优化单根 k 线可以多次开仓
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ddrwode
@@ -36,12 +36,11 @@ class BitmartFuturesTransaction:
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# 开仓频率控制
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self.open_cooldown_seconds = 60 # 开仓冷却时间（秒），两次开仓至少间隔此时长
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self.last_open_time = None # 上次开仓时间
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self.last_open_kline_id = None # 上次开仓所在 K 线 id，同一根 K 线只允许开仓一次
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self.last_open_kline_id = None # 上次开仓所在 K 线 id（仅记录，不限制单 K 线开仓次数）
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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.take_profit_usd = 5 # 仓位盈利达到此金额（美元）时平仓止盈
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self.stop_loss_usd = -3 # 固定止损：亏损达到 3 美元平仓
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self.trailing_activation_usd = 2 # 盈利达到此金额后启动移动止损
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self.trailing_distance_usd = 1.5 # 从最高盈利回撤此金额则平仓
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@@ -54,9 +53,9 @@ class BitmartFuturesTransaction:
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self.retrace_ratio = 0.5 # 回撤系数，如 0.5 表示允许回撤涨幅的 50%（类似斐波那契 50% 回撤）
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self.min_rise_pct_to_activate = 0.02 # 至少涨/跌这么多才启用动态回撤，避免噪音
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self.min_drop_pct_from_high = 0.03 # 至少从最高点回撤这么多%才平仓（保底，避免过于敏感）
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# EMA(10) + EMA(20) / ATR(14) 平仓（多单优先）：收盘跌破 EMA10 先平；或从最高价回撤 ≥ atr_multiplier×ATR(14) 平
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self.use_ema_atr_exit = True # 是否启用 EMA/ATR 平仓规则（多单）
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self.atr_multiplier = 1.1 # 追踪止盈：从最高价回撤 ≥ 此倍数 × ATR(14) 则平仓
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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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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 = 1.1 # 追踪止盈：从极值回撤/反弹 ≥ 此倍数 × ATR(14) 则平仓
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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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@@ -461,11 +460,8 @@ class BitmartFuturesTransaction:
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return None
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def can_open(self, current_kline_id):
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"""开仓前过滤：同一根 K 线只开一次 + 开仓冷却时间。仅用于 long/short 新开仓。"""
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"""开仓前过滤：仅开仓冷却时间。单根 K 线符合规则可多次开仓。"""
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now = time.time()
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if self.last_open_kline_id is not None and self.last_open_kline_id == current_kline_id:
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logger.info(f"开仓频率控制：本 K 线({current_kline_id})已开过仓，跳过")
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return False
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if self.last_open_time is not None and now - self.last_open_time < self.open_cooldown_seconds:
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remain = self.open_cooldown_seconds - (now - self.last_open_time)
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logger.info(f"开仓冷却中，剩余 {remain:.0f} 秒")
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@@ -710,7 +706,7 @@ class BitmartFuturesTransaction:
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elif self.start == -1:
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self._candle_low_seen = min(self._candle_low_seen or float('inf'), current_price)
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# 多单优先：EMA(10) + ATR(14) 平仓 —— 收盘跌破 EMA10 先平；或从最高价回撤 ≥ 1.1×ATR 平
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# 多单：EMA(10) + ATR(14) 平仓 —— 收盘跌破 EMA10 先平；或从最高价回撤 ≥ 1.1×ATR 平
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if 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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@@ -729,6 +725,25 @@ class BitmartFuturesTransaction:
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time.sleep(3)
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continue
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# 空单：EMA(10) + ATR(14) 平仓 —— 收盘涨破 EMA10 先平；或从最低价反弹 ≥ 1.1×ATR 平
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if 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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if ema10 is not None and current_price > ema10:
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logger.info(f"空单 EMA10 平仓：当前价 {current_price:.2f} 涨破 EMA10 {ema10:.2f}（能赚点是点）")
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self.平仓()
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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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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(f"空单 ATR 追踪止盈：最低 {self._candle_low_seen:.2f}，当前 {current_price:.2f}，反弹 {(current_price - self._candle_low_seen):.2f} >= {self.atr_multiplier}×ATR(14)={atr14:.2f}")
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self.平仓()
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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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use_fixed = self.drop_from_high_mode == 'fixed' and self.drop_from_high_to_close and self.drop_from_high_to_close > 0
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use_pct = self.drop_from_high_mode == 'pct_retrace'
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if use_fixed or use_pct:
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@@ -800,14 +815,6 @@ class BitmartFuturesTransaction:
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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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# 止盈：盈利达到 take_profit_usd 平仓
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if pnl_usd >= self.take_profit_usd:
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logger.info(f"仓位盈利 {pnl_usd:.2f} 美元 >= {self.take_profit_usd} 美元，执行止盈平仓")
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self.平仓()
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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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@@ -816,7 +823,7 @@ class BitmartFuturesTransaction:
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if not self.can_reverse(current_price, signal[1]):
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signal = None
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# 5.5 开仓频率过滤：同一根 K 线只开一次 + 开仓冷却
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# 5.5 开仓频率过滤：仅冷却时间，单根 K 线符合规则可多次开仓
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if signal and signal[0] in ('long', 'short'):
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if not self.can_open(current_kline_time):
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signal = None
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