优化交易代码

1111

@@ -23,4 +23,25 @@ Abc12345678
 
 
 248.23
-2611
+2611
+
+
+
+基于前一根有效 K 线（实体 ≥ 0.1）：
+做多触发价 = 当前 k 线开盘价 + 实体 / 5（收盘价向上 1/5 实体）
+做空触发价 = 当前 k 线开盘价 - 实体 / 5（收盘价向下 1/5 实体）
+
+若已有持仓，在 3 分钟 K 线的第一分钟可单独检测反手：
+持空反手做多：价格涨到 开仓价 + 前一根实体 / 5
+持多反手做空：价格跌到 开仓价 - 前一根实体 / 5
+
+
+
+
+
+
+
+
+
+
+

me/bitmart-三分之一策略交易111111111.py

@@ -0,0 +1,715 @@
+"""
+BitMart 三分之一回归策略交易（双向触发版）
+使用5分钟K线周期，实时监测
+
+策略规则：
+1. 触发价格计算（基于有效的前一根K线，实体>=0.1）：
+   - 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3）
+   - 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3）
+   
+2. 信号触发条件：
+   - 当前K线最高价 >= 做多触发价格 → 做多信号
+   - 当前K线最低价 <= 做空触发价格 → 做空信号
+
+3. 执行逻辑：
+   - 做多时遇到做空信号 -> 平多并反手开空
+   - 做空时遇到做多信号 -> 平空并反手开多
+   - 同一根K线内只交易一次，防止频繁反手
+
+示例1（阳线）：
+   前一根K线：开盘3000，收盘3100（阳线，实体=100）
+   - 做多触发价格 = 3100 + 33 = 3133（继续上涨做多）
+   - 做空触发价格 = 3100 - 33 = 3067（回调做空）←当前跌到这里就做空
+
+示例2（阴线）：
+   前一根K线：开盘3100，收盘3000（阴线，实体=100）
+   - 做多触发价格 = 3000 + 33 = 3033（反弹做多）
+   - 做空触发价格 = 3000 - 33 = 2967（继续下跌做空）
+"""
+
+import time
+import datetime
+
+from tqdm import tqdm
+from loguru import logger
+from bit_tools import openBrowser
+from DrissionPage import ChromiumPage
+from DrissionPage import ChromiumOptions
+
+from bitmart.api_contract import APIContract
+from 交易.tools import send_dingtalk_message
+
+
+class BitmartOneThirdStrategy:
+    def __init__(self, bit_id):
+
+        self.page: ChromiumPage | None = None
+
+        self.api_key = "6104088c65a68d7e53df5d9395b67d78e555293a"
+        self.secret_key = "a8b14312330d8e6b9b09acfd972b34e32022fdfa9f2b06f0a0a31723b873fd01"
+        self.memo = "me"
+
+        self.contract_symbol = "ETHUSDT"
+
+        self.contractAPI = APIContract(self.api_key, self.secret_key, self.memo, timeout=(5, 15))
+
+        self.start = 0  # 持仓状态: -1 空, 0 无, 1 多
+        self.direction = None
+
+        self.pbar = tqdm(total=5, desc="等待K线", ncols=80)  # 5分钟周期
+
+        self.last_kline_time = None
+
+        self.leverage = "40"  # 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 = 0.01  # 每次开仓使用可用余额的 1%
+
+        self.open_avg_price = None  # 开仓价格
+        self.current_amount = None  # 持仓量
+
+        self.bit_id = bit_id
+
+        # 三分之一策略参数
+        self.min_body_size = 0.1  # 最小实体大小
+        self.kline_step = 5  # K线周期（5分钟）
+        self.kline_count = 20  # 获取的K线数量，用于向前查找有效K线
+
+        # 实时监测参数
+        self.check_interval = 3  # 检测间隔（秒）
+        self.last_trigger_kline_id = None  # 记录上次触发信号的K线ID，避免同一K线重复触发
+        self.last_trigger_direction = None  # 记录上次触发的方向
+        self.last_trade_kline_id = None  # 记录上次实际交易的K线ID，防止同一K线内频繁反手
+
+    # ========================= 三分之一策略核心函数 =========================
+
+    def is_bullish(self, c):
+        """判断阳线"""
+        return float(c['close']) > float(c['open'])
+
+    def is_bearish(self, c):
+        """判断阴线"""
+        return float(c['close']) < float(c['open'])
+
+    def get_body_size(self, candle):
+        """计算K线实体大小（绝对值）"""
+        return abs(float(candle['open']) - float(candle['close']))
+
+    def find_valid_prev_bar(self, all_data, current_idx, min_body_size=0.1):
+        """
+        从当前索引往前查找，直到找到实体>=min_body_size的K线
+        返回：(有效K线的索引, K线数据) 或 (None, None)
+        """
+        if current_idx <= 0:
+            return None, None
+
+        for i in range(current_idx - 1, -1, -1):
+            prev = all_data[i]
+            body_size = self.get_body_size(prev)
+            if body_size >= min_body_size:
+                return i, prev
+
+        return None, None
+
+    def get_one_third_levels(self, prev):
+        """
+        计算前一根K线实体的 1/3 双向触发价格
+        返回：(做多触发价格, 做空触发价格)
+
+        基于收盘价计算（无论阴线阳线）：
+        - 做多触发价格 = 收盘价 + 实体/3（从收盘价往上涨1/3实体）
+        - 做空触发价格 = 收盘价 - 实体/3（从收盘价往下跌1/3实体）
+
+        示例：
+        阳线 open=3000, close=3100, 实体=100
+        - 做多触发 = 3100 + 33 = 3133（继续涨）
+        - 做空触发 = 3100 - 33 = 3067（回调）
+
+        阴线 open=3100, close=3000, 实体=100
+        - 做多触发 = 3000 + 33 = 3033（反弹）
+        - 做空触发 = 3000 - 33 = 2967（继续跌）
+        """
+        p_open = float(prev['open'])
+        p_close = float(prev['close'])
+
+        body = abs(p_open - p_close)
+
+        if body < 0.001:  # 十字星，忽略
+            return None, None
+
+        # 基于收盘价的双向触发价格
+        long_trigger = p_close + body / 3  # 从收盘价往上涨1/3触发做多
+        short_trigger = p_close - body / 3  # 从收盘价往下跌1/3触发做空
+
+        return long_trigger, short_trigger
+
+    def check_trigger(self, all_data, current_idx):
+        """
+        检查当前K线是否触发了交易信号（双向检测）
+        返回：(方向, 触发价格, 有效前一根K线索引) 或 (None, None, None)
+
+        规则：
+        - 当前K线高点 >= 做多触发价格 → 做多信号
+        - 当前K线低点 <= 做空触发价格 → 做空信号
+        """
+        if current_idx <= 0:
+            return None, None, None
+
+        curr = all_data[current_idx]
+
+        # 查找实体>=min_body_size的前一根K线
+        valid_prev_idx, prev = self.find_valid_prev_bar(all_data, current_idx, self.min_body_size)
+
+        if prev is None:
+            return None, None, None
+
+        long_trigger, short_trigger = self.get_one_third_levels(prev)
+
+        if long_trigger is None:
+            return None, None, None
+
+        # 使用影线部分（high/low）来判断
+        c_high = float(curr['high'])
+        c_low = float(curr['low'])
+
+        # 检测是否触发
+        long_triggered = c_high >= long_trigger
+        short_triggered = c_low <= short_trigger
+
+        # 如果两个方向都触发，判断哪个先触发
+        if long_triggered and short_triggered:
+            c_open = float(curr['open'])
+            dist_to_long = abs(long_trigger - c_open)
+            dist_to_short = abs(short_trigger - c_open)
+            if dist_to_short <= dist_to_long:
+                return 'short', short_trigger, valid_prev_idx
+            else:
+                return 'long', long_trigger, valid_prev_idx
+
+        if short_triggered:
+            return 'short', short_trigger, valid_prev_idx
+
+        if long_triggered:
+            return 'long', long_trigger, valid_prev_idx
+
+        return None, None, None
+
+    def check_realtime_trigger(self, kline_data):
+        """
+        实时检测当前K线是否触发信号（双向检测）
+        基于已收盘的K线计算触发价格，用当前正在形成的K线判断
+        返回：(方向, 触发价格, 有效前一根K线, 当前K线) 或 (None, None, None, None)
+        """
+        if len(kline_data) < 2:
+            return None, None, None, None
+
+        # 当前正在形成的K线（最后一根，未收盘）
+        curr = kline_data[-1]
+        curr_kline_id = curr['id']
+
+        # 从倒数第二根开始往前找有效K线（已收盘的K线）
+        valid_prev_idx, prev = self.find_valid_prev_bar(kline_data, len(kline_data) - 1, self.min_body_size)
+
+        if prev is None:
+            return None, None, None, None
+
+        long_trigger, short_trigger = self.get_one_third_levels(prev)
+
+        if long_trigger is None:
+            return None, None, None, None
+
+        # 使用当前K线的实时高低点来判断
+        c_high = float(curr['high'])
+        c_low = float(curr['low'])
+
+        # 检测是否触发
+        long_triggered = c_high >= long_trigger
+        short_triggered = c_low <= short_trigger
+
+        # 确定触发方向
+        direction = None
+        trigger_price = None
+
+        if long_triggered and short_triggered:
+            # 两个方向都触发，判断哪个先（距离开盘价更近的先触发）
+            c_open = float(curr['open'])
+            dist_to_long = abs(long_trigger - c_open)
+            dist_to_short = abs(short_trigger - c_open)
+            if dist_to_short <= dist_to_long:
+                direction = 'short'
+                trigger_price = short_trigger
+            else:
+                direction = 'long'
+                trigger_price = long_trigger
+        elif short_triggered:
+            direction = 'short'
+            trigger_price = short_trigger
+        elif long_triggered:
+            direction = 'long'
+            trigger_price = long_trigger
+
+        if direction is None:
+            return None, None, None, None
+
+        # 检查是否在同一根K线内已经触发过相同方向
+        if self.last_trigger_kline_id == curr_kline_id and self.last_trigger_direction == direction:
+            return None, None, None, None
+
+        return direction, trigger_price, prev, curr
+
+    # ========================= BitMart API 函数 =========================
+
+    def get_klines(self):
+        """获取最近N根5分钟K线"""
+        try:
+            end_time = int(time.time())
+            # 获取足够多的K线用于向前查找有效K线
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=self.kline_step,  # 5分钟
+                start_time=end_time - 3600 * 3,  # 取最近3小时
+                end_time=end_time
+            )[0]["data"]
+
+            # 每根: [timestamp, open, high, low, close, volume]
+            formatted = []
+            for k in response:
+                formatted.append({
+                    'id': int(k["timestamp"]),
+                    'open': float(k["open_price"]),
+                    'high': float(k["high_price"]),
+                    'low': float(k["low_price"]),
+                    'close': float(k["close_price"])
+                })
+            formatted.sort(key=lambda x: x['id'])
+            return formatted
+        except Exception as e:
+            error_msg = str(e)
+            # 检查是否是429限流错误
+            if "429" in error_msg or "too many requests" in error_msg.lower():
+                logger.warning(f"API限流，等待60秒后重试: {e}")
+                time.sleep(60)
+            else:
+                logger.error(f"获取K线异常: {e}")
+                self.ding(msg="获取K线异常", error=True)
+            return None
+
+    def get_current_price(self):
+        """获取当前最新价格"""
+        try:
+            end_time = int(time.time())
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=1,  # 1分钟
+                start_time=end_time - 3600 * 3,
+                end_time=end_time
+            )[0]
+            if response['code'] == 1000:
+                return float(response['data'][-1]["close_price"])
+            return None
+        except Exception as e:
+            logger.error(f"获取价格异常: {e}")
+            return None
+
+    def get_available_balance(self):
+        """获取合约账户可用USDT余额"""
+        try:
+            response = self.contractAPI.get_assets_detail()[0]
+            if response['code'] == 1000:
+                data = response['data']
+                if isinstance(data, dict):
+                    return float(data.get('available_balance', 0))
+                elif isinstance(data, list):
+                    for asset in data:
+                        if asset.get('currency') == 'USDT':
+                            return float(asset.get('available_balance', 0))
+            return None
+        except Exception as e:
+            logger.error(f"余额查询异常: {e}")
+            return None
+
+    def get_position_status(self):
+        """获取当前持仓方向"""
+        try:
+            response = self.contractAPI.get_position(contract_symbol=self.contract_symbol)[0]
+            if response['code'] == 1000:
+                positions = response['data']
+                if not positions:
+                    self.start = 0
+                    self.open_avg_price = None
+                    self.current_amount = None
+                    self.position_cross = None
+                    return True
+                self.start = 1 if positions[0]['position_type'] == 1 else -1
+                self.open_avg_price = positions[0]['open_avg_price']
+                self.current_amount = positions[0]['current_amount']
+                self.position_cross = positions[0]["position_cross"]
+                return True
+            else:
+                return False
+        except Exception as e:
+            logger.error(f"持仓查询异常: {e}")
+            return False
+
+    def set_leverage(self):
+        """程序启动时设置全仓 + 高杠杆"""
+        try:
+            response = self.contractAPI.post_submit_leverage(
+                contract_symbol=self.contract_symbol,
+                leverage=self.leverage,
+                open_type=self.open_type
+            )[0]
+            if response['code'] == 1000:
+                logger.success(f"全仓模式 + {self.leverage}x 杠杆设置成功")
+                return True
+            else:
+                logger.error(f"杠杆设置失败: {response}")
+                return False
+        except Exception as e:
+            logger.error(f"设置杠杆异常: {e}")
+            return False
+
+    # ========================= 浏览器自动化函数 =========================
+
+    def openBrowser(self):
+        """打开 TGE 对应浏览器实例"""
+        try:
+            bit_port = openBrowser(id=self.bit_id)
+            co = ChromiumOptions()
+            co.set_local_port(port=bit_port)
+            self.page = ChromiumPage(addr_or_opts=co)
+            return True
+        except:
+            return False
+
+    def close_extra_tabs_in_browser(self):
+        """关闭多余 tab"""
+        try:
+            for idx, tab in enumerate(self.page.get_tabs()):
+                if idx > 0:
+                    tab.close()
+            return True
+        except:
+            return False
+
+    def click_safe(self, xpath, sleep=0.5):
+        """安全点击"""
+        try:
+            ele = self.page.ele(xpath)
+            if not ele:
+                return False
+            ele.scroll.to_see(center=True)
+            time.sleep(sleep)
+            ele.click(by_js=True)
+            return True
+        except:
+            return False
+
+    def 平仓(self):
+        """市价平仓"""
+        logger.info("执行平仓操作...")
+        self.click_safe('x://span[normalize-space(text()) ="市价"]')
+        time.sleep(0.5)
+        self.ding(msg="执行平仓操作")
+
+    def 开单(self, marketPriceLongOrder=0, size=None):
+        """
+        市价开单
+        marketPriceLongOrder: 1 做多, -1 做空
+        """
+        if size is None or size <= 0:
+            logger.warning("开单金额无效")
+            return False
+
+        direction_str = "做多" if marketPriceLongOrder == 1 else "做空"
+        logger.info(f"执行{direction_str}操作，金额: {size}")
+
+        size = 50
+        try:
+            if marketPriceLongOrder == -1:
+                self.click_safe('x://button[normalize-space(text()) ="市价"]')
+                self.page.ele('x://*[@id="size_0"]').input(size)
+                self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
+            elif marketPriceLongOrder == 1:
+                self.click_safe('x://button[normalize-space(text()) ="市价"]')
+                self.page.ele('x://*[@id="size_0"]').input(size)
+                self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
+
+            self.ding(msg=f"执行{direction_str}操作，金额: {size}")
+            return True
+        except Exception as e:
+            logger.error(f"开单异常: {e}")
+            return False
+
+    def ding(self, msg, error=False):
+        """统一消息格式"""
+        prefix = "❌三分之一策略：" if error else "🔔三分之一策略："
+        if error:
+            logger.error(msg)
+            for i in range(10):
+                send_dingtalk_message(f"{prefix}{msg}")
+        else:
+            logger.info(msg)
+            send_dingtalk_message(f"{prefix}{msg}")
+
+    # ========================= 时间计算函数 =========================
+
+    def get_now_time(self):
+        """获取当前5分钟整点时间戳"""
+        current_timestamp = time.time()
+        current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
+
+        # 计算距离当前时间最近的5分钟整点
+        minute = current_datetime.minute
+        target_minute = (minute // 5) * 5  # 向下取整到5分钟
+        target_datetime = current_datetime.replace(minute=target_minute, second=0, microsecond=0)
+
+        return int(target_datetime.timestamp())
+
+    def get_time_to_next_5min(self):
+        """获取距离下一个5分钟的秒数"""
+        current_timestamp = time.time()
+        current_datetime = datetime.datetime.fromtimestamp(current_timestamp)
+
+        minute = current_datetime.minute
+        next_5min = ((minute // 5) + 1) * 5
+        if next_5min >= 60:
+            next_datetime = current_datetime.replace(minute=0, second=0, microsecond=0) + datetime.timedelta(hours=1)
+        else:
+            next_datetime = current_datetime.replace(minute=next_5min, second=0, microsecond=0)
+
+        return (next_datetime - current_datetime).total_seconds()
+
+    # ========================= 主运行函数 =========================
+
+    def action(self):
+        """主运行逻辑 - 实时监测版本"""
+        # 启动时设置全仓高杠杆
+        if not self.set_leverage():
+            logger.error("杠杆设置失败，程序继续运行但可能下单失败")
+            return
+
+        # 1. 打开浏览器
+        if not self.openBrowser():
+            self.ding("打开浏览器失败！", error=True)
+            return
+        logger.info("浏览器打开成功")
+
+        if self.close_extra_tabs_in_browser():
+            logger.info('关闭多余标签页成功')
+        else:
+            logger.info('关闭多余标签页失败')
+
+        self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+        time.sleep(2)
+
+        self.click_safe('x://button[normalize-space(text()) ="市价"]')
+
+        logger.info(f"开始实时监测，检测间隔: {self.check_interval}秒")
+
+        # 用于定时发送持仓信息（每5分钟发一次）
+        last_report_time = 0
+        report_interval = 300  # 5分钟报告一次持仓
+
+        while True:
+            # 1. 打开浏览器
+            for i in range(5):
+                if self.openBrowser():
+                    break
+
+                time.sleep(5)
+            else:
+                self.ding("打开浏览器失败！", error=True)
+                return
+            logger.info("浏览器打开成功")
+
+            if self.close_extra_tabs_in_browser():
+                logger.info('关闭多余标签页成功')
+            else:
+                logger.info('关闭多余标签页失败')
+
+            self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+            time.sleep(2)
+
+            self.click_safe('x://button[normalize-space(text()) ="市价"]')
+
+            try:
+                # 获取K线数据
+                kline_data = self.get_klines()
+                if not kline_data:
+                    logger.warning("获取K线数据失败，等待重试...")
