日志展示优化
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ddrwode
@@ -74,8 +74,10 @@ def make_metrics_panel(state: dict) -> Panel:
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t.add_row("突破做多", f"{state.get('long_breakout', 0):.2f}")
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t.add_row("突破做空", f"{state.get('short_breakout', 0):.2f}")
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ema10 = state.get("ema10")
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ema20 = state.get("ema20")
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atr14 = state.get("atr14")
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t.add_row("EMA10", f"{ema10:.2f}" if ema10 is not None else "-")
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t.add_row("EMA20", f"{ema20:.2f}" if ema20 is not None else "-")
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t.add_row("ATR14", f"{atr14:.2f}" if atr14 is not None else "-")
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pnl = state.get("unrealized_pnl")
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t.add_row("未实现盈亏", f"{pnl:.2f}$" if pnl is not None else "-")
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@@ -132,13 +134,11 @@ class BitmartFuturesTransaction:
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self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位）
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self.open_type = "cross" # 全仓模式
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self.risk_percent = 0 # 未使用；若启用则可为每次开仓占可用余额的百分比
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self.trailing_activation_usd = 6 # 盈利达到此金额后启动移动止损（调高避免波动不大就触发）
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self.trailing_distance_usd = 3 # 从最高盈利回撤此金额则平仓（调高避免小幅回撤就平）
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self.max_unrealized_pnl_seen = None # 持仓期间见过的最大盈利（用于移动止损）
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# EMA(10) + ATR(14) 平仓（多/空一致）：多单跌破 EMA10 或从最高回撤≥ATR 平；空单涨破 EMA10 或从最低反弹≥ATR 平
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# 退出：仅 EMA10（快退出）+ 1.1×ATR(14) 追踪。EMA20 不做先平，只做趋势/方向过滤（见下）
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self.use_ema_atr_exit = True # 是否启用 EMA/ATR 平仓规则（多单+空单）
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self.atr_multiplier = 1.8 # 追踪止盈：从极值回撤/反弹 ≥ 此倍数×ATR(14) 则平仓（调高避免波动不大就平）
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self.min_hold_seconds = 90 # 开仓/反手后至少持仓此时长才允许技术性止盈（EMA/ATR/移动止损）
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self.atr_multiplier = 1.1 # 追踪止盈：从当前K线极值回撤/反弹 ≥ 此倍数×ATR(14) 则平仓
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self.use_ema20_filter = True # 是否用 EMA20 做开仓/反手方向过滤 + 持仓强制减仓（趋势过滤）
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self.min_hold_seconds = 90 # 开仓/反手后至少持仓此时长才允许技术性止盈（EMA10/EMA20/ATR）
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self._candle_high_seen = None # 当前K线内见过的最高价（多头用）
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self._candle_low_seen = None # 当前K线内见过的最低价（空头用）
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self._candle_id_for_high_low = None # 记录高低对应的K线 id，换线则重置
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@@ -527,14 +527,14 @@ class BitmartFuturesTransaction:
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self._display_triggers = {"long_trigger": long_trigger, "short_trigger": short_trigger, "long_breakout": long_breakout, "short_breakout": short_breakout}
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# 无持仓时检查开仓信号
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# 无持仓时检查开仓信号（做多看突破价，做空看做空触发价，与反手阈值一致便于回落即进空）
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if self.start == 0:
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if current_price >= long_breakout and not skip_long_by_lower_third:
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logger.info(LOG_SIGNAL + f"触发做多 | 价 {current_price:.2f} >= 突破价 {long_breakout:.2f}")
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return ('long', long_breakout)
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elif current_price <= short_breakout and not skip_short_by_upper_third:
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logger.info(LOG_SIGNAL + f"触发做空 | 价 {current_price:.2f} <= 突破价 {short_breakout:.2f}")
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return ('short', short_breakout)
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elif current_price <= short_trigger and not skip_short_by_upper_third:
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logger.info(LOG_SIGNAL + f"触发做空 | 价 {current_price:.2f} <= 做空触发价 {short_trigger:.2f}")
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return ('short', short_trigger)
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# 持仓时检查反手信号
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elif self.start == 1: # 持多仓
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@@ -630,7 +630,6 @@ class BitmartFuturesTransaction:
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# 验证开仓是否成功
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if self.verify_position_direction(1):
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self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
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self.last_open_time = time.time()
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self.last_open_kline_id = getattr(self, "_current_kline_id_for_open", None)
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logger.success(LOG_POSITION + "开多成功")
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@@ -655,7 +654,6 @@ class BitmartFuturesTransaction:
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# 验证开仓是否成功
