From 72b3b5309d34f36eb5a760b0d164962ef6a6d283 Mon Sep 17 00:00:00 2001
From: 27942 <2794236280@qq.com>
Date: Tue, 21 Oct 2025 15:38:57 +0800
Subject: [PATCH] dededdew

---
 models/database.db                            | Bin 31891456 -> 31891456 bytes
 models/weex.py                                |  11 +
 weex/自动化抓取数据.py                        |   6 +-
 weex/长期持有信号/读取数据库数据-15分钟版.py  | 259 +++++++++++++++++
 .../读取数据库数据-15分钟版，不判断信号.py    | 265 ++++++++++++++++++
 weex/长期持有信号/读取数据库数据-1小时版.py   | 259 +++++++++++++++++
 .../读取数据库数据-1小时版，不判断信号.py     | 265 ++++++++++++++++++
 weex/长期持有信号/读取数据库数据-30分钟版.py  | 259 +++++++++++++++++
 .../读取数据库数据-30分钟版，不判断信号.py    | 265 ++++++++++++++++++
 9 files changed, 1586 insertions(+), 3 deletions(-)
 create mode 100644 weex/长期持有信号/读取数据库数据-15分钟版.py
 create mode 100644 weex/长期持有信号/读取数据库数据-15分钟版，不判断信号.py
 create mode 100644 weex/长期持有信号/读取数据库数据-1小时版.py
 create mode 100644 weex/长期持有信号/读取数据库数据-1小时版，不判断信号.py
 create mode 100644 weex/长期持有信号/读取数据库数据-30分钟版.py
 create mode 100644 weex/长期持有信号/读取数据库数据-30分钟版，不判断信号.py

diff --git a/models/database.db b/models/database.db
index d07c4c547d00770b15bdc15949c7e72320dd1c6c..f1f8945180afa62bc0efc331f157f8d4f4d84bba 100644
GIT binary patch
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diff --git a/models/weex.py b/models/weex.py
index de83bb6..52d161e 100644
--- a/models/weex.py
+++ b/models/weex.py
@@ -38,6 +38,17 @@ class Weex1Hour(Model):
         database = db
         table_name = 'weex_1_hour'
 
+class Weex30(Model):
+    id = IntegerField(primary_key=True)
+    open = FloatField(null=True)
+    high = FloatField(null=True)
+    low = FloatField(null=True)
+    close = FloatField(null=True)
+
+    class Meta:
+        database = db
+        table_name = 'weex_30'
+
 
 # 连接到数据库
 db.connect()
diff --git a/weex/自动化抓取数据.py b/weex/自动化抓取数据.py
index cacc96f..1b0103a 100644
--- a/weex/自动化抓取数据.py
+++ b/weex/自动化抓取数据.py
@@ -1,7 +1,7 @@
 from DrissionPage import ChromiumPage, ChromiumOptions
 
 from bit_tools import openBrowser
-from models.weex import Weex1, Weex1Hour
+from models.weex import Weex1, Weex1Hour, Weex15, Weex30
 
 if __name__ == '__main__':
 
@@ -17,7 +17,7 @@ if __name__ == '__main__':
 
     page.set.window.max()
 
-    page.listen.start("https://http-gateway1.janapw.com/api/v1/public/quote/v1/getKlineV2")
+    page.listen.start("https://http-gateway1.ngsvsfx.cn/api/v1/public/quote/v1/getKlineV2")
 
     page.get(url="https://www.weeaxs.site/zh-CN/futures/ETH-USDT")
 
@@ -28,7 +28,7 @@ if __name__ == '__main__':
         print(res.response.url)
 
         for data in res.response.body['data']["dataList"]:
-            Weex1Hour.get_or_create(
+            Weex30.get_or_create(
                 id=int(data[4]),
                 defaults={
                     'open': float(data[3]),
diff --git a/weex/长期持有信号/读取数据库数据-15分钟版.py b/weex/长期持有信号/读取数据库数据-15分钟版.py
new file mode 100644
index 0000000..06f62b6
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-15分钟版.py
@@ -0,0 +1,259 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 信号续持/反手/单根反色平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex15  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定（仅15分钟K线）：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    # 前跌后涨包住 -> 做多
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+
+    # 前涨后跌包住 -> 做空
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_optimized(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex15, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 下一根开盘平仓 + 同价反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # 同向信号 -> 续持
+            if direction and direction == pos_dir:
+                idx += 1
+                continue
+
+            # 单根反色K线 -> 判断后续是否能组成信号
+            curr_is_opposite = (pos_dir == 'long' and is_bearish(curr)) or (pos_dir == 'short' and is_bullish(curr))
+            if curr_is_opposite:
+                can_peek = idx + 1 < len(all_data)
+                if can_peek:
+                    lookahead_dir, _ = check_signal(curr, all_data[idx + 1])
+                    if lookahead_dir is not None:
+                        idx += 1
+                        continue  # 后续可组成信号，等待信号处理
+
+                # 否则按收盘价平仓
+                exit_price = float(next_bar['close'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+                current_position = None
+
+        idx += 1
+
+    # 尾仓：最后一根收盘价平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0: stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例（优化版盈利计算） =========================
+if __name__ == '__main__':
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}")
+    #
+    # print(dates)
+
+    # dates = [f"2025-10-{i}" for i in range(1, 31)]
+    trades, stats = backtest_15m_trend_optimized(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000  # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5  # 固定开仓手续费
+    close_fee_rate = 0.0005  # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0  # 累计点差
+    total_money_profit = 0  # 累计金额盈利
+    total_fee = 0  # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        # 开仓 + 平仓手续费（按比例计算 + 固定）
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        # if net_profit > 500 or net_profit < -500:
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")
diff --git a/weex/长期持有信号/读取数据库数据-15分钟版，不判断信号.py b/weex/长期持有信号/读取数据库数据-15分钟版，不判断信号.py
new file mode 100644
index 0000000..c58336b
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-15分钟版，不判断信号.py
@@ -0,0 +1,265 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 反向K线即时平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex15  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟K线）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_simplified(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex15, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 平仓 + 反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                    current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+
+                # 反手开仓
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # === 新逻辑：遇到反向K线立即平仓 ===
+            if pos_dir == 'long' and is_bearish(curr):
+                exit_price = float(curr['close'])
+                diff = exit_price - current_position['entry_price']
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+            if pos_dir == 'short' and is_bullish(curr):
+                exit_price = float(curr['close'])
+                diff = current_position['entry_price'] - exit_price
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+        idx += 1
+
+    # 尾仓平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0:
+            stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例 =========================
+if __name__ == '__main__':
+    # dates = [f"2025-06-{i}" for i in range(1, 31)]
+
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{f'0{i1}' if len(str(i1)) < 2 else i1}")
+
+
+
+    trades, stats = backtest_15m_trend_simplified(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000       # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5          # 固定开仓手续费
+    close_fee_rate = 0.0005     # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0     # 累计点差
+    total_money_profit = 0      # 累计金额盈利
+    total_fee = 0               # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")
diff --git a/weex/长期持有信号/读取数据库数据-1小时版.py b/weex/长期持有信号/读取数据库数据-1小时版.py
new file mode 100644
index 0000000..3a59a3c
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-1小时版.py
@@ -0,0 +1,259 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 信号续持/反手/单根反色平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex1Hour  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定（仅15分钟K线）：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    # 前跌后涨包住 -> 做多
