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薇薇安 2026-02-13 17:56:27 +08:00
parent 69327a6668
commit 46d31fde59
9 changed files with 1036 additions and 200 deletions
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2
backend/database/connection.py
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@ -51,7 +51,7 @@ class Database:
self.port = int(os.getenv('DB_PORT', 3306))
self.user = os.getenv('DB_USER', 'root')
self.password = os.getenv('DB_PASSWORD', '')
self.database = os.getenv('DB_NAME', 'auto_trade_sys')
self.database = os.getenv('DB_NAME', 'auto_trade_sys_new')
# 记录配置信息（不显示密码）
logger.debug(f"数据库配置: host={self.host}, port={self.port}, user={self.user}, database={self.database}")

58
check_trades.py
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@ -25,50 +25,24 @@ def main():
print(f"Connected to {DB_NAME}")
# Check all databases
print("\n=== All Databases ===")
cursor.execute("SHOW DATABASES")
for db in cursor.fetchall():
print(db['Database'])
# 1. Check Open Positions for Account 2
print("\n=== Open Positions (Account 2) ===")
cursor.execute("""
SELECT id, symbol, side, entry_price, quantity, leverage, stop_loss_price, take_profit_price, created_at
FROM trades
WHERE status = 'open' AND account_id = 2
ORDER BY created_at DESC
""")
open_trades = cursor.fetchall()
if not open_trades:
print("No open positions found for Account 2.")
# Search for Trade ID 3507
print("\n=== Search for Trade ID 3507 ===")
cursor.execute("SELECT * FROM trades WHERE id = 3507")
trade = cursor.fetchone()
if trade:
print(f"Found Trade 3507:")
for k, v in trade.items():
print(f" {k}: {v}")
else:
for trade in open_trades:
entry_time = datetime.fromtimestamp(trade['created_at']).strftime('%Y-%m-%d %H:%M:%S')
print(f"ID: {trade['id']}, Symbol: {trade['symbol']}, Side: {trade['side']}, Entry: {trade['entry_price']}, SL: {trade['stop_loss_price']}, TP: {trade['take_profit_price']}, Time: {entry_time}")
# 2. Check Recent Closed Trades for Account 2
cursor.execute(f"SELECT id, symbol, side, status, pnl, pnl_percent, stop_loss_price, take_profit_price, entry_time, quantity, entry_price FROM trades WHERE account_id = 2 ORDER BY id DESC LIMIT 10")
trades = cursor.fetchall()
print(f"Account 2 recent trades:")
for t in trades:
# Handle entry_time conversion if it's a timestamp or datetime
entry_time = t.get('entry_time')
print(f"ID: {t['id']}, Symbol: {t['symbol']}, Side: {t['side']}, Status: {t['status']}, PnL: {t['pnl']}, PnL%: {t['pnl_percent']}, SL: {t['stop_loss_price']}, TP: {t['take_profit_price']}, Time: {entry_time}, Qty: {t['quantity']}, Price: {t['entry_price']}")
print("Trade 3507 not found in DB.")
