日志展示优化
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ddrwode
@@ -123,38 +123,26 @@ class BitmartFuturesTransaction:
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self.last_kline_time = None # 上一次处理的K线时间戳，用于判断是否是新K线
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# 反手频率控制
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self.reverse_cooldown_seconds = 1.5 * 60 # 反手冷却时间（秒）
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# 反手过滤（仅价差，无冷却）
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self.reverse_min_move_pct = 0.05 # 反手最小价差过滤（百分比）
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self.last_reverse_time = None # 上次反手时间
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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_time = None # 上次开仓时间（用于最短持仓时间判断）
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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.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 = 6 # 盈利达到此金额后启动移动止损（调高避免波动不大就触发）
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self.trailing_distance_usd = 3 # 从最高盈利回撤此金额则平仓（调高避免小幅回撤就平）
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self.max_unrealized_pnl_seen = None # 持仓期间见过的最大盈利（用于移动止损）
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# 当前K线从极值回落平仓
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# 模式: 'fixed'=固定点数(drop_from_high_to_close)；'pct_retrace'=按本K线涨幅比例动态算回撤
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self.drop_from_high_mode = 'pct_retrace' # 'fixed' | 'pct_retrace'
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self.drop_from_high_to_close = 2 # fixed 模式下：回落/反弹超过此价格（点数）则平仓，0 表示关闭
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# pct_retrace 模式：本K线涨幅 = (最高-开盘)/开盘*100；允许回撤% = 涨幅% * retrace_ratio，从最高点回撤超过则平仓
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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 = 0.06 # 至少涨/跌这么多才启用动态回撤（调高避免波动不大就触发）
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self.min_drop_pct_from_high = 0.08 # 至少从最高点回撤这么多%才平仓（调高避免小幅波动就平）
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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 = 1.8 # 追踪止盈：从极值回撤/反弹 ≥ 此倍数×ATR(14) 则平仓（调高避免波动不大就平）
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self.min_hold_seconds = 90 # 开仓/反手后至少持仓此时长才允许技术性止盈（EMA/ATR/K线回撤/移动止损）；固定止损始终生效
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self.min_hold_seconds = 90 # 开仓/反手后至少持仓此时长才允许技术性止盈（EMA/ATR/移动止损）
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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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self._last_exit_kline_id = None # 当前K线出场后，本K线内不再开仓，等下一根K线再判断
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self.open_avg_price = None # 开仓价格
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self.current_amount = None # 持仓量
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@@ -570,22 +558,11 @@ 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：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_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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self._log_throttled("open_cooldown", LOG_SYSTEM + f"开仓冷却中，剩余 {remain:.0f} 秒", interval=1.0)
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return False
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"""开仓前过滤（已删除开仓冷却，保留接口便于后续扩展）。"""
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return True
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def can_reverse(self, current_price, trigger_price):
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"""反手前过滤：冷却时间 + 最小价差"""
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now = time.time()
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if self.last_reverse_time and now - self.last_reverse_time < self.reverse_cooldown_seconds:
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remain = self.reverse_cooldown_seconds - (now - self.last_reverse_time)
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self._log_throttled("reverse_cooldown", LOG_SYSTEM + f"反手冷却中，剩余 {remain:.0f} 秒", interval=1.0)
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return False
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"""反手前过滤：仅最小价差"""
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if trigger_price and trigger_price > 0:
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move_pct = abs(current_price - trigger_price) / trigger_price * 100
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if move_pct < self.reverse_min_move_pct:
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@@ -708,7 +685,6 @@ class BitmartFuturesTransaction:
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self.max_unrealized_pnl_seen = None
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self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护
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logger.success(LOG_POSITION + "反手做多成功")
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self.last_reverse_time = time.time()
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time.sleep(20)
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return True
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else:
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@@ -735,7 +711,6 @@ class BitmartFuturesTransaction:
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self.max_unrealized_pnl_seen = None
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self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护
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logger.success(LOG_POSITION + "反手做空成功")
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self.last_reverse_time = time.time()
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time.sleep(20)
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return True
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else:
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@@ -859,9 +834,9 @@ class BitmartFuturesTransaction:
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except Exception:
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pass
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# 3.5 止损/止盈/移动止损 + EMA/ATR 平仓 + 当前K线从极值回落平仓
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# 3.5 移动止损 + EMA/ATR 平仓
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if self.start != 0:
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# 当前K线从最高/最低点回落平仓：换线重置跟踪，有持仓时更新本K线内最高/最低价并检查
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# 换线重置跟踪，有持仓时更新本K线内最高/最低价（供 ATR 追踪用）
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if self._candle_id_for_high_low != current_kline_time:
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self._candle_high_seen = None
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self._candle_low_seen = None
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@@ -873,7 +848,7 @@ class BitmartFuturesTransaction:
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self._candle_low_seen = min(self._candle_low_seen or float('inf'), current_price)
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hold_sec = (time.time() - self.last_open_time) if self.last_open_time else 999999
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allow_technical_exit = hold_sec >= self.min_hold_seconds # 未满最短持仓时间则只允许固定止损
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allow_technical_exit = hold_sec >= self.min_hold_seconds
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# 多单：EMA(10) + ATR(14) 平仓（需满最短持仓时间）
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if allow_technical_exit and self.start == 1 and self.use_ema_atr_exit:
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@@ -882,6 +857,7 @@ class BitmartFuturesTransaction:
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if ema10 is not None and current_price < ema10:
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logger.info(LOG_POSITION + f"多单 EMA10 平仓 | 价 {current_price:.2f} 跌破 EMA10 {ema10:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_high_seen = None
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time.sleep(3)
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@@ -889,6 +865,7 @@ class BitmartFuturesTransaction:
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if atr14 is not None and self._candle_high_seen and (self._candle_high_seen - current_price) >= self.atr_multiplier * atr14:
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logger.info(LOG_POSITION + f"多单 ATR 追踪止盈 | 最高 {self._candle_high_seen:.2f} 当前 {current_price:.2f} 回撤≥{self.atr_multiplier}×ATR={atr14:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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self.max_unrealized_pnl_seen = None
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self._candle_high_seen = None
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time.sleep(3)
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@@ -901,6 +878,7 @@ class BitmartFuturesTransaction:
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if ema10 is not None and current_price > ema10:
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logger.info(LOG_POSITION + f"空单 EMA10 平仓 | 价 {current_price:.2f} 涨破 EMA10 {ema10:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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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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@@ -908,69 +886,14 @@ class BitmartFuturesTransaction:
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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(LOG_POSITION + f"空单 ATR 追踪止盈 | 最低 {self._candle_low_seen:.2f} 当前 {current_price:.2f} 反弹≥{self.atr_multiplier}×ATR={atr14:.2f}")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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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 allow_technical_exit and (use_fixed or use_pct):
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if self.start == 1: # 多头：最高价已在上面更新，这里只做回落判断
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do_close = False
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if use_fixed and self._candle_high_seen and current_price <= self._candle_high_seen - self.drop_from_high_to_close:
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do_close = True
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reason = f"固定回落 {self.drop_from_high_to_close}"
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elif use_pct and self._candle_high_seen and current_kline.get('open'):
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candle_open = float(current_kline['open'])
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rise_pct = (self._candle_high_seen - candle_open) / candle_open * 100 if candle_open > 0 else 0
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if rise_pct >= self.min_rise_pct_to_activate:
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drop_trigger_pct = max(self.min_drop_pct_from_high, rise_pct * self.retrace_ratio)
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drop_pct = (self._candle_high_seen - current_price) / self._candle_high_seen * 100 if self._candle_high_seen else 0
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if drop_pct >= drop_trigger_pct:
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do_close = True
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reason = f"涨幅 {rise_pct:.3f}% → 允许回撤 {drop_trigger_pct:.3f}%，实际回撤 {drop_pct:.3f}%"
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else:
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pass # 涨幅不足，不启用动态回撤
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if do_close:
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logger.info(LOG_POSITION + f"多单K线回落平仓 | 最高 {self._candle_high_seen:.2f} 当前 {current_price:.2f} | {reason}")
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self.平仓()
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self.max_unrealized_pnl_seen = None
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self._candle_high_seen = None
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time.sleep(3)
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continue
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elif self.start == -1: # 空头：跟踪当前K线最低价，从最低点反弹超过阈值则平仓
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self._candle_low_seen = min(self._candle_low_seen or float('inf'), current_price)
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do_close = False
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if use_fixed and self._candle_low_seen and current_price >= self._candle_low_seen + self.drop_from_high_to_close:
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do_close = True
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reason = f"固定反弹 {self.drop_from_high_to_close}"
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elif use_pct and self._candle_low_seen and current_kline.get('open'):
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candle_open = float(current_kline['open'])
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rise_pct = (candle_open - self._candle_low_seen) / candle_open * 100 if candle_open > 0 else 0 # 对空头是“跌幅”
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if rise_pct >= self.min_rise_pct_to_activate:
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drop_trigger_pct = max(self.min_drop_pct_from_high, rise_pct * self.retrace_ratio)
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bounce_pct = (current_price - self._candle_low_seen) / self._candle_low_seen * 100 if self._candle_low_seen else 0
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if bounce_pct >= drop_trigger_pct:
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do_close = True
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reason = f"跌幅 {rise_pct:.3f}% → 允许反弹 {drop_trigger_pct:.3f}%，实际反弹 {bounce_pct:.3f}%"
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if do_close:
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logger.info(LOG_POSITION + f"空单K线反弹平仓 | 最低 {self._candle_low_seen:.2f} 当前 {current_price:.2f} | {reason}")
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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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pnl_usd = self.get_unrealized_pnl_usd()
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if pnl_usd is not None:
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# 固定止损：亏损达到 3 美元平仓
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if pnl_usd <= self.stop_loss_usd:
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logger.info(LOG_POSITION + f"固定止损平仓 | 亏损 {pnl_usd:.2f} 美元")
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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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# 更新持仓期间最大盈利（用于移动止损）
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if self.max_unrealized_pnl_seen is None:
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self.max_unrealized_pnl_seen = pnl_usd
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@@ -981,20 +904,24 @@ class BitmartFuturesTransaction:
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if pnl_usd < self.max_unrealized_pnl_seen - self.trailing_distance_usd:
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logger.info(LOG_POSITION + f"移动止损平仓 | 盈利 {pnl_usd:.2f} 从最高 {self.max_unrealized_pnl_seen:.2f} 回撤≥{self.trailing_distance_usd}$")
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self.平仓()
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self._last_exit_kline_id = current_kline_time
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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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# 5. 反手过滤：冷却时间 + 最小价差
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# 5. 反手过滤：最小价差
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if signal and signal[0].startswith('reverse_'):
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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：仅冷却时间，单根 K 线符合规则可多次开仓
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# 5.5 开仓过滤：当前K线已出场则等下一根K线再开仓
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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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if self._last_exit_kline_id == current_kline_time:
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self._log_throttled("same_kline_no_open", LOG_SYSTEM + "当前K线已出场，等下一根K线再开仓", interval=2.0)
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signal = None
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elif not self.can_open(current_kline_time):
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signal = None
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else:
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self._current_kline_id_for_open = current_kline_time # 供 execute_trade 成功后记录
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