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+
+    # 前涨后跌包住 -> 做空
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_optimized(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex1Hour, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 下一根开盘平仓 + 同价反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # 同向信号 -> 续持
+            if direction and direction == pos_dir:
+                idx += 1
+                continue
+
+            # 单根反色K线 -> 判断后续是否能组成信号
+            curr_is_opposite = (pos_dir == 'long' and is_bearish(curr)) or (pos_dir == 'short' and is_bullish(curr))
+            if curr_is_opposite:
+                can_peek = idx + 1 < len(all_data)
+                if can_peek:
+                    lookahead_dir, _ = check_signal(curr, all_data[idx + 1])
+                    if lookahead_dir is not None:
+                        idx += 1
+                        continue  # 后续可组成信号，等待信号处理
+
+                # 否则按收盘价平仓
+                exit_price = float(next_bar['close'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+                current_position = None
+
+        idx += 1
+
+    # 尾仓：最后一根收盘价平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0: stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例（优化版盈利计算） =========================
+if __name__ == '__main__':
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}")
+    #
+    # print(dates)
+
+    # dates = [f"2025-10-{i}" for i in range(1, 31)]
+    trades, stats = backtest_15m_trend_optimized(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000  # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5  # 固定开仓手续费
+    close_fee_rate = 0.0005  # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0  # 累计点差
+    total_money_profit = 0  # 累计金额盈利
+    total_fee = 0  # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        # 开仓 + 平仓手续费（按比例计算 + 固定）
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        # if net_profit > 500 or net_profit < -500:
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")
diff --git a/weex/长期持有信号/读取数据库数据-1小时版，不判断信号.py b/weex/长期持有信号/读取数据库数据-1小时版，不判断信号.py
new file mode 100644
index 0000000..7cff7d5
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-1小时版，不判断信号.py
@@ -0,0 +1,265 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 反向K线即时平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex1Hour  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟K线）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_simplified(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex1Hour, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 平仓 + 反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                    current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+
+                # 反手开仓
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # === 新逻辑：遇到反向K线立即平仓 ===
+            if pos_dir == 'long' and is_bearish(curr):
+                exit_price = float(curr['close'])
+                diff = exit_price - current_position['entry_price']
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+            if pos_dir == 'short' and is_bullish(curr):
+                exit_price = float(curr['close'])
+                diff = current_position['entry_price'] - exit_price
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+        idx += 1
+
+    # 尾仓平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0:
+            stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例 =========================
+if __name__ == '__main__':
+    # dates = [f"2025-06-{i}" for i in range(1, 31)]
+
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{f'0{i1}' if len(str(i1)) < 2 else i1}")
+
+
+
+    trades, stats = backtest_15m_trend_simplified(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000       # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5          # 固定开仓手续费
+    close_fee_rate = 0.0005     # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0     # 累计点差
+    total_money_profit = 0      # 累计金额盈利
+    total_fee = 0               # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")
diff --git a/weex/长期持有信号/读取数据库数据-30分钟版.py b/weex/长期持有信号/读取数据库数据-30分钟版.py
new file mode 100644
index 0000000..8ecc0ee
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-30分钟版.py
@@ -0,0 +1,259 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 信号续持/反手/单根反色平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex30  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定（仅15分钟K线）：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    # 前跌后涨包住 -> 做多
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+
+    # 前涨后跌包住 -> 做空
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_optimized(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex30, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 下一根开盘平仓 + 同价反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # 同向信号 -> 续持
+            if direction and direction == pos_dir:
+                idx += 1
+                continue
+
+            # 单根反色K线 -> 判断后续是否能组成信号