# 3. Check for the specific "All take profits" claim
print("\n=== Checking for Negative PnL with Take Profit Reason ===")
cursor.execute("""
SELECT COUNT(*) as count
FROM trades
WHERE status != 'open'
AND exit_reason = 'take_profit'
AND pnl < 0
""")
count = cursor.fetchone()['count']
print(f"Number of 'take_profit' trades with negative PnL: {count}")
# Check latest trades across all accounts
print("\n=== Latest 5 Trades (All Accounts) ===")
cursor.execute("SELECT id, account_id, symbol, status, pnl, pnl_percent, exit_reason, created_at FROM trades ORDER BY id DESC LIMIT 5")
trades = cursor.fetchall()
for t in trades:
print(t)
conn.close()
except Exception as e:

51
check_trades_today.py Normal file
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@ -0,0 +1,51 @@
import os
import sys
from sqlalchemy import create_engine, text
import json
from datetime import datetime
# Database connection
DB_USER = os.getenv('DB_USER', 'root')
DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
DB_HOST = os.getenv('DB_HOST', 'localhost')
DB_PORT = os.getenv('DB_PORT', '3306')
DB_NAME = 'auto_trade_sys_new'
DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
def check_today_trades():
try:
engine = create_engine(DATABASE_URL)
with engine.connect() as conn:
# Query trades from today (2026-02-13)
query = text("""
SELECT id, symbol, side, entry_price, exit_price, pnl, pnl_percent, exit_reason, exit_time, entry_time
FROM trades
WHERE DATE(entry_time) = '2026-02-13' OR DATE(exit_time) = '2026-02-13'
ORDER BY exit_time DESC
LIMIT 10
""")
result = conn.execute(query)
trades = []
for row in result:
trades.append({
"id": row[0],
"symbol": row[1],
"side": row[2],
"entry_price": float(row[3]) if row[3] else None,
"exit_price": float(row[4]) if row[4] else None,
"pnl": float(row[5]) if row[5] else None,
"pnl_percent": float(row[6]) if row[6] else None,
"exit_reason": row[7],
"exit_time": str(row[8]) if row[8] else None,
"entry_time": str(row[9]) if row[9] else None
})
print(json.dumps(trades, indent=2))
except Exception as e:
print(f"Error: {e}")
if __name__ == "__main__":
check_today_trades()

643
config-snapshot-2026-02-13T07-58-50-449Z.json Normal file
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@ -0,0 +1,643 @@
{
"fetched_at": "2026-02-13T07:58:47.687Z",
"note": "display_value 对 PERCENT/PCT 做了百分比换算；敏感字段可选择脱敏/明文。",
"preset_detected": null,
"system_status": {
"running": true,
"pid": 4103975,
"program": "auto_sys",
"state": "RUNNING"
},
"configs": [
{
"key": "MAX_POSITION_PERCENT",
"category": "position",
"category_label": "仓位控制",
"type": "number",
"value": 0.002,
"display_value": 0.2,
"description": "预设方案配置项：MAX_POSITION_PERCENT"
},
{
"key": "MAX_TOTAL_POSITION_PERCENT",
"category": "position",
"category_label": "仓位控制",
"type": "number",
"value": 0.008,
"display_value": 0.8,
"description": "预设方案配置项：MAX_TOTAL_POSITION_PERCENT"
},
{
"key": "MIN_POSITION_PERCENT",
"category": "position",
"category_label": "仓位控制",
"type": "number",
"value": 0,
"display_value": 0,
"description": "预设方案配置项：MIN_POSITION_PERCENT"
},
{
"key": "AUTO_TRADE_ALLOW_4H_NEUTRAL",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": false,
"display_value": false,
"description": "AUTO_TRADE_ALLOW_4H_NEUTRAL配置"
},
{
"key": "AUTO_TRADE_ONLY_TRENDING",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "AUTO_TRADE_ONLY_TRENDING配置"
},
{
"key": "BETA_FILTER_ENABLED",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "大盘共振过滤：BTC/ETH 下跌时屏蔽多单。"
},
{
"key": "BETA_FILTER_THRESHOLD",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": -0.005,
"display_value": -0.005,
"description": "大盘共振阈值（比例，如 -0.005 表示 -0.5%）。"
},
{
