diff --git a/bitmart/四分之一，五分钟，反手条件充足修改版.py b/bitmart/四分之一，五分钟，反手条件充足修改版.py index aabfb51..4bfd4c1 100644 --- a/bitmart/四分之一，五分钟，反手条件充足修改版.py +++ b/bitmart/四分之一，五分钟，反手条件充足修改版.py @@ -123,38 +123,26 @@ class BitmartFuturesTransaction: 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 - # 反手频率控制 - self.reverse_cooldown_seconds = 1.5 * 60 # 反手冷却时间（秒） + # 反手过滤（仅价差，无冷却） self.reverse_min_move_pct = 0.05 # 反手最小价差过滤（百分比） - self.last_reverse_time = None # 上次反手时间 - # 开仓频率控制 - self.open_cooldown_seconds = 60 # 开仓冷却时间（秒），两次开仓至少间隔此时长 - self.last_open_time = None # 上次开仓时间 + self.last_open_time = None # 上次开仓时间（用于最短持仓时间判断） 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） self.leverage = "100" # 高杠杆（全仓模式下可开更大仓位） self.open_type = "cross" # 全仓模式 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 - self.stop_loss_usd = -3 # 固定止损：亏损达到 3 美元平仓 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） 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） self.max_unrealized_pnl_seen = None # 持仓期间见过的最大盈利（用于移动止损） - # 当前K线从极值回落平仓 - # 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 - self.drop_from_high_mode = 'pct_retrace' # 'fixed' | 'pct_retrace' - 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 - # 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 - 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） - 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） - 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） # 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 self.use_ema_atr_exit = True # 是否启用 EMA/ATR 平仓规则（多单+空单） 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） - 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 + 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） self._candle_high_seen = None # 当前K线内见过的最高价（多头用） self._candle_low_seen = None # 当前K线内见过的最低价（空头用） self._candle_id_for_high_low = None # 记录高低对应的K线 id，换线则重置 + 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 self.open_avg_price = None # 开仓价格 self.current_amount = None # 持仓量 @@ -570,22 +558,11 @@ class BitmartFuturesTransaction: return None def can_open(self, current_kline_id): - """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。""" - now = time.time() - if self.last_open_time is not None and now - self.last_open_time < self.open_cooldown_seconds: - remain = self.open_cooldown_seconds - (now - self.last_open_time) - self._log_throttled("open_cooldown", LOG_SYSTEM + f"开仓冷却中，剩余 {remain:.0f} 秒", interval=1.0) - return False + """开仓前过滤（已删除开仓冷却，保留接口便于后续扩展）。""" return True def can_reverse(self, current_price, trigger_price): - """反手前过滤：冷却时间 + 最小价差""" - now = time.time() - if self.last_reverse_time and now - self.last_reverse_time < self.reverse_cooldown_seconds: - remain = self.reverse_cooldown_seconds - (now - self.last_reverse_time) - self._log_throttled("reverse_cooldown", LOG_SYSTEM + f"反手冷却中，剩余 {remain:.0f} 秒", interval=1.0) - return False - + """反手前过滤：仅最小价差""" if trigger_price and trigger_price > 0: move_pct = abs(current_price - trigger_price) / trigger_price * 100 if move_pct < self.reverse_min_move_pct: @@ -708,7 +685,6 @@ class BitmartFuturesTransaction: self.max_unrealized_pnl_seen = None self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护 logger.success(LOG_POSITION + "反手做多成功") - self.last_reverse_time = time.time() time.sleep(20) return True else: @@ -735,7 +711,6 @@ class BitmartFuturesTransaction: self.max_unrealized_pnl_seen = None self.last_open_time = time.time() # 反手后的新仓位也受最短持仓时间保护 logger.success(LOG_POSITION + "反手做空成功") - self.last_reverse_time = time.time() time.sleep(20) return True else: @@ -859,9 +834,9 @@ class BitmartFuturesTransaction: except Exception: pass - # 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 + # 3.5 移动止损 + EMA/ATR 平仓 if self.start != 0: - # 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 + # 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） if self._candle_id_for_high_low != current_kline_time: self._candle_high_seen = None self._candle_low_seen = None @@ -873,7 +848,7 @@ class BitmartFuturesTransaction: self._candle_low_seen = min(self._candle_low_seen or float('inf'), current_price) hold_sec = (time.time() - self.last_open_time) if self.last_open_time else 999999 - 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 + allow_technical_exit = hold_sec >= self.min_hold_seconds # 多单：EMA(10) + ATR(14) 平仓（需满最短持仓时间） if allow_technical_exit and self.start == 1 and self.use_ema_atr_exit: @@ -882,6 +857,7 @@ class BitmartFuturesTransaction: if ema10 is not None and current_price < ema10: logger.info(LOG_POSITION + f"多单 EMA10 平仓 | 价 {current_price:.2f} 跌破 EMA10 {ema10:.2f}") self.平仓() + self._last_exit_kline_id = current_kline_time self.max_unrealized_pnl_seen = None self._candle_high_seen = None time.sleep(3) @@ -889,6 +865,7 @@ class BitmartFuturesTransaction: if atr14 is not None and self._candle_high_seen and (self._candle_high_seen - current_price) >= self.atr_multiplier * atr14: 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}") self.