From 154f1fbf1d6c8b88b9855c8b615502ebf858f3a4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= <vivian@192.168.3.101>
Date: Sun, 15 Feb 2026 08:26:22 +0800
Subject: [PATCH] 1

---
 BINANCE_IP_BAN_1003.md                        |  18 +
 backend/config_manager.py                     |   6 +
 backend/database/init.sql                     |   8 +-
 .../update_config_profitable_alignment.sql    |  15 +
 backend/sync_global_config_defaults.py        |   9 +
 ...”分æž�_2026-02-14_盈利期vsäº�æ�ŸæœŸ.md |  89 ++++
 docs/快速使用_盈利期对��置.md    |  52 ++
 ...�仓分�_2026-02-15_与�数建议.md |  53 ++
 frontend/src/components/GlobalConfig.jsx      |   5 +
 trading_system/config.py                      |   4 +-
 �仓记录_2026-02-14T16-45-51.json         | 452 ------------------
 11 files changed, 256 insertions(+), 455 deletions(-)
 create mode 100644 backend/database/update_config_profitable_alignment.sql
 create mode 100644 docs/交易对比分�_2026-02-14_盈利期vs��期.md
 create mode 100644 docs/快速使用_盈利期对��置.md
 create mode 100644 docs/�仓分�_2026-02-15_与�数建议.md
 delete mode 100644 �仓记录_2026-02-14T16-45-51.json

diff --git a/BINANCE_IP_BAN_1003.md b/BINANCE_IP_BAN_1003.md
index ec3108e..fe8e6e0 100644
--- a/BINANCE_IP_BAN_1003.md
+++ b/BINANCE_IP_BAN_1003.md
@@ -48,3 +48,21 @@ else:
 2. **适当拉长�读超时**（�选）：在�行交易进程的环境里设置环境��  
    `READ_ONLY_REQUEST_TIMEOUT=90`（默认 60 秒），�读接�（�仓��交�交易对信�）�次等待时间会�长，**�影�下�/止�止盈的快速失败**。
 3. **本次已�**：获�交易对信�（如 ENAUSDT）增加 60 秒超时 + 3 次�试；获��交记录�几次�试间隔改为 2 秒；开仓失败时会打出完整异常与堆栈，便于排查。
+
+---
+
+## 近期改动是�增加请求�？
+
+**�会。** 近期「止�/止盈按��金�顶�（USE_MARGIN_CAP_FOR_SL�USE_MARGIN_CAP_FOR_TP）�改动了 **risk_manager 里 SL/TP 价格的计算方�**，没有新增任何对�安 API 的调用。  
+-1003 �自**原有**的请求：如 `get_open_positions`�`get_account_balance`�`sync_positions_with_binance`�策略轮询��仓/挂��步等。��低 -1003 概率，请拉大 `SCAN_INTERVAL`���扫�/�步频率（�上文「如何�少�次被�/���），或改用 WebSocket 获�行情/�仓（若已接入）。
+
+---
+
+## 拿�到余�时，止盈止�还能正常执行�？
+
+**能。** ��止�/止盈已�以**�件�**形�挂在�安（STOP_MARKET / TAKE_PROFIT_MARKET），触�与�交都由**�安撮�引擎**执行，��赖本机是�还能调 API�能�拿到余�或�仓。
+
+- **已挂在交易所的 SL/TP**：�使本机拿�到余���仓接�报错或 IP 被临时��，价格触���会按交易所订�正常触��平仓。
+- **�赖本机的部分**：若在��期间**新开仓**或需�**补挂** SL/TP，会因请求失败而无法下�；已存在仓�若之�已�功调用 `_ensure_exchange_sltp_orders` 并挂上�护�，则��影�。
+
+**结论**：拿�到余�/�仓�影�「本机展示与�步�新开仓�补挂��；**已挂在�安上的止盈止��会照常执行**，�放心。
diff --git a/backend/config_manager.py b/backend/config_manager.py
index f948bcf..747637d 100644
--- a/backend/config_manager.py
+++ b/backend/config_manager.py
@@ -916,6 +916,12 @@ class ConfigManager:
             'MAX_CHANGE_PERCENT_FOR_LONG': eff_get('MAX_CHANGE_PERCENT_FOR_LONG', 25),  # �多时 24h 涨跌幅超过此值则�开多
             'MIN_RSI_FOR_SHORT': eff_get('MIN_RSI_FOR_SHORT', 30),  # �空时 RSI 低于此值则��空
             'MAX_CHANGE_PERCENT_FOR_SHORT': eff_get('MAX_CHANGE_PERCENT_FOR_SHORT', 10),  # �空时 24h 涨跌幅超过此值则��空
+            # RSI ���转（与盈利期对�：关闭���趋势里逆势止�）
+            'RSI_EXTREME_REVERSE_ENABLED': eff_get('RSI_EXTREME_REVERSE_ENABLED', False),
+            'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': eff_get('RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H', True),
+            # 止盈/止�按��金�顶（�� TP 过远�SL 过宽扛�）
