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日志展示优化

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ddrwode
2026-02-10 16:15:58 +08:00
parent a6df435c2f
commit a76f823647
1 changed files with 55 additions and 44 deletions
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99
bitmart/交易.py
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@@ -74,6 +74,7 @@ class BitmartFuturesTransaction:
self.take_profit_reentry_threshold = None # 多仓止盈平仓后，价格 <= 此值则开多（同向）
self.take_profit_triggered_kline_id_short = None # 空仓：本K线内是否出现过 open~low 的极值触发
self.take_profit_reentry_threshold_short = None # 空仓止盈平仓后，价格 >= 此值则开空（同向）
self.last_take_profit_kline_id = None # 本K线已止盈一次（不区分多空）则不再止盈
self.optimized_params_file = Path(__file__).resolve().parent / "atr_best_params.json"
self.strategy_log_dir = Path(__file__).resolve().parent # 策略开仓日志目录
@@ -740,30 +741,35 @@ class BitmartFuturesTransaction:
# 3.5 多仓止盈（自动四等分）：open~high 达到极值后，回到 3/4 平仓
if self.start == 1:
long_levels = self.calc_long_take_profit_levels(current_kline)
if long_levels is not None:
retrace_close_threshold = long_levels["close_threshold"]
# 使用当前K线 high 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判
if long_levels["extreme"] > long_levels["open"]:
self.take_profit_triggered_kline_id = current_kline_time
if (
self.take_profit_triggered_kline_id == current_kline_time
and current_price <= retrace_close_threshold
):
reason = (
f"当前K线开盘价={long_levels['open']:.2f}，最高价={long_levels['extreme']:.2f}(4/4)；"
f"现价{current_price:.2f}已回调至≤{retrace_close_threshold:.2f}(3/4)，按规则止盈平多"
)
self._log_take_profit_action("止盈平多仓", reason)
self.平仓()
self.take_profit_reentry_threshold = long_levels["reentry_threshold"]
self.take_profit_triggered_kline_id = None
page_start = True
time.sleep(1)
# 同一根K线多仓只允许止盈一次，避免“止盈->再开->再止盈”循环
if self.last_take_profit_kline_id == current_kline_time:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
long_levels = self.calc_long_take_profit_levels(current_kline)
if long_levels is not None:
retrace_close_threshold = long_levels["close_threshold"]
# 使用当前K线 high 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判
if long_levels["extreme"] > long_levels["open"]:
self.take_profit_triggered_kline_id = current_kline_time
if (
self.take_profit_triggered_kline_id == current_kline_time
and current_price <= retrace_close_threshold
):
reason = (
f"当前K线开盘价={long_levels['open']:.2f}，最高价={long_levels['extreme']:.2f}(4/4)；"
f"现价{current_price:.2f}已回调至≤{retrace_close_threshold:.2f}(3/4)，按规则止盈平多"
)
self._log_take_profit_action("止盈平多仓", reason)
self.平仓()
self.take_profit_reentry_threshold = long_levels["reentry_threshold"]
self.take_profit_triggered_kline_id = None
self.last_take_profit_kline_id = current_kline_time
page_start = True
time.sleep(1)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
# 3.6 止盈平多后：价格继续回调到 2/4 则同向开多
elif self.start == 0 and self.take_profit_reentry_threshold is not None:
if current_price <= self.take_profit_reentry_threshold:
@@ -786,30 +792,35 @@ class BitmartFuturesTransaction:
signal = self.check_signal(current_price, prev_kline, current_kline)
# 3.7 空仓止盈（自动四等分）：open~low 达到极值后，回到 3/4 平仓
elif self.start == -1:
short_levels = self.calc_short_take_profit_levels(current_kline)
if short_levels is not None:
retrace_close_threshold_short = short_levels["close_threshold"]
# 使用当前K线 low 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判
if short_levels["extreme"] < short_levels["open"]:
self.take_profit_triggered_kline_id_short = current_kline_time
if (
self.take_profit_triggered_kline_id_short == current_kline_time
and current_price >= retrace_close_threshold_short
):
reason = (
f"当前K线开盘价={short_levels['open']:.2f}，最低价={short_levels['extreme']:.2f}(4/4)；"
f"现价{current_price:.2f}已反弹至≥{retrace_close_threshold_short:.2f}(3/4)，按规则止盈平空"
)
self._log_take_profit_action("止盈平空仓", reason)
self.平仓()
self.take_profit_reentry_threshold_short = short_levels["reentry_threshold"]
self.take_profit_triggered_kline_id_short = None
page_start = True
time.sleep(1)
# 同一根K线空仓只允许止盈一次，避免“止盈->再开->再止盈”循环
if self.last_take_profit_kline_id == current_kline_time:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
short_levels = self.calc_short_take_profit_levels(current_kline)
if short_levels is not None:
retrace_close_threshold_short = short_levels["close_threshold"]
# 使用当前K线 low 判定是否已触发到 4/4 极值，避免依赖分钟收盘价漏判
if short_levels["extreme"] < short_levels["open"]:
self.take_profit_triggered_kline_id_short = current_kline_time
if (
self.take_profit_triggered_kline_id_short == current_kline_time
and current_price >= retrace_close_threshold_short
):
reason = (
f"当前K线开盘价={short_levels['open']:.2f}，最低价={short_levels['extreme']:.2f}(4/4)；"
f"现价{current_price:.2f}已反弹至≥{retrace_close_threshold_short:.2f}(3/4)，按规则止盈平空"
)
self._log_take_profit_action("止盈平空仓", reason)
self.平仓()
self.take_profit_reentry_threshold_short = short_levels["reentry_threshold"]
self.take_profit_triggered_kline_id_short = None
self.last_take_profit_kline_id = current_kline_time
page_start = True
time.sleep(1)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
else:
signal = self.check_signal(current_price, prev_kline, current_kline)
# 3.8 止盈平空后：价格继续反弹到 2/4 则同向开空
elif self.start == 0 and self.take_profit_reentry_threshold_short is not None:
if current_price >= self.take_profit_reentry_threshold_short: