feat(config): 添加市场状态方案以优化交易策略

在配置管理中引入市场状态方案，允许在不同市场条件下快速切换策略（如熊市、牛市、正常、保守）。更新相关参数以自动覆盖止损、仓位和趋势过滤设置，增强策略灵活性。同时，前端组件更新以支持市场状态方案的展示与选择，提升用户体验。

backend/config_manager.py

@@ -814,7 +814,7 @@ class ConfigManager:
         short_filter_default = False if is_fast else True
         max_trend_move_default = 0.08 if is_fast else 0.05
 
-        return {
+        result = {
             # 仓位控制
             'MAX_POSITION_PERCENT': eff_get('MAX_POSITION_PERCENT', 0.12),  # 单笔最大保证金占比（12%，加大单笔盈利空间）
             'MAX_TOTAL_POSITION_PERCENT': eff_get('MAX_TOTAL_POSITION_PERCENT', 0.40),  # 总保证金占比上限
@@ -947,8 +947,47 @@ class ConfigManager:
             'SYMBOL_LOSS_COOLDOWN_SEC': eff_get('SYMBOL_LOSS_COOLDOWN_SEC', 3600),
             # 第一目标止盈最小盈亏比（相对止损距离）
             'MIN_RR_FOR_TP1': eff_get('MIN_RR_FOR_TP1', 1.5),  # 2026-02-12：保证 TP1 至少 1.5 倍止损距离，改善盈亏比
+
+            # 市场状态方案（便于在不同行情间切换）
+            'MARKET_SCHEME': str(eff_get('MARKET_SCHEME', 'normal') or 'normal').lower(),
+            'BLOCK_LONG_WHEN_4H_DOWN': eff_get('BLOCK_LONG_WHEN_4H_DOWN', False),  # 4H 下跌时禁止开多（熊市/保守用）
         }
 
+        # 根据市场方案覆盖关键参数（便于快速切换熊市/牛市/保守等预设）
+        _SCHEME_PRESETS = {
+            'normal': {
+                'MIN_STOP_LOSS_PRICE_PCT': 0.03,
+                'MAX_POSITION_PERCENT': 0.12,
+                'ATR_STOP_LOSS_MULTIPLIER': 2.5,
+                'BLOCK_LONG_WHEN_4H_DOWN': False,
+            },
+            'bear': {
+                'MIN_STOP_LOSS_PRICE_PCT': 0.05,   # 放宽止损约 -5%
+                'MAX_POSITION_PERCENT': 0.08,      # 单仓 ≤ 8%
+                'ATR_STOP_LOSS_MULTIPLIER': 2.5,
+                'BLOCK_LONG_WHEN_4H_DOWN': True,   # 4H 下跌不开多
+                'BETA_FILTER_ENABLED': True,
+            },
+            'bull': {
+                'MIN_STOP_LOSS_PRICE_PCT': 0.03,
+                'MAX_POSITION_PERCENT': 0.12,
+                'ATR_STOP_LOSS_MULTIPLIER': 2.0,
+                'BLOCK_LONG_WHEN_4H_DOWN': False,
+            },
+            'conservative': {
+                'MIN_STOP_LOSS_PRICE_PCT': 0.06,   # 最宽松止损
+                'MAX_POSITION_PERCENT': 0.06,      # 最小仓位
+                'ATR_STOP_LOSS_MULTIPLIER': 2.5,
+                'BLOCK_LONG_WHEN_4H_DOWN': True,
+                'BETA_FILTER_ENABLED': True,
+            },
+        }
+        scheme = result.get('MARKET_SCHEME', 'normal') or 'normal'
+        if scheme in _SCHEME_PRESETS:
+            for k, v in _SCHEME_PRESETS[scheme].items():
+                result[k] = v
+        return result
+
     def _sync_to_redis(self):
         """将配置同步到Redis缓存（账号维度）"""
         if not self._redis_connected or not self._redis_client:

backend/sync_global_config_defaults.py

@@ -57,6 +57,13 @@ DEFAULTS_TO_SYNC = [
      "description": "止盈按保证金封顶，避免过远"},
     {"config_key": "USE_MARGIN_CAP_FOR_SL", "config_value": "true", "config_type": "boolean", "category": "risk",
      "description": "止损按保证金封顶，避免扛单"},
+    # 市场状态方案（2026-02 三项优化 + 方案切换）
+    {"config_key": "MARKET_SCHEME", "config_value": "normal", "config_type": "string", "category": "strategy",
+     "description": "市场方案：normal / bear / bull / conservative。切换后自动覆盖止损、仓位、趋势过滤等参数。"},
+    {"config_key": "BLOCK_LONG_WHEN_4H_DOWN", "config_value": "false", "config_type": "boolean", "category": "strategy",
+     "description": "4H 趋势下跌时禁止开多。bear / conservative 方案下自动为 true。"},
+    {"config_key": "AUTO_MARKET_SCHEME_ENABLED", "config_value": "false", "config_type": "boolean", "category": "strategy",
+     "description": "开启后，crontab 定时运行 scripts/update_market_scheme.py --apply 时自动更新 MARKET_SCHEME（根据 BTC 行情识别牛/熊/正常）。"},
 ]
 
 

frontend/src/components/GlobalConfig.jsx

@@ -381,6 +381,57 @@ const GlobalConfig = () => {
         FIXED_RISK_PERCENT: 0.01, // 1% 风险
       },
     },
+    // 市场状态方案：便于在不同行情间一键切换（熊市/正常/牛市/保守）
+    scheme_bear: {
+      name: '熊市',
+      desc: '【熊市专用】放宽止损5%、单仓≤8%、4H下跌禁止开多、大盘过滤开启。避免逆势抄底、减少回撤。',
+      signatureKeys: ['MARKET_SCHEME'],
+      configs: {
+        MARKET_SCHEME: 'bear',
+        MIN_STOP_LOSS_PRICE_PCT: 0.05,
+        MAX_POSITION_PERCENT: 0.08,
+        ATR_STOP_LOSS_MULTIPLIER: 2.5,
+        BLOCK_LONG_WHEN_4H_DOWN: true,
+        BETA_FILTER_ENABLED: true,
+      },
+    },
+    scheme_normal: {
+      name: '正常',
+      desc: '【常规市场】止损3%、单仓12%、4H下跌可开多。适合震荡或温和行情。',
+      signatureKeys: ['MARKET_SCHEME'],
+      configs: {
+        MARKET_SCHEME: 'normal',
+        MIN_STOP_LOSS_PRICE_PCT: 0.03,
+        MAX_POSITION_PERCENT: 0.12,
+        ATR_STOP_LOSS_MULTIPLIER: 2.5,
+        BLOCK_LONG_WHEN_4H_DOWN: false,
+      },
+    },
+    scheme_bull: {
+      name: '牛市',
+      desc: '【牛市专用】止损3%、单仓12%、4H下跌可开多、ATR倍数略低。偏积极。',
+      signatureKeys: ['MARKET_SCHEME'],
+      configs: {
+        MARKET_SCHEME: 'bull',
+        MIN_STOP_LOSS_PRICE_PCT: 0.03,
+        MAX_POSITION_PERCENT: 0.12,
+        ATR_STOP_LOSS_MULTIPLIER: 2.0,
+        BLOCK_LONG_WHEN_4H_DOWN: false,
+      },
+    },
+    scheme_conservative: {
+      name: '保守',
+      desc: '【极保守】止损6%、单仓6%、4H下跌禁止开多。最小仓位、最严趋势过滤。',
+      signatureKeys: ['MARKET_SCHEME'],
+      configs: {
+        MARKET_SCHEME: 'conservative',
+        MIN_STOP_LOSS_PRICE_PCT: 0.06,
+        MAX_POSITION_PERCENT: 0.06,
+        ATR_STOP_LOSS_MULTIPLIER: 2.5,
+        BLOCK_LONG_WHEN_4H_DOWN: true,
+        BETA_FILTER_ENABLED: true,
+      },
+    },
     aggressive: {
       name: '激进短线（高风险）',
       desc: '针对晚间高波动：2%风险/单，交易频率高，止损较紧但止盈合理。注意：回撤风险较高。',
@@ -445,6 +496,9 @@ const GlobalConfig = () => {
     SYNC_RECOVER_MISSING_POSITIONS: { value: true, type: 'boolean', category: 'position', description: '同步时补建「币安有仓、DB 无记录」的交易记录。' },
     SYNC_RECOVER_ONLY_WHEN_HAS_SLTP: { value: true, type: 'boolean', category: 'position', description: '仅当该持仓存在止损/止盈单时才补建（未配置 SYSTEM_ORDER_ID_PREFIX 时生效）。' },
     SYSTEM_ORDER_ID_PREFIX: { value: 'SYS', type: 'string', category: 'position', description: '系统单标识：下单时写入 newClientOrderId 前缀，同步时仅对「开仓订单 clientOrderId 以此前缀开头」的持仓补建；设空则用「是否有止损止盈单」判断。' },
+    MARKET_SCHEME: { value: 'normal', type: 'string', category: 'strategy', description: '市场方案：normal / bear / bull / conservative。切换后自动覆盖止损、仓位、4H趋势过滤等参数。' },
+    BLOCK_LONG_WHEN_4H_DOWN: { value: false, type: 'boolean', category: 'strategy', description: '4H 趋势下跌时禁止开多。bear / conservative 方案下自动为 true。' },
+    AUTO_MARKET_SCHEME_ENABLED: { value: false, type: 'boolean', category: 'strategy', description: '开启后，crontab 定时运行 update_market_scheme.py --apply 时自动更新 MARKET_SCHEME（根据 BTC 行情识别牛/熊/正常）。' },
   }
 