+            'USE_MARGIN_CAP_FOR_TP': eff_get('USE_MARGIN_CAP_FOR_TP', True),
+            'USE_MARGIN_CAP_FOR_SL': eff_get('USE_MARGIN_CAP_FOR_SL', True),
 
             # 趋势尾部入场过滤 & 15m 短周期方�过滤开关（由 profile 控制默认值）
             'ENTRY_SHORT_INTERVAL': eff_get('ENTRY_SHORT_INTERVAL', '15m'),
diff --git a/backend/database/init.sql b/backend/database/init.sql
index 8e5a8b6..8463ebd 100644
--- a/backend/database/init.sql
+++ b/backend/database/init.sql
@@ -245,6 +245,12 @@ INSERT INTO `trading_config` (`config_key`, `config_value`, `config_type`, `cate
 -- API�置
 ('BINANCE_API_KEY', '', 'string', 'api', '�安API密钥'),
 ('BINANCE_API_SECRET', '', 'string', 'api', '�安API密钥'),
-('USE_TESTNET', 'false', 'boolean', 'api', '是�使用测试网')
+('USE_TESTNET', 'false', 'boolean', 'api', '是�使用测试网'),
+
+-- 与盈利期对�（2026-02-15）
+('RSI_EXTREME_REVERSE_ENABLED', 'false', 'boolean', 'strategy', '关闭RSI���转，与盈利期一致'),
+('RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H', 'true', 'boolean', 'strategy', '若开���仅�许4H中性'),
+('USE_MARGIN_CAP_FOR_TP', 'true', 'boolean', 'risk', '止盈按��金�顶，��过远'),
+('USE_MARGIN_CAP_FOR_SL', 'true', 'boolean', 'risk', '止�按��金�顶，��扛�')
 
 ON DUPLICATE KEY UPDATE `config_value` = VALUES(`config_value`);
diff --git a/backend/database/update_config_profitable_alignment.sql b/backend/database/update_config_profitable_alignment.sql
new file mode 100644
index 0000000..6afc355
--- /dev/null
+++ b/backend/database/update_config_profitable_alignment.sql
@@ -0,0 +1,15 @@
+-- 与盈利期对�：RSI 关闭�� + 止盈/止��顶（2026-02-15）
+-- ���】�更新�全局�置】表 global_strategy_config（无 account_id，策略�读此表）。
+-- �修改 trading_config（个人/账��置）；个人用�到，请用本脚本或�端「全局�置�页，��改个人�置。
+
+INSERT INTO `global_strategy_config` (`config_key`, `config_value`, `config_type`, `category`, `description`) VALUES
+('RSI_EXTREME_REVERSE_ENABLED', 'false', 'boolean', 'strategy', '关闭RSI���转，与盈利期一致'),
+('RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H', 'true', 'boolean', 'strategy', '若开���仅�许4H中性'),
+('USE_MARGIN_CAP_FOR_TP', 'true', 'boolean', 'risk', '止盈按��金�顶，��过远'),
+('USE_MARGIN_CAP_FOR_SL', 'true', 'boolean', 'risk', '止�按��金�顶，��扛�')
+ON DUPLICATE KEY UPDATE
+  `config_value` = VALUES(`config_value`),
+  `config_type` = VALUES(`config_type`),
+  `category` = VALUES(`category`),
+  `description` = VALUES(`description`),
+  `updated_at` = CURRENT_TIMESTAMP;
diff --git a/backend/sync_global_config_defaults.py b/backend/sync_global_config_defaults.py
index 285590b..42e37b9 100644
--- a/backend/sync_global_config_defaults.py
+++ b/backend/sync_global_config_defaults.py
@@ -48,6 +48,15 @@ DEFAULTS_TO_SYNC = [
      "description": "�笔交易风险�总账户的百分比（如 0.025=2.5%）。��止��离计算仓�，风险�控。"},
     {"config_key": "MIN_MARGIN_USDT", "config_value": "10.0", "config_type": "number", "category": "risk",
      "description": "最���金（USDT）。2026-02-13 �高到 10.0 USDT 以��无效��。"},
+    # 盈利期对�（2026-02-15）：仅当 key �存在时�入，�覆盖已有值
+    {"config_key": "RSI_EXTREME_REVERSE_ENABLED", "config_value": "false", "config_type": "boolean", "category": "strategy",
+     "description": "关闭RSI���转，与盈利期一致"},