平仓() + self._last_exit_kline_id = current_kline_time self.max_unrealized_pnl_seen = None self._candle_high_seen = None time.sleep(3) @@ -901,6 +878,7 @@ class BitmartFuturesTransaction: if ema10 is not None and current_price > ema10: logger.info(LOG_POSITION + f"空单 EMA10 平仓 | 价 {current_price:.2f} 涨破 EMA10 {ema10:.2f}") self.平仓() + self._last_exit_kline_id = current_kline_time self.max_unrealized_pnl_seen = None self._candle_low_seen = None time.sleep(3) @@ -908,69 +886,14 @@ class BitmartFuturesTransaction: if atr14 is not None and self._candle_low_seen and (current_price - self._candle_low_seen) >= self.atr_multiplier * atr14: 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}") self.平仓() + self._last_exit_kline_id = current_kline_time self.max_unrealized_pnl_seen = None self._candle_low_seen = None time.sleep(3) continue - use_fixed = self.drop_from_high_mode == 'fixed' and self.drop_from_high_to_close and self.drop_from_high_to_close > 0 - use_pct = self.drop_from_high_mode == 'pct_retrace' - if allow_technical_exit and (use_fixed or use_pct): - if self.start == 1: # 多头：最高价已在上面更新，这里只做回落判断 - do_close = False - if use_fixed and self._candle_high_seen and current_price <= self._candle_high_seen - self.drop_from_high_to_close: - do_close = True - reason = f"固定回落 {self.drop_from_high_to_close}" - elif use_pct and self._candle_high_seen and current_kline.get('open'): - candle_open = float(current_kline['open']) - rise_pct = (self._candle_high_seen - candle_open) / candle_open * 100 if candle_open > 0 else 0 - if rise_pct >= self.min_rise_pct_to_activate: - drop_trigger_pct = max(self.min_drop_pct_from_high, rise_pct * self.retrace_ratio) - drop_pct = (self._candle_high_seen - current_price) / self._candle_high_seen * 100 if self._candle_high_seen else 0 - if drop_pct >= drop_trigger_pct: - do_close = True - reason = f"涨幅 {rise_pct:.3f}% → 允许回撤 {drop_trigger_pct:.3f}%，实际回撤 {drop_pct:.3f}%" - else: - pass # 涨幅不足，不启用动态回撤 - if do_close: - 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}") - self.平仓() - self.max_unrealized_pnl_seen = None - self._candle_high_seen = None - time.sleep(3) - continue - 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 - self._candle_low_seen = min(self._candle_low_seen or float('inf'), current_price) - do_close = False - if use_fixed and self._candle_low_seen and current_price >= self._candle_low_seen + self.drop_from_high_to_close: - do_close = True - reason = f"固定反弹 {self.drop_from_high_to_close}" - elif use_pct and self._candle_low_seen and current_kline.get('open'): - candle_open = float(current_kline['open']) - rise_pct = (candle_open - self._candle_low_seen) / candle_open * 100 if candle_open > 0 else 0 # 对空头是“跌幅” - if rise_pct >= self.min_rise_pct_to_activate: - drop_trigger_pct = max(self.min_drop_pct_from_high, rise_pct * self.retrace_ratio) - bounce_pct = (current_price - self._candle_low_seen) / self._candle_low_seen * 100 if self._candle_low_seen else 0 - if bounce_pct >= drop_trigger_pct: - do_close = True - reason = f"跌幅 {rise_pct:.3f}% → 允许反弹 {drop_trigger_pct:.3f}%，实际反弹 {bounce_pct:.3f}%" - if do_close: - 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}") - self.平仓() - self.max_unrealized_pnl_seen = None - self._candle_low_seen = None - time.sleep(3) - continue - pnl_usd = self.get_unrealized_pnl_usd() if pnl_usd is not None: - # 固定止损：亏损达到 3 美元平仓 - if pnl_usd <= self.stop_loss_usd: - logger.info(LOG_POSITION + f"固定止损平仓 | 亏损 {pnl_usd:.2f} 美元") - self.平仓() - self.max_unrealized_pnl_seen = None - time.sleep(3) - continue # 更新持仓期间最大盈利（用于移动止损） if self.max_unrealized_pnl_seen is None: self.max_unrealized_pnl_seen = pnl_usd @@ -981,20 +904,24 @@ class BitmartFuturesTransaction: if pnl_usd < self.max_unrealized_pnl_seen - self.trailing_distance_usd: 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}$") self.平仓() + self._last_exit_kline_id = current_kline_time self.max_unrealized_pnl_seen = None time.sleep(3) continue # 4. 检查信号 signal = self.check_signal(current_price, prev_kline, current_kline) - # 5. 反手过滤：冷却时间 + 最小价差 + # 5. 反手过滤：最小价差 if signal and signal[0].startswith('reverse_'): if not self.can_reverse(current_price, signal[1]): signal = None - # 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 + # 5.5 开仓过滤：当前K线已出场则等下一根K线再开仓 if signal and signal[0] in ('long', 'short'): - if not self.can_open(current_kline_time): + if self._last_exit_kline_id == current_kline_time: + 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) + signal = None + elif not self.can_open(current_kline_time): signal = None else: self._current_kline_id_for_open = current_kline_time # 供 execute_trade 成功后记录