+                    time.sleep(self.check_interval)
+                    continue
+
+                if len(kline_data) < 3:
+                    logger.warning("K线数据不足")
+                    time.sleep(self.check_interval)
+                    continue
+
+                # 获取当前K线信息用于日志
+                curr = kline_data[-1]
+                curr_time_str = datetime.datetime.fromtimestamp(curr['id']).strftime('%H:%M:%S')
+
+                # ========== 实时信号检测 ==========
+                direction, trigger_price, valid_prev, curr_kline = self.check_realtime_trigger(kline_data)
+
+                if direction:
+                    curr_kline_id = curr_kline['id']
+
+                    # 检查是否在同一K线内已经交易过（防止频繁反手）
+                    if self.last_trade_kline_id == curr_kline_id:
+                        logger.debug(f"同一K线内已交易，跳过本次{direction}信号")
+                        # 更新触发记录，避免重复日志
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+
+                    # 获取持仓状态
+                    if not self.get_position_status():
+                        logger.warning("获取仓位信息失败")
+                        time.sleep(self.check_interval)
+                        continue
+
+                    prev_time = datetime.datetime.fromtimestamp(valid_prev['id']).strftime('%H:%M')
+                    prev_type = "阳线" if self.is_bullish(valid_prev) else "阴线"
+                    prev_body = self.get_body_size(valid_prev)
+
+                    # 检查信号与持仓是否同向（避免重复日志）
+                    if (direction == "long" and self.start == 1) or (direction == "short" and self.start == -1):
+                        # 信号与持仓同向，静默忽略
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+
+                    logger.info(f"{'=' * 50}")
+                    logger.info(f"🚨 检测到{direction}信号！触发价格: {trigger_price:.2f}")
+                    logger.info(
+                        f"  有效前一根[{prev_time}]: {prev_type} 实体={prev_body:.2f} O={valid_prev['open']:.2f} C={valid_prev['close']:.2f}")
+                    logger.info(
+                        f"  当前K线: H={curr_kline['high']:.2f} L={curr_kline['low']:.2f} C={curr_kline['close']:.2f}")
+                    logger.info(f"  当前持仓: {self.start} (1=多, -1=空, 0=无)")
+
+                    # ========== 执行交易逻辑 ==========
+                    balance = self.get_available_balance()
+                    if balance is None:
+                        balance = 0
+                    trade_size = balance * self.risk_percent
+
+                    executed = False
+                    if direction == "long":
+                        if self.start == -1:  # 当前空仓，平空开多
+                            logger.info("📈 平空仓，反手开多")
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:  # 当前无仓，直接开多
+                            logger.info("📈 无仓位，开多")
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+
+                    elif direction == "short":
+                        if self.start == 1:  # 当前多仓，平多开空
+                            logger.info("📉 平多仓，反手开空")
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:  # 当前无仓，直接开空
+                            logger.info("📉 无仓位，开空")
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+
+                    # 记录本次触发
+                    self.last_trigger_kline_id = curr_kline_id
+                    self.last_trigger_direction = direction
+
+                    if executed:
+                        # 记录交易K线，防止同一K线内频繁反手
+                        self.last_trade_kline_id = curr_kline_id
+                        # 交易后立即发送持仓信息
+                        self.get_position_status()
+                        self._send_position_message(curr_kline)
+                        last_report_time = time.time()
+
+                    logger.info(f"{'=' * 50}")
+
+                else:
+                    # 没有信号时，显示实时价格
+                    logger.debug(
+                        f"[{curr_time_str}] 现价: {curr['close']:.2f} H={curr['high']:.2f} L={curr['low']:.2f}")
+
+                # ========== 定时发送持仓信息 ==========
+                current_time = time.time()
+                if current_time - last_report_time >= report_interval:
+                    if self.get_position_status():
+                        self._send_position_message(kline_data[-1])
+                    last_report_time = current_time
+
+                # 等待下次检测
+                time.sleep(self.check_interval)
+
+            except Exception as e:
+                logger.error(f"主循环异常: {e}")
+                time.sleep(self.check_interval)
+
+            time.sleep(15)
+            self.page.close()
+            time.sleep(15)
+
+    def _send_position_message(self, latest_kline):
+        """发送持仓信息到钉钉"""
+        current_price = float(latest_kline["close"])
+        balance = self.get_available_balance()
+        self.balance = balance if balance is not None else 0.0
+
+        if self.start != 0:
+            open_avg_price = float(self.open_avg_price) if self.open_avg_price else 0.0
+            current_amount = float(self.current_amount) if self.current_amount else 0.0
+            position_cross = float(self.position_cross) if hasattr(self,
+                                                                   'position_cross') and self.position_cross else 0.0
+
+            # 计算浮动盈亏
+            if self.start == 1:  # 多头
+                unrealized_pnl = current_amount * 0.001 * (current_price - open_avg_price)