+    {"config_key": "RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H", "config_value": "true", "config_type": "boolean", "category": "strategy",
+     "description": "若开���仅�许4H中性"},
+    {"config_key": "USE_MARGIN_CAP_FOR_TP", "config_value": "true", "config_type": "boolean", "category": "risk",
+     "description": "止盈按��金�顶，��过远"},
+    {"config_key": "USE_MARGIN_CAP_FOR_SL", "config_value": "true", "config_type": "boolean", "category": "risk",
+     "description": "止�按��金�顶，��扛�"},
 ]
 
 
diff --git a/docs/交易对比分�_2026-02-14_盈利期vs��期.md b/docs/交易对比分�_2026-02-14_盈利期vs��期.md
new file mode 100644
index 0000000..ca46cc1
--- /dev/null
+++ b/docs/交易对比分�_2026-02-14_盈利期vs��期.md
@@ -0,0 +1,89 @@
+# 交易对比分�：10-11 �盈利期 vs 今天��期
+
+基于两份订�记录（10-11 � vs 今天）的统计与对比，结论与优化建议如下。
+
+---
+
+## 一�数�概览
+
+| 指标 | 10-11 � (盈利期) | 今天 (��期) |
+|------|------------------|----------------|
+| 已平仓笔数 | 68 | 36 |
+| 总盈� | **+44.06 USDT** | **-6.18 USDT** |
+| 盈利笔数 | 43 | 4 |
+| ��笔数 | 25 | 32 |
+| 胜率 | **63.2%** | **11.1%** |
+| 止盈离场 | 35 笔 (+39.25) | **0 笔** |
+| 止�离场 | 14 笔 (-7.91) | 12 笔 (-6.52) |
+| sync/manual 等 | 19 笔 | 24 笔 |
+
+---
+
+## 二�主�问题
+
+### 1. 今天 0 笔止盈离场，几乎全是止�
+
+- 10-11 �：35 笔 `take_profit`，14 笔 `stop_loss`，止盈是主�盈利��。
+- 今天：**没有一笔是止盈离场**，12 笔止��18 笔 sync�6 笔 manual；��集中在止�（-6.52）和 RSI ���。
+
+说明：�么止盈挂得太远（已通过 USE_MARGIN_CAP_FOR_TP/SL 缓解），�么仓�很快被止�打掉，没机会碰到止盈。
+
+### 2. RSI ��入场是今天��的主因
+
+| 类型 | 10-11 � | 今天 | 今天盈� |
+|------|----------|------|----------|
+| RSI ��入场（超买�空/超��多） | **0 笔** | **16 笔** | **-5.88 USDT** |
+| � RSI ��（纯趋势跟踪） | 68 笔 | 20 笔 | -0.30 USDT |
+
+- 10-11 �：**没有 RSI ���**，全是顺势（MACD 金��多�死��空）。
+- 今天：16 笔是「MACD 金� + 上�趋势 + RSI 超买 → ���空�，在**上�趋势里逆势�空**，容易被继续涨打止�。
+
+结论：**RSI ���转在趋势行情里逆势，导致大�止�；盈利期没有这类�。**
+
+### 3. 市场状�差异
+
+- 10-11 �：68 笔已平仓 **全部** 为 `market_regime=trending`，趋势明确，顺势�容易止盈。
+- 今天：`ranging` 9 笔�`trending` 7 笔�未知 20 笔；震�/混�市更多，趋势策略 + ���容易��。
+
+---
+
+## 三��置与策略执行上的问题
+
+1. **RSI_EXTREME_REVERSE_ENABLED** 开��，在**趋势行情**里也会��（如上�趋势 RSI 超买�空），与「��趋势�顺势�冲�，导致逆势�多�止�多。
+2. **止盈/止��离**：今日之�存在 TP 过远�SL 过宽的问题，已通过 USE_MARGIN_CAP_FOR_TP / USE_MARGIN_CAP_FOR_SL �顶，新开仓会改善。
+3. **震�市开仓**：今天有 ranging 下开仓，趋势策略在震�市表现通常较差，容易�回止�。
+
+---
+
+## 四�优化建议（按优先级）
+
+### 1. 收紧或关闭 RSI ���转（优先）
+
+- **方案 A（推�）**：关闭 `RSI_EXTREME_REVERSE_ENABLED`（在全局�置中设为 **false**），回归纯趋势跟踪，与 10-11 �盈利期一致。当�默认在 `trading_system/config.py` 为 True，�在��/数�库改为 false 并��或等�置热更新。
+- **方案 B**：若�留，则将 `RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H` 设为 **true**，仅在 4H 中性时�许 RSI ��，�少在强趋势里逆势�空/�多。
+
+### 2. ��止盈/止��顶
+
+- �� **USE_MARGIN_CAP_FOR_TP = True**�**USE_MARGIN_CAP_FOR_SL = True**，�� TP 过远打�到�SL 过宽扛�。
+- 新开仓已按��金比例�顶，无需�改。
+
+### 3. 继续「仅趋势市自动开仓�
+
+- **AUTO_TRADE_ONLY_TRENDING = True** ��，�少在 ranging 下的开仓，与 10-11 �一致（当时全部 trending）。
+
+### 4. �选：�高顺势门槛��低频率
+
+- 维� **MIN_SIGNAL_STRENGTH = 8**，或暂时�到 9，�少边缘信�。
+- 适当拉大 **SCAN_INTERVAL**（如 900→1200），�低请求与开仓频率，给趋势更明确��进。
+
+---
+
+## 五��结
+
+| 问题 | 原因 | 建议 |
+|------|------|------|
+| 今天 0 笔止盈�多笔止� | ① RSI ��在趋势里逆势 ② 之� TP 远/SL 宽 | 关闭或严格�制 RSI ��；已用��金�顶 |
