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ddrwode
2026-02-09 15:46:33 +08:00
parent fd58a65694
commit e4e9eb48ef
3 changed files with 7 additions and 9 deletions
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@@ -45,3 +45,8 @@ bitmart\框架.py 读取这个代码文件夹
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bitmart/交易.py
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@@ -30,7 +30,6 @@ class BitmartFuturesTransaction:
# 反手频率控制 # 反手频率控制
self.reverse_cooldown_seconds = 1.5 * 60 # 反手冷却时间（秒） self.reverse_cooldown_seconds = 1.5 * 60 # 反手冷却时间（秒）
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 self.last_reverse_time = None # 上次反手时间
# 开仓频率控制 # 开仓频率控制
@@ -381,19 +380,13 @@ class BitmartFuturesTransaction:
return True return True
def can_reverse(self, current_price, trigger_price): def can_reverse(self, current_price, trigger_price):
"""反手前过滤：冷却时间 + 最小价差""" """反手前过滤：冷却时间"""
now = time.time() now = time.time()
if self.last_reverse_time and now - self.last_reverse_time < self.reverse_cooldown_seconds: 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) remain = self.reverse_cooldown_seconds - (now - self.last_reverse_time)
logger.info(f"反手冷却中，剩余 {remain:.0f} 秒") logger.info(f"反手冷却中，剩余 {remain:.0f} 秒")
return False return False
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:
logger.info(f"反手价差不足: {move_pct:.4f}% < {self.reverse_min_move_pct}%")
return False
return True return True
def verify_no_position(self, max_retries=5, retry_interval=3): def verify_no_position(self, max_retries=5, retry_interval=3):
@@ -604,7 +597,7 @@ class BitmartFuturesTransaction:
# 4. 检查信号 # 4. 检查信号
signal = self.check_signal(current_price, prev_kline, current_kline) 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：冷却时间
if signal and signal[0].startswith('reverse_'): if signal and signal[0].startswith('reverse_'):
if not self.can_reverse(current_price, signal[1]): if not self.can_reverse(current_price, signal[1]):
signal = None signal = None