"key": "ENTRY_CHASE_MAX_STEPS",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 2,
"display_value": 2,
"description": "最大追价步数（逐步减小限价回调幅度，靠近当前价）。"
},
{
"key": "ENTRY_CONFIRM_TIMEOUT_SEC",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 120,
"display_value": 120,
"description": "下单后确认成交等待时间（秒）。"
},
{
"key": "ENTRY_MARKET_FALLBACK_AFTER_SEC",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 60,
"display_value": 60,
"description": "趋势强时：超过该时间仍未成交，会在偏离不超过上限时转市价兜底（减少错过）。"
},
{
"key": "ENTRY_MAX_DRIFT_PCT_RANGING",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.3,
"display_value": 0.3,
"description": "震荡/弱趋势最大追价偏离（%）。例如 0.3 表示 0.3%。越小越保守。"
},
{
"key": "ENTRY_MAX_DRIFT_PCT_TRENDING",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.8,
"display_value": 0.8,
"description": "趋势强时最大追价偏离（%）。例如 0.6 表示 0.6%。越小越保守。"
},
{
"key": "ENTRY_SHORT_TREND_FILTER_ENABLED",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "预设方案配置项：ENTRY_SHORT_TREND_FILTER_ENABLED"
},
{
"key": "ENTRY_STEP_WAIT_SEC",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 20,
"display_value": 20,
"description": "每次追价/调整前等待成交时间（秒）。"
},
{
"key": "ENTRY_SYMBOL_COOLDOWN_SEC",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 1800,
"display_value": 1800,
"description": "预设方案配置项：ENTRY_SYMBOL_COOLDOWN_SEC"
},
{
"key": "LEVERAGE",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 10,
"display_value": 10,
"description": "基础杠杆倍数"
},
{
"key": "MAX_CHANGE_PERCENT_FOR_LONG",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.25,
"display_value": 25,
"description": "做多时 24h 涨跌幅超过此值则不开多（避免追大涨）。单位：百分比数值，如 25 表示 25%。2026-01-31新增。"
},
{
"key": "MAX_CHANGE_PERCENT_FOR_SHORT",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.1,
"display_value": 10,
"description": "做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）。单位：百分比数值。2026-01-31新增。"
},
{
"key": "MAX_LEVERAGE",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 20,
"display_value": 20,
"description": "最大杠杆倍数（动态杠杆上限，降低到15更保守）"
},
{
"key": "MAX_RSI_FOR_LONG",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 65,
"display_value": 65,
"description": "做多时 RSI 超过此值则不开多（避免超买区追多）。2026-01-31新增。"
},
{
"key": "MIN_RR_FOR_TP1",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 1.2,
"display_value": 1.2,
"description": "第一目标止盈相对止损的最小盈亏比（如 1.5 表示 TP1 至少为止损距离的 1.5 倍）。2026-02-12 新增。"
},
{
"key": "MIN_RSI_FOR_SHORT",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 30,
"display_value": 30,
"description": "做空时 RSI 低于此值则不做空（避免深超卖反弹）。2026-01-31新增。"
},
{
"key": "RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": false,
"display_value": false,
"description": "建议开启：仅在 4H 趋势为中性时允许 RSI 反向单，避免在强趋势里逆势抄底/摸顶，降低风险。关闭则反向可与 4H 同向（仍受“禁止逆4H趋势”约束）。"
},
{
"key": "SMART_ENTRY_ENABLED",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "预设方案配置项：SMART_ENTRY_ENABLED"
},
{
"key": "SYMBOL_LOSS_COOLDOWN_ENABLED",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "是否启用同一交易对连续亏损后的冷却（避免连续亏损后继续交易）。2026-01-29新增。"
},
{
"key": "SYMBOL_LOSS_COOLDOWN_SEC",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 3600,
"display_value": 3600,
"description": "连续亏损后的冷却时间（秒），默认1小时。2026-01-29新增。"
},
{
"key": "SYMBOL_MAX_CONSECUTIVE_LOSSES",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 2,
"display_value": 2,
"description": "最大允许连续亏损次数（超过则禁止交易该交易对一段时间）。2026-01-29新增。"
},
{
"key": "TAKE_PROFIT_1_PERCENT",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.2,
"display_value": 20,
"description": "分步止盈第一目标（保证金百分比，如 0.15=15%）。第一目标触发后了结50%仓位，剩余追求第二目标。"
},
{
"key": "TRADING_PROFILE",
"category": "strategy",
"category_label": "策略参数",
"type": "string",
"value": "conservative",