   const loadConfigs = async () => {
@@ -967,9 +1021,13 @@ const GlobalConfig = () => {
     swing: { group: 'backup', tag: '纯限价' },
     strict: { group: 'backup', tag: '精选低频' },
     conservative: { group: 'backup', tag: '保守' },
+    scheme_bear: { group: 'scheme', tag: '熊市' },
+    scheme_normal: { group: 'scheme', tag: '正常' },
+    scheme_bull: { group: 'scheme', tag: '牛市' },
+    scheme_conservative: { group: 'scheme', tag: '保守' },
   }
 
-  // 快速方案：当前推荐（含增加机会/盈利放大/之前盈利）+ 备选
+  // 快速方案：当前推荐（含增加机会/盈利放大/之前盈利）+ 备选 + 市场状态方案
   const presetGroups = [
     {
       key: 'altcoin',
@@ -983,6 +1041,12 @@ const GlobalConfig = () => {
       desc: '需要更少出单或纯限价时可选：波段回归、精选低频、保守传统。',
       presetKeys: ['swing', 'strict', 'conservative'],
     },
+    {
+      key: 'scheme',
+      title: '市场状态方案',
+      desc: '按当前行情切换：熊市（放宽止损、降仓、4H 下跌不开多）→ 正常 → 牛市 → 保守（最小仓位、最严过滤）。',
+      presetKeys: ['scheme_bear', 'scheme_normal', 'scheme_bull', 'scheme_conservative'],
+    },
   ]
 
 