+| 盈利期 vs ��期差异大 | 盈利期无 RSI ���全部 trending | 对�盈利期：纯趋势 + �逆势 |
+| 震�市开仓 | ranging 下�开仓 | �� ONLY_TRENDING，�放� |
+
+**核心**：10-11 �盈利�自「纯趋势跟踪 + 无 RSI ���；今天��主��自「RSI ��在趋势里逆势�。优先关闭或严格�制 RSI ���转，并��现有止盈/止��顶与仅趋势市开仓，预期能明显改善收益与回撤。
diff --git a/docs/快速使用_盈利期对��置.md b/docs/快速使用_盈利期对��置.md
new file mode 100644
index 0000000..8c098b1
--- /dev/null
+++ b/docs/快速使用_盈利期对��置.md
@@ -0,0 +1,52 @@
+# 快速使用：盈利期对��置（2026-02-15）
+
+已按「10-11 �盈利期 vs 今天��期�对比结论，把**全局�置与山寨�预设**对�为盈利期风格，便于你之�一键使用。
+
+**��**：所有更新都�写入**全局�置**（表 `global_strategy_config`），**�涉�个人/账��置**（`trading_config`）。策略实际读�的是全局�置，个人用�到�也�用改个人�置；请在**「全局�置�页**�作（点「山寨�策略（推�）�或执行下�的 SQL）。
+
+---
+
+## 一�已改动的�置项（无需�改）
+
+| �置项 | 值 | 说明 |
+|--------|-----|------|
+| **RSI_EXTREME_REVERSE_ENABLED** | **false** | 关闭 RSI ���转，与盈利期一致；��趋势里逆势止� |
+| **RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H** | true | 若将�开���，仅�许 4H 中性 |
+| **USE_MARGIN_CAP_FOR_TP** | true | 止盈按��金�顶，�� +238% 那�过远 |
+| **USE_MARGIN_CAP_FOR_SL** | true | 止�按��金�顶，�� -60%～-80% 扛� |
+| **AUTO_TRADE_ONLY_TRENDING** | true | 仅趋势市自动开仓 |
+| **MIN_SIGNAL_STRENGTH** | 8 | �� 8，与盈利期一致 |
+
+上述已写入：
+- `trading_system/config.py`（代�默认）
+- �端 **GlobalConfig 山寨�策略（推�）** 预设
+- `backend/config_manager.py` 默认
+- `backend/database/init.sql`（新库�始化）
+- `backend/database/update_config_profitable_alignment.sql`（**更新全局�置表 global_strategy_config**，仅这 4 项；策略实际读的是全局�置，�是个人 trading_config）
+
+---
+
+## 二�你这边怎么「快速用�（都是改全局，�改个人）
+
+1. **推�**：在�端 **「全局�置�** 页（�是「我的�置�/账��置）点击 **「山寨�策略（推�）�**，会一次性写入**全局表** `global_strategy_config`，�存�对所有账�生效；个人�置用�到��用改。
+2. **若直接改数�库**：执行  
+   `mysql -u... -p... your_db < backend/database/update_config_profitable_alignment.sql`  
+   会**�更新全局表 global_strategy_config**（策略�读此表）；�涉�个人/账�的 trading_config。若还没有该表，需先执行 `backend/database/add_global_strategy_config.sql` 建表。
+3. **��**：改完�置���交易进程（或等�置热更新），新开仓会按新逻辑（无 RSI �� + 止盈/止��顶）。
+
+---
+
+## 三�当��仓简�分�（�仓记录_2026-02-15T00-08-22.json）
+
+- **共 11 笔**，总��金约 46.87 U，未实现盈�约 +3.38 U。
+- **有 SL/TP 且比例正常（约 10%～15% SL�55% TP）**：1000BONKUSDT�VIRTUALUSDT�PIPPINUSDT�ZECUSDT�TAOUSDT�PYTHUSDT�HUSDT（共 7 笔）。说明新开的或已补挂的仓已用到�顶逻辑，无需�调�数。
+- **无 SL/TP 或仅 SL**：COMPUSDT�AAVEUSDT�WLDUSDT�RIVERUSDT（共 4 笔）。多为补建/手动仓，交易所侧�能�有止�或没有�护�。若希望统一�护，�在�安对应仓�上**手动挂止盈/止�**；�挂则仅�赖本机监控或手动平仓。
+
+**�数建议**：当�有 SL/TP 的仓已�是「��金�顶��的结果，无需�调。之�新开仓会继续用：RSI ��关 + 止盈/止��顶 + 仅趋势市，与盈利期对�。
+
+---
+
+## 四��结
+
+- �置已按盈利期对�并写入代�与预设；**快速使用** = �端点「山寨�策略（推�）�或跑一� `update_config_profitable_alignment.sql`，���交易进程。
+- 当��仓里 7 笔 SL/TP 已在��范围；4 笔无/缺 TP 的�在交易所按需补挂或��现状。
diff --git a/docs/�仓分�_2026-02-15_与�数建议.md b/docs/�仓分�_2026-02-15_与�数建议.md
new file mode 100644
index 0000000..79253c1
--- /dev/null
+++ b/docs/�仓分�_2026-02-15_与�数建议.md
@@ -0,0 +1,53 @@
+# 当��仓简�分�（2026-02-15）与�数建议
+
+基于 `�仓记录_2026-02-15T00-08-22.json` 的汇总与�述「盈利期 vs ��期�结论，给出当��仓结论与已��置调整。
+
+---
+
+## 一�当��仓 SL/TP 情况（约 11 笔）
+
+| 标的 | 方� | �� | 止�(��金) | 止盈(��金) | 当�盈� |
+|------|------|------|--------------|--------------|----------|
+| 1000BONKUSDT | SELL | 6x | -15% | +55% | -1.2% |
+| VIRTUALUSDT | SELL | 5x | -13% | +55% | +8.3% |
