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优化完美代码，优化计算盈亏

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27942
2026-02-06 02:35:31 +08:00
parent a52d9270d9
commit cda8612eb7
1 changed files with 37 additions and 6 deletions
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bitmart/四分之一，五分钟，反手条件充足.py
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@@ -39,6 +39,10 @@ class BitmartFuturesTransaction:
self.open_type = "cross" # 全仓模式
self.risk_percent = 0 # 每次开仓使用可用余额的 1%
self.take_profit_usd = 5 # 仓位盈利达到此金额（美元）时平仓止盈
self.stop_loss_usd = -3 # 固定止损：亏损达到 3 美元平仓
self.trailing_activation_usd = 2 # 盈利达到此金额后启动移动止损
self.trailing_distance_usd = 1.5 # 从最高盈利回撤此金额则平仓
self.max_unrealized_pnl_seen = None # 持仓期间见过的最大盈利（用于移动止损）
self.open_avg_price = None # 开仓价格
self.current_amount = None # 持仓量
@@ -441,6 +445,7 @@ class BitmartFuturesTransaction:
# 验证开仓是否成功
if self.verify_position_direction(1):
self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
logger.success("开多成功")
return True
else:
@@ -463,6 +468,7 @@ class BitmartFuturesTransaction:
# 验证开仓是否成功
if self.verify_position_direction(-1):
self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
logger.success("开空成功")
return True
else:
@@ -482,6 +488,7 @@ class BitmartFuturesTransaction:
# 验证开仓是否成功
if self.verify_position_direction(1):
self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
logger.success("反手做多成功")
self.last_reverse_time = time.time()
time.sleep(20) # 额外等待避免频繁交易
@@ -503,6 +510,7 @@ class BitmartFuturesTransaction:
# 验证开仓是否成功
if self.verify_position_direction(-1):
self.max_unrealized_pnl_seen = None # 新仓位重置移动止损记录
logger.success("反手做空成功")
self.last_reverse_time = time.time()
time.sleep(20) # 额外等待避免频繁交易
@@ -574,14 +582,37 @@ class BitmartFuturesTransaction:
logger.debug(f"当前持仓状态: {self.start} (0=无, 1=多, -1=空)")
# 3.5 止盈：仓位盈利达到 take_profit_usd 则平仓，下一轮循环再根据K线信号开仓
# 3.5 止损/止盈/移动止损
if self.start != 0:
pnl_usd = self.get_unrealized_pnl_usd()
if pnl_usd is not None and pnl_usd >= self.take_profit_usd:
logger.info(f"仓位盈利 {pnl_usd:.2f} 美元 >= {self.take_profit_usd} 美元，执行止盈平仓")
self.平仓()
time.sleep(3)
continue # 下一轮循环将无持仓，会按K线信号重新判断是否开仓
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(f"仓位亏损 {pnl_usd:.2f} 美元 <= 止损 {self.stop_loss_usd} 美元，执行止损平仓")
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
else:
self.max_unrealized_pnl_seen = max(self.max_unrealized_pnl_seen, pnl_usd)
# 移动止损：盈利曾达到 activation 后，从最高盈利回撤 trailing_distance 则平仓
if self.max_unrealized_pnl_seen >= self.trailing_activation_usd:
if pnl_usd < self.max_unrealized_pnl_seen - self.trailing_distance_usd:
logger.info(f"移动止损：当前盈利 {pnl_usd:.2f} 从最高 {self.max_unrealized_pnl_seen:.2f} 回撤 >= {self.trailing_distance_usd} 美元，平仓")
self.平仓()
self.max_unrealized_pnl_seen = None
time.sleep(3)
continue
# 止盈：盈利达到 take_profit_usd 平仓
if pnl_usd >= self.take_profit_usd:
logger.info(f"仓位盈利 {pnl_usd:.2f} 美元 >= {self.take_profit_usd} 美元，执行止盈平仓")
self.平仓()
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)