+            else:  # 空头
+                unrealized_pnl = current_amount * 0.001 * (open_avg_price - current_price)
+
+            # 计算收益率
+            if open_avg_price > 0:
+                if self.start == 1:
+                    pnl_rate = (current_price - open_avg_price) / open_avg_price * 10000
+                else:
+                    pnl_rate = (open_avg_price - current_price) / open_avg_price * 10000
+                rate_str = f" ({pnl_rate:+.2f}%)"
+            else:
+                rate_str = ""
+
+            direction_str = "空" if self.start == -1 else "多"
+            pnl_str = f"{unrealized_pnl:+.2f} USDT"
+
+            msg = (
+                f"【三分之一策略 {self.contract_symbol} 5分钟】\n"
+                f"当前方向：{direction_str}\n"
+                f"当前现价：{current_price:.2f} USDT\n"
+                f"开仓均价：{open_avg_price:.2f} USDT\n"
+                f"持仓量(eth)：{float(current_amount) / 1000} eth\n"
+                f"持仓量(usdt)：{position_cross} usdt\n"
+                f"浮动盈亏：{pnl_str}{rate_str}\n"
+                f"账户可用余额：{self.balance:.2f} usdt"
+            )
+        else:
+            msg = (
+                f"【三分之一策略 {self.contract_symbol} 5分钟】\n"
+                f"当前方向：无\n"
+                f"当前现价：{current_price:.2f} USDT\n"
+                f"账户可用余额：{self.balance:.2f} usdt"
+            )
+
+        self.ding(msg=msg)
+
+
+if __name__ == '__main__':
+    # 启动三分之一策略交易
+    BitmartOneThirdStrategy(bit_id="62f9107d0c674925972084e282df55b3").action()

open_fifth_strategy/README.md

@@ -0,0 +1,52 @@
+# 基于开盘价的五分之一策略
+
+根据 1111 中的策略规则实现的 BitMart 合约交易策略。
+
+## 策略规则
+
+### 触发价计算（基于前一根有效 K 线，实体 ≥ 0.1）
+
+- **做多触发价** = 当前 K 线开盘价 + 实体/5
+- **做空触发价** = 当前 K 线开盘价 - 实体/5
+
+### 信号触发条件
+
+- 当前 K 线最高价 ≥ 做多触发价 → 做多信号
+- 当前 K 线最低价 ≤ 做空触发价 → 做空信号
+
+### 第一分钟反手（若已有持仓）
+
+- **持空反手做多**：价格涨到 开仓价 + 前一根实体/5
+- **持多反手做空**：价格跌到 开仓价 - 前一根实体/5
+
+### 与原始五分之一策略的区别
+
+| 项目       | 原始策略       | 本策略（基于开盘价）     |
+|------------|----------------|--------------------------|
+| 做多触发基 | 前一根收盘价   | 当前 K 线开盘价          |
+| 做空触发基 | 前一根收盘价   | 当前 K 线开盘价          |
+| 反手逻辑   | 同左           | 相同                     |
+
+## 运行方式
+
+在项目根目录 `lm_code` 下执行：
+
+```bash
+python open_fifth_strategy/main.py
+```
+
+或使用模块方式：
+
+```bash
+cd /path/to/lm_code
+python -m open_fifth_strategy.main
+```
+
+## 配置
+
+在 `config.py` 中修改：
+
+- API 密钥
+- 合约交易对（默认 ETHUSDT）
+- K 线周期（默认 3 分钟）
+- 杠杆、风险比例等

open_fifth_strategy/__init__.py

@@ -0,0 +1,2 @@
+# -*- coding: utf-8 -*-
+"""基于开盘价的五分之一策略"""

open_fifth_strategy/config.py

@@ -0,0 +1,33 @@
+# -*- coding: utf-8 -*-
+"""
+基于开盘价的五分之一策略 - 配置文件
+
+策略规则（来自 1111）：
+- 做多触发价 = 当前K线开盘价 + 前一根实体/5
+- 做空触发价 = 当前K线开盘价 - 前一根实体/5
+- 前一根有效K线：实体 >= 0.1
+
+第一分钟反手：
+- 持空反手做多：价格涨到 开仓价 + 前一根实体/5
+- 持多反手做空：价格跌到 开仓价 - 前一根实体/5
+"""
+
+# BitMart API（请勿提交敏感信息到版本库）
+API_KEY = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
+SECRET_KEY = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
+MEMO = "合约交易"
+
+# 交易参数
+CONTRACT_SYMBOL = "ETHUSDT"
+KLINE_STEP = 3  # 3分钟K线
+MIN_BODY_SIZE = 0.1  # 有效K线最小实体
+CHECK_INTERVAL = 3  # 检测间隔（秒）
+LEVERAGE = "100"
+OPEN_TYPE = "cross"  # 全仓
+RISK_PERCENT = 0.01  # 每次开仓占用可用余额的比例
+
+# 反手信号价格容差（美元）
+REVERSE_PRICE_TOLERANCE = 2.0
+
+# 比特浏览器ID（用于网页下单）
+BIT_ID = "f2320f57e24c45529a009e1541e25961"

open_fifth_strategy/main.py

@@ -0,0 +1,665 @@
+# -*- coding: utf-8 -*-
+"""
+BitMart 基于开盘价的五分之一策略交易
+
+策略规则（与 1111 一致）：
+1. 触发价格计算（基于前一根有效K线，实体>=0.1）：
+   - 做多触发价 = 当前K线开盘价 + 实体/5
+   - 做空触发价 = 当前K线开盘价 - 实体/5
+
+2. 信号触发条件：
+   - 当前K线最高价 >= 做多触发价 → 做多信号
+   - 当前K线最低价 <= 做空触发价 → 做空信号
+
+3. 第一分钟反手（若已有持仓）：
+   - 持空反手做多：价格涨到 开仓价 + 前一根实体/5
+   - 持多反手做空：价格跌到 开仓价 - 前一根实体/5
+
+运行方式（在项目根目录 lm_code 下）：
+  python open_fifth_strategy/main.py
+"""
+import sys
+from pathlib import Path
+
+# 确保项目根目录在路径中
+_root = Path(__file__).resolve().parent.parent
+if str(_root) not in sys.path:
+    sys.path.insert(0, str(_root))
+
+import random
+import time
+from concurrent.futures import ThreadPoolExecutor
+
+from loguru import logger
+from bit_tools import openBrowser
+from DrissionPage import ChromiumPage
+from DrissionPage import ChromiumOptions
+
+from bitmart.api_contract import APIContract
+from 交易.tools import send_dingtalk_message
+
+from open_fifth_strategy.config import (
+    API_KEY,
+    SECRET_KEY,
+    MEMO,
+    CONTRACT_SYMBOL,
+    KLINE_STEP,
+    MIN_BODY_SIZE,
+    CHECK_INTERVAL,
+    LEVERAGE,
+    OPEN_TYPE,
+    RISK_PERCENT,
+    REVERSE_PRICE_TOLERANCE,
+    BIT_ID,
+)
+
+ding_executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="dingtalk")
+
+
+class OpenBasedFifthStrategy:
+    """基于开盘价的五分之一策略"""
+
+    def __init__(self, bit_id=None):
+        self.page = None
+        self.api_key = API_KEY
+        self.secret_key = SECRET_KEY
+        self.memo = MEMO
+        self.contract_symbol = CONTRACT_SYMBOL
+        self.contractAPI = APIContract(
+            self.api_key, self.secret_key, self.memo, timeout=(5, 15)
+        )
+
+        self.start = 0  # 持仓: -1空, 0无, 1多
+        self.open_avg_price = None
+        self.current_amount = None
+        self.position_cross = None
+        self.bit_id = bit_id or BIT_ID
+
+        self.min_body_size = MIN_BODY_SIZE
+        self.kline_step = KLINE_STEP
+        self.check_interval = CHECK_INTERVAL
+        self.leverage = LEVERAGE
+        self.open_type = OPEN_TYPE