+| PIPPINUSDT | SELL | 2x | -10% | +55% | +5.6% |
+| ZECUSDT | SELL | 5x | -13% | +55% | +10.8% |
+| TAOUSDT | SELL | 4x | -10% | +55% | +4.7% |
+| PYTHUSDT | SELL | 5x | ~-10% | +55% | +28.3% |
+| HUSDT | SELL | 2x | ~-10% | +55% | +5.4% |
+| COMPUSDT / AAVEUSDT / WLDUSDT / RIVERUSDT | - | - | 无或仅 SL | 无或仅 SL | - |
+
+**结论**：多数有完整 SL/TP 的仓�已处于「止�约 -10%～-15%�止盈 +55%�的�顶范围内，和当��数设计一致；**无需�为这批�仓改�数**。  
+COMPUSDT�AAVEUSDT�WLDUSDT�RIVERUSDT 等为补建/手动仓，部分无 TP 或无 SL，若需�护�在交易所手动补挂或按需平仓。
+
+---
+
+## 二�已�的全局�置与预设调整（方便之�快速使用）
+
+以下已按「盈利期对� + 止盈止��顶�改好，之�用「山寨�策略�预设或默认�会带上这些设置。
+
+### 1. 交易系统默认（`trading_system/config.py`）
+
+- **RSI_EXTREME_REVERSE_ENABLED**: `True` → **`False`**（关闭 RSI ���转，与盈利期一致）
+- **RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H**: `False` → **`True`**（若将��开��，仅�许 4H 中性）
+
+### 2. �端「山寨�策略�预设（`frontend/src/components/GlobalConfig.jsx`）
+
+在 altcoin 预设中**显�加入**（点「山寨�策略（推�）��会写入）：
+
+- **RSI_EXTREME_REVERSE_ENABLED**: **false**
+- **RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H**: **true**
+- **USE_MARGIN_CAP_FOR_TP**: **true**
+- **USE_MARGIN_CAP_FOR_SL**: **true**
+
+### 3. �端�置拉�（`backend/config_manager.py`）
+
+- 已支�从 DB/Redis 读�：**RSI_EXTREME_REVERSE_ENABLED**�**RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H**�**USE_MARGIN_CAP_FOR_TP**�**USE_MARGIN_CAP_FOR_SL**，默认与上�一致（RSI 关��顶开）。
+
+---
+
+## 三�之�使用方�
+
+1. **快速��推��置**：在「全局�置�里点 **「山寨�策略（推�）�**，会写入上述 RSI 关闭 + 止盈止��顶，无需��项改。
+2. **当��仓**：已有 SL/TP 的仓��数��，�继续�有或按策略止盈止�；无 TP 的补建/手动仓�按需在交易所补挂或平仓。
+3. **新开仓**：将自动应用「无 RSI �� + 止盈止��顶�，与 10–11 �盈利期逻辑对�，便于�续快速�现当时风格。
diff --git a/frontend/src/components/GlobalConfig.jsx b/frontend/src/components/GlobalConfig.jsx
index a3fc2eb..14b26f2 100644
--- a/frontend/src/components/GlobalConfig.jsx
+++ b/frontend/src/components/GlobalConfig.jsx
@@ -289,6 +289,11 @@ const GlobalConfig = () => {
         BETA_FILTER_THRESHOLD: -0.01,   // -1% ��蔽多�（优化：�少误�）
         ENTRY_SHORT_TREND_FILTER_ENABLED: true,
         MAX_TREND_MOVE_BEFORE_ENTRY: 0.04,
+        // 与盈利期对�：关闭 RSI ��，��趋势里逆势止�；止盈/止��顶��开�
+        RSI_EXTREME_REVERSE_ENABLED: false,
+        RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H: true,
+        USE_MARGIN_CAP_FOR_TP: true,
+        USE_MARGIN_CAP_FOR_SL: true,
       },
     },
     conservative: {
diff --git a/trading_system/config.py b/trading_system/config.py
index 80c5edd..22c96e2 100644
--- a/trading_system/config.py
+++ b/trading_system/config.py
@@ -240,8 +240,8 @@ DEFAULT_TRADING_CONFIG = {
     'MAX_CHANGE_PERCENT_FOR_SHORT': 10,  # �空时 24h 涨跌幅超过此值则��空（24h �大涨时��空）
     
     # ===== RSI ���转策略（抄底/逃顶）=====
-    'RSI_EXTREME_REVERSE_ENABLED': True,  # 开�RSI���转：超买�空，超��多
-    'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False,  # �许在有趋势时���作（例如：下跌趋势中RSI超� -> 抄底）
+    'RSI_EXTREME_REVERSE_ENABLED': False,  # 关闭RSI���转，与盈利期一致；开�易在趋势里逆势导致止�
+    'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': True,  # 若将�开���，仅�许4H中性时
     
     'ATR_SPIKE_THRESHOLD': 2.0,  # ATR异常激增阈值（当�ATR / 平�ATR）
     'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 1.0, 9: 1.2, 10: 1.5},  # 信�强度分级：7分80%，8分100%，9分120%，10分150%（好机会自动加仓）