scripts/UPDATE_MARKET_SCHEME_README.md

@@ -0,0 +1,62 @@
+# 市场行情自动识别与 MARKET_SCHEME 更新
+
+## 1. 功能说明
+
+`update_market_scheme.py` 基于 Binance 公开 API 自动识别当前市场行情（牛/熊/正常），并可选更新全局配置 `MARKET_SCHEME`，从而自动切换止损、仓位、4H 趋势过滤等参数。
+
+**数据来源（无需 API Key）：**
+
+- 24h 涨跌幅：`/fapi/v1/ticker/24hr`
+- 资金费率：`/fapi/v1/premiumIndex`
+- 大户多空比：`/futures/data/topLongShortPositionRatio`
+- 4H K 线：`/fapi/v1/klines`（计算 trend_4h）
+
+**打分规则：**
+
+| 指标         | 偏多 (+1)   | 偏空 (-1)    |
+|--------------|-------------|--------------|
+| 24h 涨跌幅   | ≥ 2%        | ≤ -2%        |
+| 4H 趋势      | up          | down         |
+| 资金费率     | ≥ 0.00005   | ≤ -0.00005   |
+| 大户多空比   | ≥ 1.1       | ≤ 0.9        |
+
+总分 ≥ 2 → bull，≤ -2 → bear，否则 normal。
+
+## 2. 使用方式
+
+```bash
+# 仅检测并打印（不更新 DB）
+python scripts/update_market_scheme.py
+
+# 若开启 AUTO_MARKET_SCHEME_ENABLED，则更新 DB
+python scripts/update_market_scheme.py --apply
+
+# 强制更新（忽略 AUTO_MARKET_SCHEME_ENABLED 开关）
+python scripts/update_market_scheme.py --apply --force
+```
+
+## 3. 启用自动更新
+
+1. 在「全局配置」中设置 `AUTO_MARKET_SCHEME_ENABLED` 为 `true`
+2. 或执行一次同步默认配置：`cd backend && python sync_global_config_defaults.py`，然后在全局配置页手动改为 true
+3. 配置 crontab 定时执行 `update_market_scheme.py --apply`
+
+## 4. Crontab 配置示例
+
+每 4 小时执行一次（0 点、4 点、8 点…）：
+
+```cron
+0 */4 * * * cd /path/to/auto_trade_sys && /path/to/.venv/bin/python scripts/update_market_scheme.py --apply >> /tmp/update_market_scheme.log 2>&1
+```
+
+或每 6 小时：
+
+```cron
+0 */6 * * * cd /path/to/auto_trade_sys && /path/to/.venv/bin/python scripts/update_market_scheme.py --apply >> /tmp/update_market_scheme.log 2>&1
+```
+
+## 5. 注意事项
+
+- 脚本会清除 `global_strategy_config_v5` Redis 缓存，使交易进程下次读取时从 DB 获取最新配置
+- 若希望立即生效，可在前端点击「清除全局缓存」并「重启所有账号交易」
+- 若不开启 `AUTO_MARKET_SCHEME_ENABLED`，脚本仅打印识别结果，不修改 DB；可用 `--force` 临时强制更新