+        self.risk_percent = RISK_PERCENT
+        self.reverse_price_tolerance = REVERSE_PRICE_TOLERANCE
+
+        self.last_trigger_kline_id = None
+        self.last_trigger_direction = None
+        self.last_trade_kline_id = None
+        self.entry_prev_body = None
+        self.entry_price = None
+        self.entry_kline_id = None
+        self.first_minute_reverse_executed = False
+
+    # ==================== 策略核心（基于开盘价）====================
+
+    def get_body_size(self, candle):
+        return abs(float(candle["open"]) - float(candle["close"]))
+
+    def find_valid_prev_bar(self, all_data, current_idx):
+        """找前一根有效K线（实体>=min_body_size）"""
+        if current_idx <= 0:
+            return None, None
+        for i in range(current_idx - 1, -1, -1):
+            prev = all_data[i]
+            if self.get_body_size(prev) >= self.min_body_size:
+                return i, prev
+        return None, None
+
+    def get_open_based_levels(self, prev, curr_open):
+        """
+        基于当前K线开盘价计算触发价（与1111一致）
+        做多触发 = 当前K线开盘价 + 实体/5
+        做空触发 = 当前K线开盘价 - 实体/5
+        """
+        body = self.get_body_size(prev)
+        if body < 0.001:
+            return None, None
+        curr_o = float(curr_open)
+        long_trigger = curr_o + body / 5
+        short_trigger = curr_o - body / 5
+        return long_trigger, short_trigger
+
+    def get_1m_bars_for_3m_bar(self, bar_3m):
+        """获取当前3分钟K线对应的3根1分钟K线"""
+        try:
+            start_ts = int(bar_3m["id"])
+            end_ts = start_ts + 3 * 60
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=1,
+                start_time=start_ts,
+                end_time=end_ts,
+            )[0]
+            if response.get("code") != 1000:
+                return []
+            data = response.get("data", [])
+            out = []
+            for k in data:
+                out.append(
+                    {
+                        "id": int(k["timestamp"]),
+                        "open": float(k["open_price"]),
+                        "high": float(k["high_price"]),
+                        "low": float(k["low_price"]),
+                        "close": float(k["close_price"]),
+                    }
+                )
+            out.sort(key=lambda x: x["id"])
+            return out
+        except Exception as e:
+            logger.warning(f"获取1分钟K线失败: {e}")
+            return []
+
+    def determine_trigger_order_by_1m(self, bars_1m, long_trigger, short_trigger):
+        """用1分钟K线判断先触发做多还是做空"""
+        if not bars_1m:
+            return None
+        for bar in bars_1m:
+            high = float(bar["high"])
+            low = float(bar["low"])
+            open_price = float(bar["open"])
+            long_ok = high >= long_trigger
+            short_ok = low <= short_trigger
+            if long_ok and not short_ok:
+                return "long"
+            if short_ok and not long_ok:
+                return "short"
+            if long_ok and short_ok:
+                d_long = abs(long_trigger - open_price)
+                d_short = abs(short_trigger - open_price)
+                return "short" if d_short < d_long else "long"
+        return None
+
+    def check_first_minute_reverse_signal(self, curr_kline, kline_data):
+        """
+        第一分钟反手检测（与1111一致）：
+        - 持空反手做多：价格涨到 开仓价 + 前一根实体/5
+        - 持多反手做空：价格跌到 开仓价 - 前一根实体/5
+        """
+        if self.start == 0:
+            return None, None
+
+        curr_kline_id = curr_kline["id"]
+        if self.entry_kline_id != curr_kline_id:
+            self.first_minute_reverse_executed = False
+            self.entry_kline_id = curr_kline_id
+
+        if self.first_minute_reverse_executed:
+            return None, None
+
+        entry_price = self.entry_price
+        if entry_price is None and self.open_avg_price:
+            entry_price = float(self.open_avg_price)
+        if entry_price is None:
+            return None, None
+
+        _, valid_prev = self.find_valid_prev_bar(
+            kline_data, len(kline_data) - 1
+        )
+        if valid_prev is None:
+            return None, None
+        prev_body = self.get_body_size(valid_prev)
+        reverse_offset = prev_body / 5
+
+        bars_1m = self.get_1m_bars_for_3m_bar(curr_kline)
+        if not bars_1m or len(bars_1m) < 1:
+            return None, None
+
+        first_1m = bars_1m[0]
+        first_1m_high = float(first_1m["high"])
+        first_1m_low = float(first_1m["low"])
+        first_1m_close = float(first_1m["close"])
+
+        if self.start == -1:
+            reverse_long_trigger = entry_price + reverse_offset
+            if first_1m_high >= reverse_long_trigger:
+                if first_1m_close >= reverse_long_trigger - self.reverse_price_tolerance:
+                    return "long", reverse_long_trigger
+
+        elif self.start == 1:
+            reverse_short_trigger = entry_price - reverse_offset
+            if first_1m_low <= reverse_short_trigger:
+                if first_1m_close <= reverse_short_trigger + self.reverse_price_tolerance:
+                    return "short", reverse_short_trigger
+
+        return None, None
+
+    def check_realtime_trigger(self, kline_data, current_position=0):
+        """
+        实时检测信号（基于当前K线开盘价计算触发价）
+        返回：(方向, 触发价, 有效前一根, 当前K线) 或 (None,...)
