diff --git a/config/my_batch_mainstream_opportunity.json b/config/my_batch_mainstream_opportunity.json new file mode 100644 index 0000000..d6827a7 --- /dev/null +++ b/config/my_batch_mainstream_opportunity.json @@ -0,0 +1,44 @@ +[ + { + "key": "AUTO_TRADE_ALLOW_RANGING", + "value": true, + "type": "boolean", + "category": "strategy", + "description": "主流币机会档:允许震荡(ranging)自动开仓;仍保留白名单与 RANGING_MARKET_SIGNAL_BOOST 抬高门槛" + }, + { + "key": "AUTO_TRADE_ONLY_TRENDING", + "value": false, + "type": "boolean", + "category": "strategy", + "description": "与 ALLOW_RANGING 配合:非仅 trending;ranging 需信号更强才开" + }, + { + "key": "MIN_SIGNAL_STRENGTH", + "value": 7, + "type": "number", + "category": "strategy", + "description": "基础信号门槛 7;ranging 时叠加 RANGING_MARKET_SIGNAL_BOOST(+2) 实际需≥9" + }, + { + "key": "RANGING_MARKET_SIGNAL_BOOST", + "value": 2, + "type": "number", + "category": "strategy", + "description": "震荡市额外 +2 信号分,避免 ranging 乱开" + }, + { + "key": "NO_OPEN_HOURS_BJ", + "value": "", + "type": "string", + "category": "risk", + "description": "主流币模式:清空山寨时代离散禁开小时" + }, + { + "key": "NIGHT_HOURS_NO_OPEN_ENABLED", + "value": false, + "type": "boolean", + "category": "risk", + "description": "主流币模式:关闭晚间连续禁开窗口" + } +] diff --git a/scripts/apply_mainstream_opportunity.sh b/scripts/apply_mainstream_opportunity.sh new file mode 100755 index 0000000..8d52f2d --- /dev/null +++ b/scripts/apply_mainstream_opportunity.sh @@ -0,0 +1,37 @@ +#!/usr/bin/env bash +# 主流币机会档:解决「白名单内长期 ranging → 零下单」 +# +# 核心:AUTO_TRADE_ALLOW_RANGING=true,震荡市仍靠 RANGING_MARKET_SIGNAL_BOOST(+2) 抬高门槛 +# 详见 config/my_batch_mainstream_opportunity.json +# +# 用法(项目根): +# ./scripts/apply_mainstream_opportunity.sh +# ./scripts/apply_mainstream_opportunity.sh --dry-run +# +set -euo pipefail +ROOT="$(cd "$(dirname "$0")/.." && pwd)" +cd "$ROOT" + +PYTHON_BIN="" +for _py in \ + "${ROOT}/.venv/bin/python" \ + "${ROOT}/trading_system/.venv/bin/python" \ + "${ROOT}/backend/.venv/bin/python"; do + if [ -x "$_py" ]; then + PYTHON_BIN="$_py" + break + fi +done +if [ -z "$PYTHON_BIN" ]; then + PYTHON_BIN="$(command -v python3)" +fi + +DRY_RUN=() +if [[ "${1:-}" == "--dry-run" ]]; then + DRY_RUN=(--dry-run) +fi + +exec "$PYTHON_BIN" "$ROOT/scripts/apply_config_patch_only.py" \ + --from "$ROOT/config/my_batch_mainstream_opportunity.json" \ + --updated-by "mainstream_opportunity" \ + "${DRY_RUN[@]}" diff --git a/tradelog.txt b/tradelog.txt new file mode 100644 index 0000000..b368014 --- /dev/null +++ b/tradelog.txt @@ -0,0 +1,50 @@ +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - K 线预热完成,11 个交易对,耗时 3.5s(WS 预订阅 + REST 预取) +2026-06-16 11:03:20 - trading_system.market_regime - INFO - 市场节奏: median_24h_change=4.89% -> normal (阈值=2.5%) +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 扫描完成,找到 11 个符合条件的交易对,耗时 3.65秒 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 扫描完成,找到 11 个符合条件的交易对 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - ===== 发现潜在交易信号 (11) ===== +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 1. UNIUSDT: | 8.87% | RSI:70.5 | ranging | 信号:10 | 价格: 2.7980 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 2. ZECUSDT: | 6.61% | RSI:84.7 | ranging | 信号:10 | 价格: 517.6700 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 3. NEARUSDT: | 4.89% | RSI:70.5 | ranging | 信号:10 | 价格: 2.3740 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 4. XLMUSDT: | 11.22% | RSI:66.2 | ranging | 信号:10 | 价格: 0.2092 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 5. AAVEUSDT: | 6.12% | RSI:68.5 | trending | 信号:10 | 价格: 73.3300 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 6. BCHUSDT: | 5.77% | RSI:66.5 | ranging | 信号:10 | 价格: 223.0100 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 7. ETHUSDT: | 3.15% | RSI:66.6 | ranging | 信号:10 | 价格: 1774.6200 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 8. XRPUSDT: | 3.07% | RSI:64.5 | ranging | 信号:10 | 价格: 1.2166 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 9. SOLUSDT: | 2.89% | RSI:69.3 | ranging | 信号:10 | 价格: 72.9800 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 10. ADAUSDT: | -2.06% | RSI:55.6 | ranging | 信号:10 | 价格: 0.1773 +2026-06-16 11:03:20 - trading_system.market_scanner - INFO - 11. DOGEUSDT: | -1.96% | RSI:47.9 | ranging | 信号:8 | 价格: 0.0871 +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: UNIUSDT (DOWN 8.87%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - UNIUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: ZECUSDT (DOWN 6.61%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - ZECUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: NEARUSDT (DOWN 4.89%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - NEARUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: XLMUSDT (DOWN 11.22%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - XLMUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: AAVEUSDT (DOWN 6.12%, 市场状态: trending) +2026-06-16 11:03:20 - trading_system.strategy - INFO - AAVEUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: BCHUSDT (DOWN 5.77%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - BCHUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: ETHUSDT (DOWN 3.15%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - ETHUSDT 市场状态=ranging,跳过自动交易(仅生成推荐)|原因:AUTO_TRADE_ALLOW_RANGING=false +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: XRPUSDT (DOWN 3.07%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - XRPUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: SOLUSDT (DOWN 2.89%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - INFO - SOLUSDT 市场状态=ranging,跳过自动交易(仅生成推荐)|原因:AUTO_TRADE_ALLOW_RANGING=false +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: ADAUSDT (DOWN -2.06%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - WARNING - ADAUSDT 4H趋势中性,信号质量可能降低 +2026-06-16 11:03:20 - trading_system.strategy - INFO - ADAUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.strategy - INFO - 处理交易对: DOGEUSDT (DOWN -1.96%, 市场状态: ranging) +2026-06-16 11:03:20 - trading_system.strategy - WARNING - DOGEUSDT 4H趋势中性,信号质量可能降低 +2026-06-16 11:03:20 - trading_system.strategy - INFO - DOGEUSDT 不在自动交易白名单内,跳过自动下单(仅生成推荐)|AUTO_TRADE_SYMBOL_WHITELIST +2026-06-16 11:03:20 - trading_system.position_manager - INFO - 开始同步币安持仓状态与数据库... +2026-06-16 11:03:20 - trading_system.position_manager - INFO - ✓ 持仓状态同步完成,数据库与币安状态一致 +2026-06-16 11:03:20 - trading_system.position_manager - INFO - 持仓状态同步完成 +2026-06-16 11:03:20 - trading_system.position_manager - INFO - [账号2] 币安持仓: 0 个 (无) +2026-06-16 11:03:20 - trading_system.position_manager - INFO - [账号2] 本地持仓记录: 0 个 (无) +2026-06-16 11:03:20 - trading_system.position_manager - INFO - [账号2] 已启动 0 个持仓的实时监控 +2026-06-16 11:03:20 - trading_system.strategy - INFO - 持仓摘要: 0 个持仓, 总盈亏: 0.00 USDT, 可用余额: 199.13 USDT +2026-06-16 11:03:20 - config_manager - INFO - 从数据库加载了 21 个配置项,已同步到Redis +2026-06-16 11:03:20 - trading_system.strategy - INFO - 配置已重新加载,将使用最新配置进行下次扫描 +2026-06-16 11:03:20 - trading_system.strategy - INFO - 等待 600 秒后进行下次扫描... \ No newline at end of file