scripts/update_market_scheme.py

@@ -0,0 +1,117 @@
+#!/usr/bin/env python3
+"""
+定时任务：自动识别市场行情并更新 MARKET_SCHEME（需开启 AUTO_MARKET_SCHEME_ENABLED）。
+
+用法:
+  cd /path/to/auto_trade_sys && python scripts/update_market_scheme.py           # 仅检测并打印
+  python scripts/update_market_scheme.py --apply                                 # 若开启自动模式则更新 DB
+  python scripts/update_market_scheme.py --apply --force                         # 强制更新（忽略 AUTO 开关）
+
+crontab 示例（每 4 小时执行）:
+  0 */4 * * * cd /path/to/auto_trade_sys && python scripts/update_market_scheme.py --apply >> /tmp/update_market_scheme.log 2>&1
+"""
+import argparse
+import logging
+import os
+import sys
+from pathlib import Path
+
+# 项目根目录
+proj = Path(__file__).resolve().parent.parent
+sys.path.insert(0, str(proj / "backend"))
+sys.path.insert(0, str(proj))
+
+logging.basicConfig(
+    level=logging.INFO,
+    format="%(asctime)s [%(levelname)s] %(message)s",
+    datefmt="%Y-%m-%d %H:%M:%S",
+)
+logger = logging.getLogger(__name__)
+
+
+def _get_auto_enabled() -> bool:
+    """从 DB 读取 AUTO_MARKET_SCHEME_ENABLED，默认 False。"""
+    try:
+        from database.models import GlobalStrategyConfig
+        val = GlobalStrategyConfig.get_value("AUTO_MARKET_SCHEME_ENABLED", False)
+        if isinstance(val, bool):
+            return val
+        if isinstance(val, str):
+            return val.lower() in ("true", "1", "yes")
+        return bool(val)
+    except Exception as e:
+        logger.warning(f"读取 AUTO_MARKET_SCHEME_ENABLED 失败: {e}，默认不自动更新")
+        return False
+
+
+def _update_market_scheme(scheme: str) -> bool:
+    """更新 MARKET_SCHEME 到 DB，并清除全局配置 Redis 缓存。"""
+    try:
+        from database.models import GlobalStrategyConfig
+    except ImportError as e:
+        logger.error(f"导入 GlobalStrategyConfig 失败: {e}")
+        return False
+
+    try:
+        GlobalStrategyConfig.set(
+            "MARKET_SCHEME",
+            scheme,
+            "string",
+            "strategy",
+            "市场方案：normal / bear / bull / conservative。由 update_market_scheme 定时任务自动更新。",
+            updated_by="update_market_scheme",
+        )
+        logger.info(f"已更新 MARKET_SCHEME = {scheme}")
+
+        # 清除全局配置 Redis 缓存，让 trading_system 下次读取时从 DB 获取
+        try:
+            import redis
+            redis_url = os.getenv("REDIS_URL", "redis://localhost:6379")
+            redis_use_tls = os.getenv("REDIS_USE_TLS", "False").lower() == "true"
+            redis_username = os.getenv("REDIS_USERNAME", None)
+            redis_password = os.getenv("REDIS_PASSWORD", None)
+            if redis_use_tls and not redis_url.startswith("rediss://"):
+                redis_url = redis_url.replace("redis://", "rediss://", 1)
+            r = redis.from_url(
+                redis_url,
+                username=redis_username,
+                password=redis_password,
+                decode_responses=True,
+            )
+            r.ping()
+            r.delete("global_strategy_config_v5")
+            logger.info("已清除全局配置 Redis 缓存")
+        except Exception as e:
+            logger.warning(f"清除 Redis 缓存失败（不影响 DB 更新）: {e}")
+
+        return True
+    except Exception as e:
+        logger.error(f"更新 MARKET_SCHEME 失败: {e}", exc_info=True)
+        return False
+
+
+def main():
+    parser = argparse.ArgumentParser(description="自动识别市场行情并可选更新 MARKET_SCHEME")
+    parser.add_argument("--apply", action="store_true", help="若开启自动模式则更新 DB")
+    parser.add_argument("--force", action="store_true", help="强制更新（忽略 AUTO_MARKET_SCHEME_ENABLED）")
+    args = parser.parse_args()
+
+    from trading_system.market_regime_detector import detect_market_regime
+
+    regime, details = detect_market_regime()
+    logger.info(f"市场行情识别: {regime} | 详情: {details}")
+
+    if not args.apply:
+        print(f"REGIME={regime} DETAILS={details}")
+        return 0
+
+    if not args.force and not _get_auto_enabled():
+        logger.info("AUTO_MARKET_SCHEME_ENABLED 未开启，跳过更新。如需强制更新请加 --force")
+        return 0
+
+    ok = _update_market_scheme(regime)
+    return 0 if ok else 1
+
+
+if __name__ == "__main__":
+    sys.exit(main())

