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ddrwode
2026-02-04 14:33:49 +08:00
parent d4e55b4bff
commit f0d0614873
1 changed files with 19 additions and 6 deletions
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25
bitmart/三分之一策略交易.py
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@@ -263,23 +263,36 @@ class BitmartFuturesTransaction:
long_trigger = prev_entity_lower + prev_entity / 3 # 做多触发价 = 实体下边 + 实体/3（下三分之一处）
short_trigger = prev_entity_upper - prev_entity / 3 # 做空触发价 = 实体上边 - 实体/3（上三分之一处）
# 上一根阴线 + 当前阳线：做多形态，不按上一根K线上三分之一做空
prev_is_bearish = prev_kline['close'] < prev_kline['open']
current_is_bullish = current_kline['close'] > current_kline['open']
skip_short_by_upper_third = prev_is_bearish and current_is_bullish
# 上一根阳线 + 当前阴线：做空形态，不按上一根K线下三分之一做多
prev_is_bullish = prev_kline['close'] > prev_kline['open']
current_is_bearish = current_kline['close'] < current_kline['open']
skip_long_by_lower_third = prev_is_bullish and current_is_bearish
logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}")
logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}")
logger.info(f"做多触发价(下1/3): {long_trigger:.2f}, 做空触发价(上1/3): {short_trigger:.2f}")
if skip_short_by_upper_third:
logger.info("上一根阴线+当前阳线(做多形态)，不按上三分之一做空")
if skip_long_by_lower_third:
logger.info("上一根阳线+当前阴线(做空形态)，不按下三分之一做多")
# 无持仓时检查开仓信号
if self.start == 0:
if current_price >= long_trigger:
if current_price >= long_trigger and not skip_long_by_lower_third:
logger.info(f"触发做多信号！价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
return ('long', long_trigger)
elif current_price <= short_trigger:
elif current_price <= short_trigger and not skip_short_by_upper_third:
logger.info(f"触发做空信号！价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
return ('short', short_trigger)
# 持仓时检查反手信号
elif self.start == 1: # 持多仓
# 反手条件1: 价格跌到上一根K线的上三分之一处（做空触发价）
if current_price <= short_trigger:
# 反手条件1: 价格跌到上一根K线的上三分之一处（做空触发价）；上一根阴线+当前阳线做多时跳过
if current_price <= short_trigger and not skip_short_by_upper_third:
logger.info(f"持多反手做空！价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}")
return ('reverse_short', short_trigger)
@@ -291,8 +304,8 @@ class BitmartFuturesTransaction:
return ('reverse_short', prev_entity_lower)
elif self.start == -1: # 持空仓
# 反手条件1: 价格涨到上一根K线的下三分之一处（做多触发价）
if current_price >= long_trigger:
# 反手条件1: 价格涨到上一根K线的下三分之一处（做多触发价）；上一根阳线+当前阴线做空时跳过
if current_price >= long_trigger and not skip_long_by_lower_third:
logger.info(f"持空反手做多！价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}")
return ('reverse_long', long_trigger)