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if self.verify_position_direction(-1):
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self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
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self.last_open_time = time.time()
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self.last_open_kline_id = getattr(self, "_current_kline_id_for_open", None)
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logger.success(LOG_POSITION + "开空成功")
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@@ -682,7 +680,6 @@ class BitmartFuturesTransaction:
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time.sleep(3)
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if self.verify_position_direction(1):
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self.max_unrealized_pnl_seen = None
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self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护
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logger.success(LOG_POSITION + "反手做多成功")
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time.sleep(20)
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@@ -708,7 +705,6 @@ class BitmartFuturesTransaction:
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time.sleep(3)
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if self.verify_position_direction(-1):
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self.max_unrealized_pnl_seen = None
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self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护
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logger.success(LOG_POSITION + "反手做空成功")
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time.sleep(20)
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@@ -828,15 +824,16 @@ class BitmartFuturesTransaction:
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kline_series = self.get_klines_series(35)
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ema10, ema20, atr14 = self.get_ema_atr_for_exit(kline_series)
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self._display_state["ema10"] = ema10
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self._display_state["ema20"] = ema20
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self._display_state["atr14"] = atr14
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if getattr(self, "_display_triggers", None):
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self._display_state.update(self._display_triggers)
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except Exception:
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pass
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# 3.5 移动止损 + EMA/ATR 平仓
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# 3.5 平仓：EMA10 快退出、EMA20 趋势过滤强制减仓、1.1×ATR 追踪
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if self.start != 0:
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# 换线重置跟踪，有持仓时更新本K线内最高/最低价（供 ATR 追踪用）
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# 换线重置跟踪，有持仓时更新本K线内最高/最低价
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if self._candle_id_for_high_low != current_kline_time:
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self._candle_high_seen = None
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self._candle_low_seen = None
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@@ -850,64 +847,63 @@ class BitmartFuturesTransaction:
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hold_sec = (time.time() - self.last_open_time) if self.last_open_time else 999999
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allow_technical_exit = hold_sec >= self.min_hold_seconds
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# 多单：EMA(10) + ATR(14) 平仓（需满最短持仓时间）
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# 多单平仓：EMA10 快退出 / EMA20 趋势过滤强制减仓 / 1.1×ATR 追踪（组合1：能赚点是点）
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if allow_technical_exit and self.start == 1 and self.use_ema_atr_exit:
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kline_series = self.get_klines_series(35)
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ema10, ema20, atr14 = self.get_ema_atr_for_exit(kline_series)
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# 1) 价格跌破 EMA10 → 先平（能赚点是点）
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if ema10 is not None and current_price < ema10:
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logger.info(LOG_POSITION + f"多单 EMA10 平仓 | 价 {current_price:.2f} 跌破 EMA10 {ema10:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_high_seen = None
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time.sleep(3)
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continue
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# 2) EMA20 趋势过滤：价格跌破 EMA20 → 强制减仓（方向过滤，不做先平触发）
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if self.use_ema20_filter and ema20 is not None and current_price < ema20:
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logger.info(LOG_POSITION + f"多单 EMA20 强制减仓 | 价 {current_price:.2f} 跌破 EMA20 {ema20:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self._candle_high_seen = None
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time.sleep(3)
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continue
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# 3) 从最高价回撤 ≥ 1.1×ATR(14) → 平仓
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if atr14 is not None and self._candle_high_seen and (self._candle_high_seen - current_price) >= self.atr_multiplier * atr14:
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logger.info(LOG_POSITION + f"多单 ATR 追踪止盈 | 最高 {self._candle_high_seen:.2f} 当前 {current_price:.2f} 回撤≥{self.atr_multiplier}×ATR={atr14:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_high_seen = None
