hahaa

me/bitmart-三分之一策略交易.py

@@ -10,6 +10,7 @@ BitMart 三分之一回归策略交易（双向触发版）
 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
+   - 方向以当前收盘相对前一根收盘为准：当前收盘在前一根之上偏多（只开多/不开空），之下偏空（只开空/不开多）；双触时也按此选方向，避免先探后拉/先拉后砸误开反手。
 
 3. 执行逻辑：
    - 做多时遇到做空信号 -> 平多并反手开空
@@ -169,25 +170,37 @@ class BitmartOneThirdStrategy:
         # 使用影线部分（high/low）来判断
         c_high = float(curr['high'])
         c_low = float(curr['low'])
+        c_close = float(curr['close'])
+        p_close = float(prev['close'])
 
         # 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
+        # 当前价格相对前一根收盘的方向：已在前一根之上偏多，之下偏空
         if long_triggered and short_triggered:
+            # 两个方向都触达时，以当前收盘相对前一根收盘为准，不按“谁先触达”
+            if c_close > p_close:
+                return 'long', long_trigger, valid_prev_idx
+            elif c_close < p_close:
+                return 'short', short_trigger, valid_prev_idx
             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
+            return 'long', long_trigger, valid_prev_idx
 
         if short_triggered:
+            # 仅触达做空价：若当前收盘已在前一根之上，说明已拉回偏多，不开空
+            if c_close > p_close:
+                return None, None, None
             return 'short', short_trigger, valid_prev_idx
 
         if long_triggered:
+            # 仅触达做多价：若当前收盘已在前一根之下，说明已回落偏空，不开多
+            if c_close < p_close:
+                return None, None, None
             return 'long', long_trigger, valid_prev_idx
 
         return None, None, None
@@ -219,32 +232,45 @@ class BitmartOneThirdStrategy:
         # 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'])
+        c_close = float(curr['close'])
+        p_close = float(prev['close'])
 
         # 检测是否触发
         long_triggered = c_high >= long_trigger
         short_triggered = c_low <= short_trigger
 
-        # 确定触发方向
+        # 确定触发方向：当前价格已在前一根之上偏多、之下偏空时，以当前方向为准
         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:
+            # 两个方向都触达时，以当前收盘相对前一根收盘为准（不按谁先触达）
+            if c_close > p_close:
+                direction = 'long'
+                trigger_price = long_trigger
+            elif c_close < p_close:
                 direction = 'short'
                 trigger_price = short_trigger
             else:
+                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:
+            # 仅触达做空价：若当前收盘已在前一根之上，说明已拉回偏多，不开空
+            if c_close <= p_close:
+                direction = 'short'
+                trigger_price = short_trigger
+        elif long_triggered:
+            # 仅触达做多价：若当前收盘已在前一根之下，说明已回落偏空，不开多
+            if c_close >= p_close:
                 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