"display_value": "conservative",
"description": "交易预设：conservative(稳健，低频+高门槛) / fast(快速验证，高频+宽松过滤)。仅作为默认值，具体参数仍可单独调整。"
},
{
"key": "TRAILING_STOP_ACTIVATION",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.15,
"display_value": 0.15,
"description": "移动止损激活阈值（盈利10%后激活，给趋势更多空间）"
},
{
"key": "TRAILING_STOP_PROTECT",
"category": "strategy",
"category_label": "策略参数",
"type": "number",
"value": 0.05,
"display_value": 0.05,
"description": "移动止损保护利润（保护5%利润，更合理）"
},
{
"key": "USE_DYNAMIC_LEVERAGE",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "是否启用动态杠杆（根据信号强度调整杠杆倍数）"
},
{
"key": "USE_TRAILING_STOP",
"category": "strategy",
"category_label": "策略参数",
"type": "boolean",
"value": true,
"display_value": true,
"description": "预设方案配置项：USE_TRAILING_STOP"
},
{
"key": "ATR_MULTIPLIER_MAX",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.5,
"display_value": 0.5,
"description": "动态ATR倍数最大值0.5"
},
{
"key": "ATR_MULTIPLIER_MIN",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.5,
"display_value": 0.5,
"description": "动态ATR倍数最小值0.5"
},
{
"key": "ATR_PERIOD",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 7,
"display_value": 7,
"description": "ATR计算周期（默认7）"
},
{
"key": "ATR_STOP_LOSS_MULTIPLIER",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 2.5,
"display_value": 2.5,
"description": "ATR止损倍数（0.4 - 0.6倍ATR，信号强 → 倍数低 (0.4)；信号弱 → 倍数高 (0.6)）"
},
{
"key": "FIXED_RISK_PERCENT",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.02,
"display_value": 2,
"description": "每笔单子承受的风险百分比（相对于总资金）。例如 0.02 表示 2%。启用固定风险后，每笔亏损限制在该百分比内。"
},
{
"key": "MAX_LEVERAGE_SMALL_CAP",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 8,
"display_value": 8,
"description": "高波动/小众币最大允许杠杆（与之前盈利阶段一致）。"
},
{
"key": "MIN_LEVERAGE",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 8,
"display_value": 8,
"description": "动态杠杆下限（如 8 表示不低于 8 倍）。之前盈利阶段多为 8x，避免被压到 2–4x 导致单笔盈利过少。"
},
{
"key": "MIN_STOP_LOSS_PRICE_PCT",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.025,
"display_value": 2.5,
"description": "最小止损价格变动：2%（防止止损过紧）"
},
{
"key": "MIN_TAKE_PROFIT_PRICE_PCT",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.03,
"display_value": 3,
"description": "最小止盈价格变动：3%（防止止盈过紧）"
},
{
"key": "POSITION_SCALE_FACTOR",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 1.25,
"display_value": 1.25,
"description": "仓位放大系数：1.0=正常，1.2=+20% 仓位，1.5=+50%，上限 2.0。盈利时适度调高可扩大收益，仍受单笔上限约束。"
},
{
"key": "RISK_REWARD_RATIO",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 2,
"display_value": 2,
"description": "盈亏比（止损距离的倍数，用于计算止盈）"
},
{
"key": "STOP_LOSS_PERCENT",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.1,
"display_value": 10,
"description": "止损：10%（相对于保证金）"
},
{
"key": "TAKE_PROFIT_PERCENT",
"category": "risk",
"category_label": "风险控制",
"type": "number",
"value": 0.2,
"display_value": 20,
"description": "预设方案配置项：TAKE_PROFIT_PERCENT"
},
{
"key": "USE_ATR_STOP_LOSS",
"category": "risk",
"category_label": "风险控制",
"type": "boolean",
"value": true,
"display_value": true,
"description": "是否使用ATR动态止损（优先于固定百分比）"
},
{
"key": "USE_DYNAMIC_ATR_MULTIPLIER",
"category": "risk",
"category_label": "风险控制",
"type": "boolean",
"value": false,
"display_value": false,
"description": "是否根据波动率动态调整ATR倍数"
},
{
"key": "USE_FIXED_RISK_SIZING",
"category": "risk",
"category_label": "风险控制",
"type": "boolean",
"value": true,
"display_value": true,
"description": "使用固定风险百分比计算仓位（凯利公式）。启用后，每笔单子承受的风险固定为 FIXED_RISK_PERCENT，避免大额亏损。"
},
{
"key": "ATR_TAKE_PROFIT_MULTIPLIER",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 2,
"display_value": 2,
"description": "预设方案配置项：ATR_TAKE_PROFIT_MULTIPLIER"
},
{
"key": "CONFIRM_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "string",