diff --git a/�仓记录_2026-02-14T16-45-51.json b/�仓记录_2026-02-14T16-45-51.json
deleted file mode 100644
index 8aae1d3..0000000
--- a/�仓记录_2026-02-14T16-45-51.json
+++ /dev/null
@@ -1,452 +0,0 @@
-[
-  {
-    "id": 4640,
-    "symbol": "PIPPINUSDT",
-    "side": "SELL",
-    "quantity": 13,
-    "entry_price": 0.70165,
-    "entry_value_usdt": 9.12145,
-    "notional_usdt": 9.060078690000001,
-    "margin_usdt": 4.5300393450000005,
-    "original_notional_usdt": 9.12145,
-    "original_margin_usdt": 4.560725,
-    "mark_price": 0.69692913,
-    "pnl": 0.06137131,
-    "pnl_percent": 1.3547632884853011,
-    "leverage": 2,
-    "entry_time": 1771087159,
-    "stop_loss_price": 0.90642143,
-    "take_profit_price": 0.50869625,
-    "take_profit_1": 0.39449286,
-    "take_profit_2": 0.50869625,
-    "atr": 0.06825714,
-    "entry_order_id": 4503065801,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449763200,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.5087,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449763193,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.90642,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 0.90642 (NEW)",
-    "active_tp_orders": "TAKE_PROFIT_MARKET @ 0.5087 (NEW)",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449763200,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.5087,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449763193,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.90642,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4643,
-    "symbol": "ZECUSDT",
-    "side": "SELL",
-    "quantity": 0.084,
-    "entry_price": 283.79,
-    "entry_value_usdt": 23.83836,
-    "notional_usdt": 23.828280000000003,
-    "margin_usdt": 4.765656000000001,
-    "original_notional_usdt": 23.83836,
-    "original_margin_usdt": 4.767672,
-    "mark_price": 283.67,
-    "pnl": 0.01008,
-    "pnl_percent": 0.21151337822117247,
-    "leverage": 5,
-    "entry_time": 1771087205,
-    "stop_loss_price": 327.98,
-    "take_profit_price": 252.5731,
-    "take_profit_1": 217.505,
-    "take_profit_2": 252.5731,
-    "atr": 14.73,
-    "entry_order_id": 797657761399,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449766575,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 252.58,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449766566,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 327.98,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 327.98 (NEW)",
-    "active_tp_orders": "TAKE_PROFIT_MARKET @ 252.58 (NEW)",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449766575,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 252.58,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449766566,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 327.98,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4641,
-    "symbol": "TAOUSDT",
-    "side": "SELL",
-    "quantity": 0.104,
-    "entry_price": 191.45,
-    "entry_value_usdt": 19.9108,
-    "notional_usdt": 19.9984220904,
