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优化完美代码的跳空高开和跳空低开情况

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2026-02-05 20:13:37 +08:00
parent a9938ba354
commit 82c71d2d90
1 changed files with 27 additions and 6 deletions
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33
bitmart/四分之一，五分钟，反手条件充足.py
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@@ -264,13 +264,29 @@ class BitmartFuturesTransaction:
prev_entity_upper = prev_entity_edge['upper'] # 实体上边 prev_entity_upper = prev_entity_edge['upper'] # 实体上边
prev_entity_lower = prev_entity_edge['lower'] # 实体下边 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） # 优化：以下两种情况以当前这根的开盘价作为计算基准
long_trigger = prev_entity_lower + prev_entity / 4 # 做多触发价 = 实体下边 + 实体/4（下四分之一处） # 1) 上一根阳线 且 当前开盘价 > 上一根收盘价（跳空高开）
short_trigger = prev_entity_upper - prev_entity / 4 # 做空触发价 = 实体上边 - 实体/4（上四分之一处） # 2) 上一根阴线 且 当前开盘价 < 上一根收盘价（跳空低开）
prev_is_bullish_for_calc = prev_kline['close'] > prev_kline['open']
prev_is_bearish_for_calc = prev_kline['close'] < prev_kline['open']
current_open_above_prev_close = current_kline['open'] > prev_kline['close']
current_open_below_prev_close = current_kline['open'] < prev_kline['close']
use_current_open_as_base = (prev_is_bullish_for_calc and current_open_above_prev_close) or (prev_is_bearish_for_calc and current_open_below_prev_close)
# 无持仓开仓：突破实体外四分之一 if use_current_open_as_base:
long_breakout = prev_entity_upper + prev_entity / 4 # 做多突破价 = 实体上边 + 实体/4 # 以当前K线开盘价为基准计算（跳空时用当前开盘价参与计算）
short_breakout = prev_entity_lower - prev_entity / 4 # 做空突破价 = 实体下边 - 实体/4 calc_lower = current_kline['open']
calc_upper = current_kline['open'] # 同一基准，上下四分之一对称
long_trigger = calc_lower + prev_entity / 4
short_trigger = calc_upper - prev_entity / 4
long_breakout = calc_upper + prev_entity / 4
short_breakout = calc_lower - prev_entity / 4
else:
# 原有计算方式
long_trigger = prev_entity_lower + prev_entity / 4 # 做多触发价 = 实体下边 + 实体/4（下四分之一处）
short_trigger = prev_entity_upper - prev_entity / 4 # 做空触发价 = 实体上边 - 实体/4（上四分之一处）
long_breakout = prev_entity_upper + prev_entity / 4 # 做多突破价 = 实体上边 + 实体/4
short_breakout = prev_entity_lower - prev_entity / 4 # 做空突破价 = 实体下边 - 实体/4
# 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 # 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'] prev_is_bearish = prev_kline['close'] < prev_kline['open']
@@ -281,6 +297,11 @@ class BitmartFuturesTransaction:
current_is_bearish = current_kline['close'] < current_kline['open'] current_is_bearish = current_kline['close'] < current_kline['open']
skip_long_by_lower_third = prev_is_bullish and current_is_bearish skip_long_by_lower_third = prev_is_bullish and current_is_bearish
if use_current_open_as_base:
if prev_is_bullish_for_calc and current_open_above_prev_close:
logger.info(f"上一根阳线且当前开盘价({current_kline['open']:.2f})>上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
else:
logger.info(f"上一根阴线且当前开盘价({current_kline['open']:.2f})<上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算")
logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}") 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"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1/4): {long_trigger:.2f}, 做空触发价(上1/4): {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}")