+        """
+        if len(kline_data) < 2:
+            return None, None, None, None
+
+        curr = kline_data[-1]
+        curr_kline_id = curr["id"]
+        curr_open = curr["open"]
+        valid_prev_idx, prev = self.find_valid_prev_bar(
+            kline_data, len(kline_data) - 1
+        )
+        if prev is None:
+            return None, None, None, None
+
+        long_trigger, short_trigger = self.get_open_based_levels(prev, curr_open)
+        if long_trigger is None:
+            return None, None, None, None
+
+        c_high = float(curr["high"])
+        c_low = float(curr["low"])
+        c_close = float(curr["close"])
+        long_triggered = c_high >= long_trigger
+        short_triggered = c_low <= short_trigger
+
+        direction = None
+        trigger_price = None
+
+        if current_position == 1:
+            if short_triggered and c_close <= short_trigger + self.reverse_price_tolerance:
+                direction = "short"
+                trigger_price = short_trigger
+        elif current_position == -1:
+            if long_triggered and c_close >= long_trigger - self.reverse_price_tolerance:
+                direction = "long"
+                trigger_price = long_trigger
+        else:
+            if long_triggered and short_triggered:
+                bars_1m = self.get_1m_bars_for_3m_bar(curr)
+                if bars_1m:
+                    direction = self.determine_trigger_order_by_1m(
+                        bars_1m, long_trigger, short_trigger
+                    )
+                    trigger_price = (
+                        long_trigger if direction == "long" else short_trigger
+                    )
+                if direction is None:
+                    c_open_f = float(curr["open"])
+                    d_long = abs(long_trigger - c_open_f)
+                    d_short = abs(short_trigger - c_open_f)
+                    direction = "short" if d_short <= d_long else "long"
+                    trigger_price = (
+                        long_trigger if direction == "long" else short_trigger
+                    )
+            elif short_triggered:
+                direction = "short"
+                trigger_price = short_trigger
+            elif long_triggered:
+                direction = "long"
+                trigger_price = long_trigger
+
+        if direction is None:
+            return None, None, None, None
+        if (
+            self.last_trigger_kline_id == curr_kline_id
+            and self.last_trigger_direction == direction
+        ):
+            return None, None, None, None
+
+        return direction, trigger_price, prev, curr
+
+    # ==================== BitMart API ====================
+
+    def get_klines(self):
+        try:
+            end_time = int(time.time())
+            response = self.contractAPI.get_kline(
+                contract_symbol=self.contract_symbol,
+                step=self.kline_step,
+                start_time=end_time - 3600 * 3,
+                end_time=end_time,
+            )[0]["data"]
+            formatted = []
+            for k in response:
+                formatted.append(
+                    {
+                        "id": int(k["timestamp"]),
+                        "open": float(k["open_price"]),
+                        "high": float(k["high_price"]),
+                        "low": float(k["low_price"]),
+                        "close": float(k["close_price"]),
+                    }
+                )
+            formatted.sort(key=lambda x: x["id"])
+            return formatted
+        except Exception as e:
+            if "429" in str(e) or "too many requests" in str(e).lower():
+                logger.warning(f"API限流，等待60秒: {e}")
+                time.sleep(60)
+            else:
+                logger.error(f"获取K线异常: {e}")
+                self.ding("获取K线异常", error=True)
+            return None
+
+    def get_available_balance(self):
+        try:
+            response = self.contractAPI.get_assets_detail()[0]
+            if response["code"] == 1000:
+                data = response["data"]
+                if isinstance(data, dict):
+                    return float(data.get("available_balance", 0))
+                for asset in data:
+                    if asset.get("currency") == "USDT":
+                        return float(asset.get("available_balance", 0))
+            return None
+        except Exception as e:
+            logger.error(f"余额查询异常: {e}")
+            return None
+
+    def get_position_status(self):
+        try:
+            response = self.contractAPI.get_position(
+                contract_symbol=self.contract_symbol
+            )[0]
+            if response["code"] == 1000:
+                positions = response["data"]
+                if not positions:
+                    self.start = 0
+                    self.open_avg_price = None
+                    self.current_amount = None
+                    self.position_cross = None
+                    return True
+                self.start = 1 if positions[0]["position_type"] == 1 else -1
+                self.open_avg_price = positions[0]["open_avg_price"]
+                self.current_amount = positions[0]["current_amount"]
+                self.position_cross = positions[0]["position_cross"]
+                return True
+            return False
+        except Exception as e:
+            logger.error(f"持仓查询异常: {e}")
+            return False
+
+    def set_leverage(self):
+        try:
+            response = self.contractAPI.post_submit_leverage(
+                contract_symbol=self.contract_symbol,
+                leverage=self.leverage,
+                open_type=self.open_type,
+            )[0]
+            if response["code"] == 1000:
+                logger.success(f"全仓 {self.leverage}x 杠杆设置成功")
+                return True
+            logger.error(f"杠杆设置失败: {response}")
+            return False
+        except Exception as e:
+            logger.error(f"设置杠杆异常: {e}")
+            return False
+
+    # ==================== 浏览器 ====================
+
+    def _open_browser(self):
+        try:
+            bit_port = openBrowser(id=self.bit_id)
+            co = ChromiumOptions()
+            co.set_local_port(port=bit_port)
+            self.page = ChromiumPage(addr_or_opts=co)
+            return True
+        except Exception:
+            return False
+
+    def close_extra_tabs(self):
+        try:
+            for idx, tab in enumerate(self.page.get_tabs()):
+                if idx > 0:
+                    tab.close()
+            return True
+        except Exception:
+            return False
+
+    def click_safe(self, xpath, sleep=0.5):
+        try:
+            ele = self.page.ele(xpath)
+            if not ele:
+                return False
+            ele.scroll.to_see(center=True)
+            time.sleep(sleep)
+            ele.click(by_js=True)
+            return True
+        except Exception:
+            return False
+
+    def 平仓(self):
+        logger.info("执行平仓...")
