开会了各位客户

bitmart/交易.py

@@ -77,14 +77,14 @@ class BitmartFuturesTransaction:
                 })
             formatted.sort(key=lambda x: x['id'])
 
-            # 返回最近2根K线：倒数第二根（上一根）和最后一根（当前）
+            # 返回最近多根K线列表，供主循环按「实体>0.1%」向前选取上一根
             if len(formatted) >= 2:
-                return formatted[-2], formatted[-1]
-            return None, None
+                return formatted
+            return None
         except Exception as e:
             logger.error(f"获取K线异常: {e}")
             self.ding(text="获取K线异常", error=True)
-            return None, None
+            return None
 
     def get_current_price(self):
         """获取当前最新价格"""
@@ -270,14 +270,9 @@ class BitmartFuturesTransaction:
         检查交易信号
         返回: ('long', trigger_price) / ('short', trigger_price) / None
         """
-        # 计算上一根K线实体
+        # 计算上一根K线实体（主循环已保证所选 prev 实体 > 0.1%）
         prev_entity = self.calculate_entity(prev_kline)
 
-        # 实体过小不交易（实体 < 0.1）
-        if prev_entity < 0.1:
-            logger.info(f"上一根K线实体过小: {prev_entity:.4f}，跳过信号检测")
-            return None
-
         # 获取上一根K线的实体上下边
         prev_entity_edge = self.get_entity_edge(prev_kline)
         prev_entity_upper = prev_entity_edge['upper']  # 实体上边
@@ -567,13 +562,27 @@ class BitmartFuturesTransaction:
                 page_start = False
 
             try:
-                # 1. 获取K线数据（当前K线和上一根K线）
-                prev_kline, current_kline = self.get_klines()
-                if not prev_kline or not current_kline:
+                # 1. 获取K线数据，当前K线=最后一根；上一根=从后往前第一根实体>0.1%的K线
+                formatted = self.get_klines()
+                if not formatted or len(formatted) < 2:
                     logger.warning("获取K线失败，等待重试...")
                     time.sleep(5)
                     continue
 
+                current_kline = formatted[-1]
+                prev_kline = None
+                for i in range(len(formatted) - 2, -1, -1):
+                    k = formatted[i]
+                    entity = abs(k['close'] - k['open'])
+                    entity_pct = entity / k['open'] * 100 if k['open'] else 0
+                    if entity_pct > 0.1:
+                        prev_kline = k
+                        break
+                if prev_kline is None:
+                    logger.info("没有实体>0.1%的上一根K线，跳过信号检测")
+                    time.sleep(0.1)
+                    continue
+
                 # 记录进入新的K线
                 current_kline_time = current_kline['id']
                 if self.last_kline_time != current_kline_time: