按下分之一做多")
logger.info("上一根阳线+当前阴线(做空形态),不按下分之一做多")
# 无持仓时检查开仓信号
if self.start == 0:
if current_price >= long_trigger and not skip_long_by_lower_third:
logger.info(f"触发做多信号!价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
logger.info(f"触发做多信号!价格 {current_price:.2f} >= 触发价(下1/4) {long_trigger:.2f}")
return ('long', long_trigger)
elif current_price <= short_trigger and not skip_short_by_upper_third:
logger.info(f"触发做空信号!价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
logger.info(f"触发做空信号!价格 {current_price:.2f} <= 触发价(上1/4) {short_trigger:.2f}")
return ('short', short_trigger)
# 持仓时检查反手信号
elif self.start == 1: # 持多仓
# 反手条件1: 价格跌到上一根K线的上三分之一处做空触发价上一根阴线+当前阳线做多时跳过
if current_price <= short_trigger and not skip_short_by_upper_third:
logger.info(f"持多反手做空!价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
logger.info(f"持多反手做空!价格 {current_price:.2f} <= 触发价(上1/4) {short_trigger:.2f}")
return ('reverse_short', short_trigger)
# 反手条件2: 上一根K线上阴线涨幅>0.01%,当前跌到上一根实体下边
@@ -306,7 +306,7 @@ class BitmartFuturesTransaction:
elif self.start == -1: # 持空仓
# 反手条件1: 价格涨到上一根K线的下三分之一处做多触发价上一根阳线+当前阴线做空时跳过
if current_price >= long_trigger and not skip_long_by_lower_third:
logger.info(f"持空反手做多!价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
logger.info(f"持空反手做多!价格 {current_price:.2f} >= 触发价(下1/4) {long_trigger:.2f}")
return ('reverse_long', long_trigger)
# 反手条件2: 上一根K线下阴线跌幅>0.01%,当前涨到上一根实体上边
@@ -460,7 +460,7 @@ class BitmartFuturesTransaction:
def action(self):
"""主循环"""
logger.info("开始运行分之一策略交易...")
logger.info("开始运行分之一策略交易...")
# 启动时设置全仓高杠杆
if not self.set_leverage():
@@ -517,13 +517,14 @@ class BitmartFuturesTransaction:
trade_success = self.execute_trade(signal, size=1)
if trade_success:
logger.success(f"交易执行完成: {signal[0]}, 当前持仓状态: {self.start}")
page_start = True
else:
logger.warning(f"交易执行失败或被阻止: {signal[0]}")
# 6. 短暂等待后继续循环同一根K线遇到信号就操作
time.sleep(3)
if random.randint(1, 11) > 7:
if page_start:
self.page.close()
time.sleep(5)