+            curr_is_opposite = (pos_dir == 'long' and is_bearish(curr)) or (pos_dir == 'short' and is_bullish(curr))
+            if curr_is_opposite:
+                can_peek = idx + 1 < len(all_data)
+                if can_peek:
+                    lookahead_dir, _ = check_signal(curr, all_data[idx + 1])
+                    if lookahead_dir is not None:
+                        idx += 1
+                        continue  # 后续可组成信号，等待信号处理
+
+                # 否则按收盘价平仓
+                exit_price = float(next_bar['close'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                        current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0: stats[pos_sig_key]['wins'] += 1
+                current_position = None
+
+        idx += 1
+
+    # 尾仓：最后一根收盘价平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0: stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例（优化版盈利计算） =========================
+if __name__ == '__main__':
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{i1}")
+    #
+    # print(dates)
+
+    # dates = [f"2025-10-{i}" for i in range(1, 31)]
+    trades, stats = backtest_15m_trend_optimized(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000  # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5  # 固定开仓手续费
+    close_fee_rate = 0.0005  # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0  # 累计点差
+    total_money_profit = 0  # 累计金额盈利
+    total_fee = 0  # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        # 开仓 + 平仓手续费（按比例计算 + 固定）
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        # if net_profit > 500 or net_profit < -500:
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")
diff --git a/weex/长期持有信号/读取数据库数据-30分钟版，不判断信号.py b/weex/长期持有信号/读取数据库数据-30分钟版，不判断信号.py
new file mode 100644
index 0000000..c52e8c7
--- /dev/null
+++ b/weex/长期持有信号/读取数据库数据-30分钟版，不判断信号.py
@@ -0,0 +1,265 @@
+"""
+量化交易回测系统 - 仅15分钟K线 & 反向K线即时平仓逻辑（完整版）
+"""
+
+import datetime
+from dataclasses import dataclass
+from typing import List, Dict, Optional
+from loguru import logger
+from models.weex import Weex30  # 替换为你的15分钟K线模型
+
+
+# ========================= 工具函数 =========================
+
+def is_bullish(c):  # 阳线
+    return float(c['close']) > float(c['open'])
+
+
+def is_bearish(c):  # 阴线
+    return float(c['close']) < float(c['open'])
+
+
+def check_signal(prev, curr):
+    """
+    包住形态信号判定：
+    - 前跌后涨包住 -> 做多
+    - 前涨后跌包住 -> 做空
+    """
+    p_open, p_close = float(prev['open']), float(prev['close'])
+    c_open, c_close = float(curr['open']), float(curr['close'])
+
+    if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
+        return "long", "bear_bull_engulf"
+    if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
+        return "short", "bull_bear_engulf"
+
+    return None, None
+
+
+def get_data_by_date(model, date_str: str):
+    """按天获取指定表的数据（15分钟K线）"""
+    try:
+        target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
+        return []
+
+    start_ts = int(target_date.timestamp() * 1000)
+    end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
+
+    query = model.select().where(model.id.between(start_ts, end_ts)).order_by(model.id.asc())
+    return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
+
+
+# ========================= 回测逻辑 =========================
+
+def backtest_15m_trend_simplified(dates: List[str]):
+    all_data: List[Dict] = []
+    for d in dates:
+        all_data.extend(get_data_by_date(Weex30, d))
+    if not all_data:
+        return [], {
+            'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+            'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+        }
+
+    all_data.sort(key=lambda x: x['id'])
+
+    stats = {
+        'bear_bull_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '涨包跌'},
+        'bull_bear_engulf': {'count': 0, 'wins': 0, 'total_profit': 0.0, 'name': '跌包涨'},
+    }
+
+    trades: List[Dict] = []
+    current_position: Optional[Dict] = None
+    idx = 1
+
+    while idx < len(all_data) - 1:
+        prev, curr, next_bar = all_data[idx - 1], all_data[idx], all_data[idx + 1]
+        direction, signal_key = check_signal(prev, curr)
+
+        # 空仓 -> 碰到信号则开仓
+        if current_position is None and direction:
+            entry_price = float(next_bar['open'])
+            current_position = {
+                'direction': direction,
+                'signal': stats[signal_key]['name'],
+                'signal_key': signal_key,
+                'entry_price': entry_price,
+                'entry_time': next_bar['id']
+            }
+            stats[signal_key]['count'] += 1
+            idx += 1
+            continue
+
+        if current_position:
+            pos_dir = current_position['direction']
+            pos_sig_key = current_position['signal_key']
+
+            # 反向信号 -> 平仓 + 反手
+            if direction and direction != pos_dir:
+                exit_price = float(next_bar['open'])
+                diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                    current_position['entry_price'] - exit_price)