-    "margin_usdt": 4.9996055226,
-    "original_notional_usdt": 19.9108,
-    "original_margin_usdt": 4.9777,
-    "mark_price": 192.2925201,
-    "pnl": -0.08762209,
-    "pnl_percent": -1.7525800706459123,
-    "leverage": 4,
-    "entry_time": 1771087174,
-    "stop_loss_price": 223.29714286,
-    "take_profit_price": 165.125625,
-    "take_profit_1": 143.67928571,
-    "take_profit_2": 165.125625,
-    "atr": 10.61571429,
-    "entry_order_id": 9523399174,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449764167,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 165.13,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449764159,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 223.29,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 223.29 (NEW)",
-    "active_tp_orders": "TAKE_PROFIT_MARKET @ 165.13 (NEW)",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449764167,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 165.13,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449764159,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 223.29,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4642,
-    "symbol": "COAIUSDT",
-    "side": "SELL",
-    "quantity": 22,
-    "entry_price": 0.4395,
-    "entry_value_usdt": 9.669,
-    "notional_usdt": 9.4624585,
-    "margin_usdt": 4.73122925,
-    "original_notional_usdt": 9.669,
-    "original_margin_usdt": 4.8345,
-    "mark_price": 0.43011175,
-    "pnl": 0.2065415,
-    "pnl_percent": 4.365493386311813,
-    "leverage": 2,
-    "entry_time": 1771087179,
-    "stop_loss_price": 0.57938571,
-    "take_profit_price": 0.3186375,
-    "take_profit_1": 0.22967143,
-    "take_profit_2": 0.3186375,
-    "atr": 0.04662857,
-    "entry_order_id": 2086471512,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449764560,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.3187,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449764551,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.5793,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 0.5793 (NEW)",
-    "active_tp_orders": "TAKE_PROFIT_MARKET @ 0.3187 (NEW)",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449764560,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.3187,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449764551,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.5793,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4647,
-    "symbol": "PYTHUSDT",
-    "side": "SELL",
-    "quantity": 377,
-    "entry_price": 0.0610065251989,
-    "entry_value_usdt": 22.9994599999853,
-    "notional_usdt": 23.053546230000002,
-    "margin_usdt": 4.610709246000001,
-    "original_notional_usdt": 22.9994505,
-    "original_margin_usdt": 4.5998901,
-    "mark_price": 0.06114999,
-    "pnl": -0.05408819,
-    "pnl_percent": -1.173099128879661,
-    "leverage": 5,
-    "entry_time": 1771087459,
-    "stop_loss_price": 0.06959507,
-    "take_profit_price": 0.05429579,
-    "take_profit_1": 0.04812364,
-    "take_profit_2": 0.05429579,
-    "atr": 0.00286286,