trading_system/market_regime_detector.py

@@ -0,0 +1,257 @@
+"""
+市场行情自动识别模块
+
+基于 Binance 公开 API 判断当前市场状态（牛/熊/正常），用于自动切换 MARKET_SCHEME。
+可被 crontab 定时任务调用（如每 4 小时执行一次）。
+
+使用的接口（无需 API Key）：
+- GET /fapi/v1/ticker/24hr：24h 涨跌幅
+- GET /fapi/v1/premiumIndex：资金费率
+- GET /futures/data/topLongShortPositionRatio：大户多空比
+- GET /fapi/v1/klines：4H K 线（计算 trend_4h）
+"""
+import json
+import logging
+import ssl
+import urllib.request
+from typing import Optional, Tuple
+
+logger = logging.getLogger(__name__)
+
+BINANCE_FUTURES_BASE = "https://fapi.binance.com"
+BINANCE_FUTURES_DATA = "https://fapi.binance.com/futures/data"
+REQUEST_TIMEOUT = 15
+
+
+def _http_get(url: str, params: Optional[dict] = None) -> Optional[dict]:
+    """发起 GET 请求，返回 JSON 或 None。"""
+    if params:
+        qs = "&".join(f"{k}={v}" for k, v in params.items())
+        url = f"{url}?{qs}"
+    try:
+        req = urllib.request.Request(url, headers={"Accept": "application/json"})
+        ctx = ssl.create_default_context()
+        with urllib.request.urlopen(req, timeout=REQUEST_TIMEOUT, context=ctx) as resp:
+            raw = resp.read().decode("utf-8")
+            data = json.loads(raw)
+            return data
+    except Exception as e:
+        logger.warning(f"HTTP GET 失败 {url[:80]}: {e}")
+        return None
+
+
+def fetch_btc_24h_change() -> Optional[float]:
+    """获取 BTCUSDT 24h 涨跌幅百分比。"""
+    data = _http_get(f"{BINANCE_FUTURES_BASE}/fapi/v1/ticker/24hr", {"symbol": "BTCUSDT"})
+    if not data or not isinstance(data, dict):
+        return None
+    try:
+        return float(data.get("priceChangePercent", 0))
+    except (TypeError, ValueError):
+        return None
+
+
+def fetch_btc_funding_rate() -> Optional[float]:
+    """获取 BTCUSDT 最近资金费率。正=多头付费，负=空头付费。"""
+    data = _http_get(f"{BINANCE_FUTURES_BASE}/fapi/v1/premiumIndex", {"symbol": "BTCUSDT"})
+    if not data or not isinstance(data, dict):
+        return None
+    try:
+        return float(data.get("lastFundingRate", 0))
+    except (TypeError, ValueError):
+        return None
+
+
+def fetch_btc_long_short_ratio(period: str = "1d", limit: int = 1) -> Optional[float]:
+    """获取 BTCUSDT 大户持仓多空比。>1 偏多，<1 偏空。"""
+    data = _http_get(
+        f"{BINANCE_FUTURES_DATA}/topLongShortPositionRatio",
+        {"symbol": "BTCUSDT", "period": period, "limit": limit},
+    )
+    if not data or not isinstance(data, list) or len(data) == 0:
+        return None
+    try:
+        return float(data[-1].get("longShortRatio", 1))
+    except (TypeError, ValueError):
+        return None
+
+
+def fetch_btc_klines_4h(limit: int = 60) -> Optional[list]:
+    """获取 BTCUSDT 4H K 线。"""
+    data = _http_get(
+        f"{BINANCE_FUTURES_BASE}/fapi/v1/klines",
+        {"symbol": "BTCUSDT", "interval": "4h", "limit": limit},
+    )
+    if not data or not isinstance(data, list):
+        return None
+    return data
+
+
+def _judge_trend_4h(
+    price_4h: float,
+    ema20_4h: Optional[float],
+    ema50_4h: Optional[float],
+    macd_hist: Optional[float],
+) -> str:
+    """根据 4H 价格、EMA、MACD 判断趋势方向。"""
+    if ema20_4h is None:
+        return "neutral"
+
+    score = 0
+    total = 0
+
+    if price_4h > ema20_4h:
+        score += 1
+    elif price_4h < ema20_4h:
+        score -= 1
+    total += 1
+
+    if ema50_4h is not None:
+        if ema20_4h > ema50_4h:
+            score += 1
+        elif ema20_4h < ema50_4h:
+            score -= 1
+        total += 1
+
+    if macd_hist is not None:
+        if macd_hist > 0:
+            score += 1
+        elif macd_hist < 0:
+            score -= 1
+        total += 1
+
+    if total == 0:
+        return "neutral"
+    if score >= 2:
+        return "up"
+    if score <= -2:
+        return "down"
+    return "neutral"
+
+
+def compute_trend_4h_from_klines(klines: list) -> str:
+    """从 4H K 线计算 trend_4h。"""
+    try:
+        from .indicators import TechnicalIndicators
+    except ImportError:
+        from indicators import TechnicalIndicators
+
+    closes = [float(k[4]) for k in klines]  # 收盘价
+    if len(closes) < 50:
+        return "neutral"
+
+    ema20 = TechnicalIndicators.calculate_ema(closes, 20)