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(next_bar['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多' if pos_dir == 'long' else '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+
+                # 反手开仓
+                current_position = {
+                    'direction': direction,
+                    'signal': stats[signal_key]['name'],
+                    'signal_key': signal_key,
+                    'entry_price': exit_price,
+                    'entry_time': next_bar['id']
+                }
+                stats[signal_key]['count'] += 1
+                idx += 1
+                continue
+
+            # === 新逻辑：遇到反向K线立即平仓 ===
+            if pos_dir == 'long' and is_bearish(curr):
+                exit_price = float(curr['close'])
+                diff = exit_price - current_position['entry_price']
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做多',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+            if pos_dir == 'short' and is_bullish(curr):
+                exit_price = float(curr['close'])
+                diff = current_position['entry_price'] - exit_price
+                trades.append({
+                    'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+                    'exit_time': datetime.datetime.fromtimestamp(curr['id'] / 1000),
+                    'signal': current_position['signal'],
+                    'direction': '做空',
+                    'entry': current_position['entry_price'],
+                    'exit': exit_price,
+                    'diff': diff
+                })
+                stats[pos_sig_key]['total_profit'] += diff
+                if diff > 0:
+                    stats[pos_sig_key]['wins'] += 1
+                current_position = None
+                idx += 1
+                continue
+
+        idx += 1
+
+    # 尾仓平仓
+    if current_position:
+        last = all_data[-1]
+        exit_price = float(last['close'])
+        pos_dir = current_position['direction']
+        diff = (exit_price - current_position['entry_price']) if pos_dir == 'long' else (
+                current_position['entry_price'] - exit_price)
+        trades.append({
+            'entry_time': datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
+            'exit_time': datetime.datetime.fromtimestamp(last['id'] / 1000),
+            'signal': current_position['signal'],
+            'direction': '做多' if pos_dir == 'long' else '做空',
+            'entry': current_position['entry_price'],
+            'exit': exit_price,
+            'diff': diff
+        })
+        stats[current_position['signal_key']]['total_profit'] += diff
+        if diff > 0:
+            stats[current_position['signal_key']]['wins'] += 1
+
+    return trades, stats
+
+
+# ========================= 运行示例 =========================
+if __name__ == '__main__':
+    # dates = [f"2025-06-{i}" for i in range(1, 31)]
+
+    dates = []
+    for i in range(1, 11):
+        for i1 in range(1, 31):
+            dates.append(f"2025-{f'0{i}' if len(str(i)) < 2 else i}-{f'0{i1}' if len(str(i1)) < 2 else i1}")
+
+
+
+    trades, stats = backtest_15m_trend_simplified(dates)
+
+    logger.info("===== 每笔交易详情 =====")
+
+    # === 参数设定 ===
+    contract_size = 10000       # 合约规模（1手对应多少基础货币）
+    open_fee_fixed = 5          # 固定开仓手续费
+    close_fee_rate = 0.0005     # 按成交额比例的平仓手续费率
+
+    total_points_profit = 0     # 累计点差
+    total_money_profit = 0      # 累计金额盈利
+    total_fee = 0               # 累计手续费
+
+    for t in trades:
+        entry = t['entry']
+        exit = t['exit']
+        direction = t['direction']
+
+        # === 1️⃣ 原始价差（点差） ===
+        point_diff = (exit - entry) if direction == '做多' else (entry - exit)
+
+        # === 2️⃣ 金额盈利（考虑合约规模） ===
+        money_profit = point_diff / entry * contract_size  # 利润以基础货币计（例如USD）
+
+        # === 3️⃣ 手续费计算 ===
+        fee = open_fee_fixed + (contract_size / entry * exit * close_fee_rate)
+
+        # === 4️⃣ 净利润 ===
+        net_profit = money_profit - fee
+
+        # 保存计算结果
+        t.update({
+            'point_diff': point_diff,
+            'raw_profit': money_profit,
+            'fee': fee,
+            'net_profit': net_profit
+        })
+
+        total_points_profit += point_diff
+        total_money_profit += money_profit
+        total_fee += fee
+
+        logger.info(
+            f"{t['entry_time']} {direction}({t['signal']}) "
+            f"入={entry:.2f} 出={exit:.2f} 差价={point_diff:.2f} "
+            f"原始盈利={money_profit:.2f} 手续费={fee:.2f} 净利润={net_profit:.2f} {t['exit_time']}"
+        )
+
+    # === 汇总统计 ===
+    total_net_profit = total_money_profit - total_fee
+    print(f"\n一共交易笔数：{len(trades)}")
+    print(f"总点差：{total_points_profit:.2f}")
+    print(f"总原始盈利（未扣费）：{total_money_profit:.2f}")
+    print(f"总手续费：{total_fee:.2f}")
+    print(f"总净利润：{total_net_profit:.2f}\n")
+
+    print("===== 信号统计 =====")
+    for k, v in stats.items():
+        name, count, wins, total_p = v['name'], v['count'], v['wins'], v['total_profit']
+        win_rate = (wins / count * 100) if count > 0 else 0.0
+        avg_p = (total_p / count) if count > 0 else 0.0
+        print(f"{name}: 次数={count} 胜率={win_rate:.2f}% 总价差={total_p:.2f} 平均价差={avg_p:.2f}")