From fd58a6569471dde2c89a9ac9913ded9dcec63058 Mon Sep 17 00:00:00 2001 From: ddrwode <34234@3来 34> Date: Mon, 9 Feb 2026 15:30:16 +0800 Subject: [PATCH] =?UTF-8?q?=E6=97=A5=E5=BF=97=E5=B1=95=E7=A4=BA=E4=BC=98?= =?UTF-8?q?=E5=8C=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- bitmart/交易.py | 36 ++++++++++++++++++------------------ 1 file changed, 18 insertions(+), 18 deletions(-) diff --git a/bitmart/交易.py b/bitmart/交易.py index b22e186..12dc973 100644 --- a/bitmart/交易.py +++ b/bitmart/交易.py @@ -295,17 +295,17 @@ class BitmartFuturesTransaction: if use_current_open_as_base: # 以当前K线开盘价为基准计算（跳空时用当前开盘价参与计算） calc_lower = current_kline['open'] - calc_upper = current_kline['open'] # 同一基准，上下四分之一对称 - long_trigger = calc_lower + prev_entity / 4 - short_trigger = calc_upper - prev_entity / 4 - long_breakout = calc_upper + prev_entity / 4 - short_breakout = calc_lower - prev_entity / 4 + calc_upper = current_kline['open'] # 同一基准，上下三分之一对称 + long_trigger = calc_lower + prev_entity / 3 + short_trigger = calc_upper - prev_entity / 3 + long_breakout = calc_upper + prev_entity / 3 + short_breakout = calc_lower - prev_entity / 3 else: # 原有计算方式 - long_trigger = prev_entity_lower + prev_entity / 4 # 做多触发价 = 实体下边 + 实体/4（下四分之一处） - short_trigger = prev_entity_upper - prev_entity / 4 # 做空触发价 = 实体上边 - 实体/4（上四分之一处） - long_breakout = prev_entity_upper + prev_entity / 4 # 做多突破价 = 实体上边 + 实体/4 - short_breakout = prev_entity_lower - prev_entity / 4 # 做空突破价 = 实体下边 - 实体/4 + 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） + long_breakout = prev_entity_upper + prev_entity / 3 # 做多突破价 = 实体上边 + 实体/3 + short_breakout = prev_entity_lower - prev_entity / 3 # 做空突破价 = 实体下边 - 实体/3 # 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'] @@ -323,27 +323,27 @@ class BitmartFuturesTransaction: logger.info(f"上一根阴线且当前开盘价({current_kline['open']:.2f})<上一根收盘价({prev_kline['close']:.2f})，以当前开盘价为基准计算") 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1/4): {long_trigger:.2f}, 做空触发价(上1/4): {short_trigger:.2f}") - logger.info(f"突破做多价(上1/4外): {long_breakout:.2f}, 突破做空价(下1/4外): {short_breakout:.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}") + logger.info(f"突破做多价(上1/3外): {long_breakout:.2f}, 突破做空价(下1/3外): {short_breakout:.2f}") if skip_short_by_upper_third: - logger.info("上一根阴线+当前阳线(做多形态)，不按上四分之一做空") + 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)，不按下四分之一做多") + 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_breakout and not skip_long_by_lower_third: - logger.info(f"触发做多信号！价格 {current_price:.2f} >= 突破价(上1/4外) {long_breakout:.2f}") + logger.info(f"触发做多信号！价格 {current_price:.2f} >= 突破价(上1/3外) {long_breakout:.2f}") return ('long', long_breakout) elif current_price <= short_breakout and not skip_short_by_upper_third: - logger.info(f"触发做空信号！价格 {current_price:.2f} <= 突破价(下1/4外) {short_breakout:.2f}") + logger.info(f"触发做空信号！价格 {current_price:.2f} <= 突破价(下1/3外) {short_breakout:.2f}") return ('short', short_breakout) # 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）；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1/4) {short_trigger:.2f}") + 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) # 反手条件2: 上一根K线上阴线涨幅>0.01%，当前跌到上一根实体下边 @@ -356,7 +356,7 @@ class BitmartFuturesTransaction: 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）；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1/4) {long_trigger:.2f}") + 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) # 反手条件2: 上一根K线下阴线跌幅>0.01%，当前涨到上一根实体上边 @@ -543,7 +543,7 @@ class BitmartFuturesTransaction: def action(self): """主循环""" - logger.info("开始运行四分之一策略交易...") + logger.info("开始运行三分之一策略交易（5分钟K线）...") # 启动时设置全仓高杠杆 if not self.set_leverage():