+    ema50 = TechnicalIndicators.calculate_ema(closes, 50)
+    macd = TechnicalIndicators.calculate_macd(closes, 12, 26, 9)
+    macd_hist = macd.get("histogram") if macd else None
+
+    price_4h = closes[-1]
+    return _judge_trend_4h(price_4h, ema20, ema50, macd_hist)
+
+
+def detect_regime(
+    change_24h: Optional[float] = None,
+    funding_rate: Optional[float] = None,
+    long_short_ratio: Optional[float] = None,
+    trend_4h: Optional[str] = None,
+    *,
+    change_bull: float = 2.0,
+    change_bear: float = -2.0,
+    funding_bull: float = 0.00005,
+    funding_bear: float = -0.00005,
+    lsr_bull: float = 1.1,
+    lsr_bear: float = 0.9,
+) -> Tuple[str, dict]:
+    """
+    根据各项指标打分，综合判断市场行情。
+
+    Returns:
+        (regime, details): regime 为 'bull'|'bear'|'normal'，details 为各项得分详情。
+    """
+    score = 0
+    details = {}
+
+    # 1. 24h 涨跌幅
+    if change_24h is not None:
+        details["change_24h"] = round(change_24h, 2)
+        if change_24h >= change_bull:
+            score += 1
+            details["change_score"] = 1
+        elif change_24h <= change_bear:
+            score -= 1
+            details["change_score"] = -1
+        else:
+            details["change_score"] = 0
+
+    # 2. 4H 趋势
+    if trend_4h:
+        details["trend_4h"] = trend_4h
+        if trend_4h == "up":
+            score += 1
+            details["trend_score"] = 1
+        elif trend_4h == "down":
+            score -= 1
+            details["trend_score"] = -1
+        else:
+            details["trend_score"] = 0
+
+    # 3. 资金费率
+    if funding_rate is not None:
+        details["funding_rate"] = round(funding_rate, 6)
+        if funding_rate >= funding_bull:
+            score += 1
+            details["funding_score"] = 1
+        elif funding_rate <= funding_bear:
+            score -= 1
+            details["funding_score"] = -1
+        else:
+            details["funding_score"] = 0
+
+    # 4. 大户多空比
+    if long_short_ratio is not None:
+        details["long_short_ratio"] = round(long_short_ratio, 4)
+        if long_short_ratio >= lsr_bull:
+            score += 1
+            details["lsr_score"] = 1
+        elif long_short_ratio <= lsr_bear:
+            score -= 1
+            details["lsr_score"] = -1
+        else:
+            details["lsr_score"] = 0
+
+    details["total_score"] = score
+
+    if score >= 2:
+        return "bull", details
+    if score <= -2:
+        return "bear", details
+    return "normal", details
+
+
+def detect_market_regime(symbol: str = "BTCUSDT") -> Tuple[str, dict]:
+    """
+    主入口：拉取 Binance 数据并判断市场行情。
+
+    Args:
+        symbol: 基准交易对，默认 BTCUSDT
+
+    Returns:
+        (regime, details): regime 为 'bull'|'bear'|'normal'
+    """
+    if symbol != "BTCUSDT":
+        logger.warning("当前仅支持 BTCUSDT，将使用 BTCUSDT")
+        symbol = "BTCUSDT"
+
+    change_24h = fetch_btc_24h_change()
+    funding_rate = fetch_btc_funding_rate()
+    long_short_ratio = fetch_btc_long_short_ratio(period="1d", limit=1)
+    klines = fetch_btc_klines_4h(limit=60)
+    trend_4h = compute_trend_4h_from_klines(klines) if klines else None
+
+    regime, details = detect_regime(
+        change_24h=change_24h,
+        funding_rate=funding_rate,
+        long_short_ratio=long_short_ratio,
+        trend_4h=trend_4h,
+    )
+    return regime, details

trading_system/strategy.py

@@ -198,6 +198,13 @@ class TradingStrategy:
                     
                     # 确定交易方向（基于技术指标）
                     trade_direction = trade_signal['direction']
+                    # 4H 下跌禁止开多（熊市/保守方案：避免逆势抄底）
+                    block_long_4h_down = bool(config.TRADING_CONFIG.get("BLOCK_LONG_WHEN_4H_DOWN", False))
+                    if block_long_4h_down and trade_direction == "BUY" and trade_signal.get("trend_4h") == "down":
+                        logger.info(
+                            f"{symbol} 4H 趋势下跌，禁止开多（BLOCK_LONG_WHEN_4H_DOWN=true），跳过"
+                        )
+                        continue
                     # 开仓前资金费率过滤：避免在费率极端不利于己方时进场
                     if not await self._check_funding_rate_filter(symbol, trade_direction):
                         logger.info(f"{symbol} 资金费率过滤未通过，跳过开仓")