"value": "4h",
"display_value": "4h",
"description": "确认周期：4小时"
},
{
"key": "ENTRY_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "string",
"value": "15m",
"display_value": "15m",
"description": "入场周期：15分钟"
},
{
"key": "EXCLUDE_MAJOR_COINS",
"category": "scan",
"category_label": "市场扫描",
"type": "boolean",
"value": true,
"display_value": true,
"description": "是否排除主流币（BTC、ETH、BNB等），专注于山寨币。山寨币策略建议开启。"
},
{
"key": "KLINE_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "string",
"value": "1h",
"display_value": "1h",
"description": "K线周期：1小时"
},
{
"key": "LIMIT_ORDER_OFFSET_PCT",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 0.1,
"display_value": 0.1,
"description": "预设方案配置项：LIMIT_ORDER_OFFSET_PCT"
},
{
"key": "MAX_DAILY_ENTRIES",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 10,
"display_value": 10,
"description": "预设方案配置项：MAX_DAILY_ENTRIES"
},
{
"key": "MAX_OPEN_POSITIONS",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 5,
"display_value": 5,
"description": "预设方案配置项：MAX_OPEN_POSITIONS"
},
{
"key": "MAX_SCAN_SYMBOLS",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 500,
"display_value": 500,
"description": "扫描的最大交易对数量（0表示扫描所有，建议100-500）"
},
{
"key": "MAX_TREND_MOVE_BEFORE_ENTRY",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 0.05,
"display_value": 0.05,
"description": "预设方案配置项：MAX_TREND_MOVE_BEFORE_ENTRY"
},
{
"key": "MIN_CHANGE_PERCENT",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 0.02,
"display_value": 2,
"description": "最小涨跌幅阈值：2%"
},
{
"key": "MIN_HOLD_TIME_SEC",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 1800,
"display_value": 1800,
"description": "预设方案配置项：MIN_HOLD_TIME_SEC"
},
{
"key": "MIN_SIGNAL_STRENGTH",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 8,
"display_value": 8,
"description": "预设方案配置项：MIN_SIGNAL_STRENGTH"
},
{
"key": "MIN_VOLATILITY",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 0.02,
"display_value": 0.02,
"description": "最小波动率：2%"
},
{
"key": "MIN_VOLUME_24H",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 10000000,
"display_value": 10000000,
"description": "最小24小时成交量：1000万USDT"
},
{
"key": "MIN_VOLUME_24H_STRICT",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 50000000,
"display_value": 50000000,
"description": "严格成交量过滤，24H Volume低于此值（USD）直接剔除"
},
{
"key": "POSITION_SYNC_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 60,
"display_value": 60,
"description": "持仓状态同步间隔（秒），默认1分钟，用于同步币安实际持仓与数据库状态"
},
{
"key": "PRIMARY_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "string",
"value": "1h",
"display_value": "1h",
"description": "主周期：1小时"
},
{
"key": "SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 15,
"display_value": 15,
"description": "智能补单：多返回的候选数量。当前 TOP_N 中部分因冷却等被跳过时，仍会尝试这批额外候选，避免无单可下。"
},
{
"key": "SCAN_INTERVAL",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 1800,
"display_value": 1800,
"description": "预设方案配置项：SCAN_INTERVAL"
},
{
"key": "TOP_N_SYMBOLS",
"category": "scan",
"category_label": "市场扫描",
"type": "number",
"value": 20,
"display_value": 20,
"description": "预设方案配置项：TOP_N_SYMBOLS"
}
]
}

58
debug_config.py Normal file
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@ -0,0 +1,58 @@
import sys
import os
import asyncio
from pathlib import Path
# Add project root to path
project_root = Path(os.getcwd())
sys.path.insert(0, str(project_root))
sys.path.insert(0, str(project_root / 'backend'))
# Mock db for simple config read if possible, or use real one
from backend.config_manager import ConfigManager
from backend.database.connection import db
async def main():
print("Initializing ConfigManager...")
# Initialize ConfigManager with account_id=1
config_manager = ConfigManager.for_account(1)
# Force load from DB
try:
config_manager.reload()
print("Config reloaded from DB.")
except Exception as e:
print(f"Error reloading config: {e}")
print("\n=== Current TRADING_CONFIG (Merged) ===")
from trading_system import config
# Manually merge DB config into trading_system.config.TRADING_CONFIG to simulate runtime
for k, v in config_manager._cache.items():
config.TRADING_CONFIG[k] = v
tp_pct = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT')
tp1_pct = config.TRADING_CONFIG.get('TAKE_PROFIT_1_PERCENT')
print(f"TAKE_PROFIT_PERCENT: {tp_pct} (Type: {type(tp_pct)})")
print(f"TAKE_PROFIT_1_PERCENT: {tp1_pct} (Type: {type(tp1_pct)})")
print("\n=== All Take Profit Related Configs ===")
for k, v in config.TRADING_CONFIG.items():
if 'TAKE_PROFIT' in k:
print(f"{k}: {v}")
print("\n=== Risk Related Configs ===")
print(f"FIXED_RISK_PERCENT: {config.TRADING_CONFIG.get('FIXED_RISK_PERCENT')}")
print(f"SIGNAL_STRENGTH_POSITION_MULTIPLIER: {config.TRADING_CONFIG.get('SIGNAL_STRENGTH_POSITION_MULTIPLIER')}")
print(f"USE_FIXED_RISK_SIZING: {config.TRADING_CONFIG.get('USE_FIXED_RISK_SIZING')}")
# Check if there are any suspicious small values
print("\n=== Suspiciously Small Values (< 0.01) ===")
for k, v in config.TRADING_CONFIG.items():
if isinstance(v, (int, float)) and 0 < v < 0.01:
print(f"{k}: {v}")
if __name__ == "__main__":
asyncio.run(main())

34
inspect_db.py Normal file
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@ -0,0 +1,34 @@
import os
import sys
from sqlalchemy import create_engine, text, inspect
# Database connection
DB_USER = os.getenv('DB_USER', 'root')
DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
DB_HOST = os.getenv('DB_HOST', 'localhost')
DB_PORT = os.getenv('DB_PORT', '3306')
DB_NAME = 'auto_trade_sys_new'
DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
def inspect_db():
try:
engine = create_engine(DATABASE_URL)
inspector = inspect(engine)
table_names = inspector.get_table_names()
print(f"Tables: {table_names}")
if 'trading_config' in table_names:
columns = inspector.get_columns('trading_config')
print("\nColumns in trading_config:")
for col in columns:
print(f" - {col['name']} ({col['type']})")
else:
print("\ntrading_config table NOT found!")
except Exception as e:
print(f"Error: {e}")
if __name__ == "__main__":
inspect_db()

296
trading_system/config.py
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@ -180,138 +180,150 @@ def _get_config_value(key, default=None):
# 最后返回默认值
return default
# 默认配置字典
DEFAULT_TRADING_CONFIG = {
# ===== 用户风险旋钮（山寨币专属策略）=====
'AUTO_TRADE_ENABLED': True, # 自动交易总开关
'MAX_OPEN_POSITIONS': 4, # 同时持仓数量上限（总仓位12% / 单笔1.5% = 最多4个）
'MAX_DAILY_ENTRIES': 15, # 每日最多15笔（快速验证模式：提高上限以快速验证策略）