+        self.click_safe('x://span[normalize-space(text()) ="市价"]')
+        time.sleep(0.5)
+        self.ding("执行平仓操作")
+
+    def 开单(self, marketPriceLongOrder=0, size=None):
+        if size is None or size <= 0:
+            logger.warning("开单金额无效")
+            return False
+        direction_str = "做多" if marketPriceLongOrder == 1 else "做空"
+        logger.info(f"执行{direction_str}，金额: {size}")
+        size = max(1, min(25, int(size)))  # 限制单次下单金额 1~25
+        try:
+            self.click_safe('x://button[normalize-space(text()) ="市价"]')
+            self.page.ele('x://*[@id="size_0"]').input(str(size))
+            if marketPriceLongOrder == -1:
+                self.click_safe('x://span[normalize-space(text()) ="卖出/做空"]')
+            else:
+                self.click_safe('x://span[normalize-space(text()) ="买入/做多"]')
+            self.ding(f"执行{direction_str}，金额: {size}")
+            return True
+        except Exception as e:
+            logger.error(f"开单异常: {e}")
+            return False
+
+    def ding(self, msg, error=False):
+        prefix = "❌开盘价五分之一：" if error else "🔔开盘价五分之一："
+        full_msg = f"{prefix}{msg}"
+        if error:
+            logger.error(msg)
+            for _ in range(3):
+                ding_executor.submit(self._send_ding_safe, full_msg)
+        else:
+            logger.info(msg)
+            ding_executor.submit(self._send_ding_safe, full_msg)
+
+    def _send_ding_safe(self, msg):
+        try:
+            send_dingtalk_message(msg)
+        except Exception as e:
+            logger.warning(f"消息发送失败: {e}")
+
+    def _send_position_message(self, latest_kline):
+        current_price = float(latest_kline["close"])
+        balance = self.get_available_balance()
+        self.balance = balance if balance is not None else 0.0
+        if self.start != 0:
+            open_avg_price = float(self.open_avg_price)
+            current_amount = float(self.current_amount)
+            position_cross = float(
+                getattr(self, "position_cross", 0) or 0
+            )
+            if self.start == 1:
+                unrealized_pnl = current_amount * 0.001 * (
+                    current_price - open_avg_price
+                )
+            else:
+                unrealized_pnl = current_amount * 0.001 * (
+                    open_avg_price - current_price
+                )
+            pnl_rate = (
+                (current_price - open_avg_price)
+                / open_avg_price
+                * 100
+                if self.start == 1
+                else (open_avg_price - current_price)
+                / open_avg_price
+                * 100
+            )
+            direction_str = "空" if self.start == -1 else "多"
+            msg = (
+                f"【开盘价五分之一 {self.contract_symbol}】\n"
+                f"方向：{direction_str}\n"
+                f"现价：{current_price:.2f}\n"
+                f"开仓均价：{open_avg_price:.2f}\n"
+                f"浮动盈亏：{unrealized_pnl:+.2f} USDT ({pnl_rate:+.2f}%)\n"
+                f"余额：{self.balance:.2f}"
+            )
+        else:
+            msg = (
+                f"【开盘价五分之一 {self.contract_symbol}】\n"
+                f"方向：无\n"
+                f"现价：{current_price:.2f}\n"
+                f"余额：{self.balance:.2f}"
+            )
+        self.ding(msg)
+
+    # ==================== 主循环 ====================
+
+    def action(self):
+        if not self.set_leverage():
+            logger.error("杠杆设置失败")
+            return
+        if not self._open_browser():
+            self.ding("打开浏览器失败！", error=True)
+            return
+        logger.info("浏览器打开成功")
+        self.close_extra_tabs()
+        self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+        time.sleep(2)
+        self.click_safe('x://button[normalize-space(text()) ="市价"]')
+        logger.info(
+            f"开盘价五分之一策略（3分钟K线）开始监测，间隔: {self.check_interval}秒"
+        )
+
+        last_report_time = 0
+        report_interval = 300
+
+        while True:
+            for _ in range(5):
+                if self._open_browser():
+                    break
+                time.sleep(5)
+            else:
+                self.ding("打开浏览器失败！", error=True)
+                return
+            self.close_extra_tabs()
+            self.page.get("https://derivatives.bitmart.com/zh-CN/futures/ETHUSDT")
+            time.sleep(2)
+            self.click_safe('x://button[normalize-space(text()) ="市价"]')
+
+            try:
+                kline_data = self.get_klines()
+                if not kline_data or len(kline_data) < 3:
+                    logger.warning("K线数据不足...")
+                    time.sleep(self.check_interval)
+                    continue
+
+                curr = kline_data[-1]
+                if not self.get_position_status():
+                    logger.warning("获取仓位失败，使用缓存")
+
+                # 第一分钟反手
+                if self.start != 0:
+                    first_dir, first_trigger = self.check_first_minute_reverse_signal(
+                        curr, kline_data
+                    )
+                    if first_dir:
+                        curr_kline_id = curr["id"]
+                        if self.last_trade_kline_id != curr_kline_id:
+                            balance = self.get_available_balance()
+                            trade_size = (balance or 0) * self.risk_percent
+                            if first_dir == "long" and self.start == -1:
+                                self.平仓()
+                                time.sleep(1)
+                                self.开单(marketPriceLongOrder=1, size=trade_size)
+                            elif first_dir == "short" and self.start == 1:
+                                self.平仓()
+                                time.sleep(1)
+                                self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            self.first_minute_reverse_executed = True
+                            self.last_trade_kline_id = curr_kline_id
+                            _, valid_prev = self.find_valid_prev_bar(
+                                kline_data, len(kline_data) - 1
+                            )
+                            if valid_prev:
+                                self.entry_prev_body = self.get_body_size(valid_prev)
+                            self.entry_price = float(curr["close"])
+                            self.entry_kline_id = curr_kline_id
+                            self.get_position_status()
+                            self._send_position_message(curr)
+                        time.sleep(self.check_interval)
+                        continue
+
+                # 常规信号检测
+                direction, trigger_price, valid_prev, curr_kline = (
+                    self.check_realtime_trigger(kline_data, self.start)
+                )
+
+                if direction:
+                    curr_kline_id = curr_kline["id"]
+                    if self.last_trade_kline_id == curr_kline_id:
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+
+                    if (direction == "long" and self.start == 1) or (
+                        direction == "short" and self.start == -1
+                    ):
+                        self.last_trigger_kline_id = curr_kline_id
+                        self.last_trigger_direction = direction
+                        time.sleep(self.check_interval)
+                        continue
+
+                    balance = self.get_available_balance()
+                    trade_size = (balance or 0) * self.risk_percent
+                    executed = False
+
+                    if direction == "long":
+                        if self.start == -1:
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:
+                            self.开单(marketPriceLongOrder=1, size=trade_size)
+                            executed = True
+                    elif direction == "short":
+                        if self.start == 1:
+                            self.平仓()
+                            time.sleep(1)
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+                        elif self.start == 0:
+                            self.开单(marketPriceLongOrder=-1, size=trade_size)
+                            executed = True
+
+                    self.last_trigger_kline_id = curr_kline_id
+                    self.last_trigger_direction = direction
+                    if executed:
+                        self.last_trade_kline_id = curr_kline_id
+                        self.entry_price = trigger_price
+                        self.entry_prev_body = self.get_body_size(valid_prev)
+                        self.entry_kline_id = curr_kline_id
+                        self.first_minute_reverse_executed = False
+                        self.get_position_status()
+                        self._send_position_message(curr_kline)
+                        last_report_time = time.time()
+
+                if time.time() - last_report_time >= report_interval:
+                    if self.get_position_status():
+                        self._send_position_message(kline_data[-1])
+                    last_report_time = time.time()
+
+                time.sleep(self.check_interval)
+
+            except Exception as e:
+                logger.error(f"主循环异常: {e}")
+                time.sleep(self.check_interval)
+            time.sleep(3)
+            if random.randint(1, 10) > 7:
+                self.page.close()
+                time.sleep(15)
+
+
+if __name__ == "__main__":
+    try:
+        OpenBasedFifthStrategy(bit_id=BIT_ID).action()
+    except KeyboardInterrupt:
+        logger.info("程序被用户中断")
+    finally:
+        ding_executor.shutdown(wait=True)
+        logger.info("已退出")