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time.sleep(3)
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continue
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# 空单：EMA(10) + ATR(14) 平仓（需满最短持仓时间）
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# 空单平仓：EMA10 快退出 / EMA20 趋势过滤强制减仓 / 1.1×ATR 追踪
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if allow_technical_exit and self.start == -1 and self.use_ema_atr_exit:
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kline_series = self.get_klines_series(35)
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ema10, ema20, atr14 = self.get_ema_atr_for_exit(kline_series)
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# 1) 价格涨破 EMA10 → 先平
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if ema10 is not None and current_price > ema10:
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logger.info(LOG_POSITION + f"空单 EMA10 平仓 | 价 {current_price:.2f} 涨破 EMA10 {ema10:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_low_seen = None
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time.sleep(3)
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continue
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# 2) EMA20 趋势过滤：价格涨破 EMA20 → 强制减仓
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if self.use_ema20_filter and ema20 is not None and current_price > ema20:
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logger.info(LOG_POSITION + f"空单 EMA20 强制减仓 | 价 {current_price:.2f} 涨破 EMA20 {ema20:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self._candle_low_seen = None
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time.sleep(3)
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continue
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# 3) 从最低价反弹 ≥ 1.1×ATR(14) → 平仓
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if atr14 is not None and self._candle_low_seen and (current_price - self._candle_low_seen) >= self.atr_multiplier * atr14:
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logger.info(LOG_POSITION + f"空单 ATR 追踪止盈 | 最低 {self._candle_low_seen:.2f} 当前 {current_price:.2f} 反弹≥{self.atr_multiplier}×ATR={atr14:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_low_seen = None
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time.sleep(3)
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continue
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pnl_usd = self.get_unrealized_pnl_usd()
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if pnl_usd is not None:
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# 更新持仓期间最大盈利（用于移动止损）
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if self.max_unrealized_pnl_seen is None:
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self.max_unrealized_pnl_seen = pnl_usd
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else:
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self.max_unrealized_pnl_seen = max(self.max_unrealized_pnl_seen, pnl_usd)
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# 移动止损：盈利曾达到 activation 后，从最高盈利回撤 trailing_distance 则平仓（需满最短持仓时间）
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if allow_technical_exit and self.max_unrealized_pnl_seen >= self.trailing_activation_usd:
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if pnl_usd < self.max_unrealized_pnl_seen - self.trailing_distance_usd:
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logger.info(LOG_POSITION + f"移动止损平仓 | 盈利 {pnl_usd:.2f} 从最高 {self.max_unrealized_pnl_seen:.2f} 回撤≥{self.trailing_distance_usd}$")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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time.sleep(3)
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continue
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# 4. 检查信号
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signal = self.check_signal(current_price, prev_kline, current_kline)
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@@ -926,6 +922,18 @@ class BitmartFuturesTransaction:
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else:
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self._current_kline_id_for_open = current_kline_time # 供 execute_trade 成功后记录
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# 5.6 EMA20 方向过滤：价在 EMA20 上方才开多，下方才开空（趋势过滤，暂停逆势开仓）
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if signal and self.use_ema20_filter:
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kline_series = self.get_klines_series(35)
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_, ema20, _ = self.get_ema_atr_for_exit(kline_series)
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if ema20 is not None:
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if signal[0] in ('long', 'reverse_long') and current_price <= ema20:
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self._log_throttled("ema20_no_long", LOG_SYSTEM + f"EMA20 方向过滤：价 {current_price:.2f} 未在 EMA20 {ema20:.2f} 上方，暂停开多", interval=2.0)
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signal = None
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elif signal[0] in ('short', 'reverse_short') and current_price >= ema20:
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self._log_throttled("ema20_no_short", LOG_SYSTEM + f"EMA20 方向过滤：价 {current_price:.2f} 未在 EMA20 {ema20:.2f} 下方，暂停开空", interval=2.0)
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signal = None
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# 6. 有信号则执行交易
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if signal:
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trade_success = self.execute_trade(signal)
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