-    "entry_order_id": 5286793226,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449784169,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.0543,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449784150,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.06959,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 0.06959 (NEW)",
-    "active_tp_orders": "TAKE_PROFIT_MARKET @ 0.0543 (NEW)",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449784169,
-        "type": "TAKE_PROFIT_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.0543,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      },
-      {
-        "orderId": 2000000449784150,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 0.06959,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4639,
-    "symbol": "VVVUSDT",
-    "side": "SELL",
-    "quantity": 3.64,
-    "entry_price": 2.792,
-    "entry_value_usdt": 10.16288,
-    "notional_usdt": 10.46136,
-    "margin_usdt": 5.23068,
-    "original_notional_usdt": 10.16288,
-    "original_margin_usdt": 5.08144,
-    "mark_price": 2.874,
-    "pnl": -0.29848,
-    "pnl_percent": -5.706332637439109,
-    "leverage": 2,
-    "entry_time": 1771081222,
-    "stop_loss_price": 3.776,
-    "take_profit_price": -0.16,
-    "take_profit_1": 1.316,
-    "take_profit_2": -0.16,
-    "atr": 0.328,
-    "entry_order_id": 824862620,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449333341,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 3.776,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 3.776 (NEW)",
-    "active_tp_orders": "",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449333341,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 3.776,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  },
-  {
-    "id": 4637,
-    "symbol": "RIVERUSDT",
-    "side": "SELL",
-    "quantity": 0.7,
-    "entry_price": 13.874,
-    "entry_value_usdt": 9.7118,
-    "notional_usdt": 9.251199999999999,
-    "margin_usdt": 4.6255999999999995,
-    "original_notional_usdt": 9.7118,
-    "original_margin_usdt": 4.8559,
-    "mark_price": 13.216,
-    "pnl": 0.4606,
-    "pnl_percent": 9.95762711864407,
-    "leverage": 2,
-    "entry_time": 1771079231,
-    "stop_loss_price": 19.02242857,
-    "take_profit_price": -1.57128571,
-    "take_profit_1": 6.15135714,
-    "take_profit_2": -1.57128571,
-    "atr": 1.71614286,
-    "entry_order_id": 3923246641,
-    "entry_order_type": "LIMIT",
-    "open_orders": [
-      {
-        "orderId": 2000000449191175,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 19.022,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ],
-    "active_sl_orders": "STOP_MARKET @ 19.022 (NEW)",
-    "active_tp_orders": "",
-    "binance_open_orders_raw": [
-      {
-        "orderId": 2000000449191175,
-        "type": "STOP_MARKET",
-        "side": "BUY",
-        "stopPrice": 19.022,
-        "price": 0,
-        "origType": "CONDITIONAL",
-        "reduceOnly": true,
-        "status": "NEW"
-      }
-    ]
-  }
-]
\ No newline at end of file