'MAX_POSITION_PERCENT': 0.20, # 单笔仓位上限20%（作为风控熔断，实际仓位由固定风险模型决定）
'MAX_TOTAL_POSITION_PERCENT': 0.80, # 总仓位80%（避免满仓，留有余地）
'MIN_POSITION_PERCENT': 0.01, # 最小仓位1%
'MIN_MARGIN_USDT': 10.0, # 最小保证金10美元（提高门槛，过滤过小交易）
'MIN_CHANGE_PERCENT': 0.5, # 最小价格变动0.5%
'TOP_N_SYMBOLS': 30, # 扩大候选池到30个，增加机会
'SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT': 20, # 智能补单候选增加
'MAX_SCAN_SYMBOLS': 500, # 扫描前500个
'EXCLUDE_MAJOR_COINS': True, # 排除主流币
'STOP_LOSS_PERCENT': 0.05, # 基础止损5%（配合ATR动态止损，作为保底）
'TAKE_PROFIT_PERCENT': 0.80, # 第二目标止盈80%（追求大趋势收益）
'TAKE_PROFIT_1_PERCENT': 0.30, # 第一目标止盈30%（确保3:1盈亏比）
'MIN_RR_FOR_TP1': 1.5, # 第一目标止盈的最小盈亏比（相对于止损距离）（2026-02-12：1.5 改善盈亏比）
'MIN_STOP_LOSS_PRICE_PCT': 0.025, # 最小止损价格变动2.5%
'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2%
'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损
'ATR_STOP_LOSS_MULTIPLIER': 3.0, # ATR止损倍数3.0（2026-02-12：减少噪音止损，配合止盈拉远）
'ATR_TAKE_PROFIT_MULTIPLIER': 6.0, # ATR止盈倍数6.0（追求更高盈亏比）
'RISK_REWARD_RATIO': 3.0, # 盈亏比3:1
'ATR_PERIOD': 14, # ATR计算周期14
'USE_DYNAMIC_ATR_MULTIPLIER': False, # 不使用动态ATR
'ATR_MULTIPLIER_MIN': 1.5, # 动态ATR倍数最小值
'ATR_MULTIPLIER_MAX': 2.5, # 动态ATR倍数最大值
'SCAN_INTERVAL': 900, # 扫描间隔15分钟（900秒），快速验证模式：提高扫描频率以增加交易机会
'KLINE_INTERVAL': '1h',
'PRIMARY_INTERVAL': '4h', # 主周期4小时，过滤噪音
'CONFIRM_INTERVAL': '1d', # 确认周期日线，看大趋势
'ENTRY_INTERVAL': '1h', # 入场周期1小时，避免太小的时间框架
# 入场短周期（用于快速方向确认，例如15m），不要太小以免噪音太大
'ENTRY_SHORT_INTERVAL': '15m',
# 是否开启“短周期方向过滤”，避免在15m明显上涨时做空、明显下跌时做多（快速验证模式：关闭以增加交易机会）
'ENTRY_SHORT_TREND_FILTER_ENABLED': True,
# 短周期方向过滤使用的最小趋势幅度（例如0.003=0.3%），变化太小视为震荡不过滤
'ENTRY_SHORT_TREND_MIN_PCT': 0.003,
# 检查最近多少根短周期K线来评估方向（例如3根15m约等于45分钟）
'ENTRY_SHORT_CONFIRM_CANDLES': 3,
'MIN_VOLUME_24H': 30000000, # 24小时成交额≥3000万美元，过滤垃圾币
'MIN_VOLUME_24H_STRICT': 50000000, # 严格过滤≥5000万美元
'MIN_VOLATILITY': 0.03, # 最小波动率3%，过滤死币
'MIN_SIGNAL_STRENGTH': 8, # 信号强度≥8（2026-01-29优化：从7提高到8，减少低质量信号，提升胜率）
# ===== 动态过滤优化 =====
'BETA_FILTER_ENABLED': True, # 大盘共振过滤：BTC/ETH下跌时屏蔽多单
'BETA_FILTER_THRESHOLD': -0.005, # -0.5%（2026-01-27优化：更敏感地过滤大盘风险，15分钟内跌幅超过0.5%即屏蔽多单）
# ===== RSI / 24h 涨跌幅过滤（避免追高杀跌）=====
'MAX_RSI_FOR_LONG': 65, # 做多时 RSI 超过此值则不开多（2026-02-12：65 避免追高）
'MAX_CHANGE_PERCENT_FOR_LONG': 25, # 做多时 24h 涨跌幅超过此值则不开多（避免追大涨）
'MIN_RSI_FOR_SHORT': 30, # 做空时 RSI 低于此值则不做空（避免深超卖反弹）
'MAX_CHANGE_PERCENT_FOR_SHORT': 10, # 做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）
# ===== RSI 极限反转策略（抄底/逃顶）=====
'RSI_EXTREME_REVERSE_ENABLED': True, # 开启RSI极限反转：超买反空，超卖反多
'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False, # 允许在有趋势时反向操作（例如：下跌趋势中RSI超卖 -> 抄底）
'ATR_SPIKE_THRESHOLD': 2.0, # ATR异常激增阈值（当前ATR / 平均ATR）
'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 1.0, 9: 1.2, 10: 1.5}, # 信号强度分级：7分80%，8分100%，9分120%，10分150%（好机会自动加仓）
# ===== 仓位管理优化（山寨币专属）=====
'USE_FIXED_RISK_SIZING': True, # 固定每笔风险，避免亏损扩大
'FIXED_RISK_PERCENT': 0.01, # 每笔最多亏总资金1%（山寨币风险高）
'MAX_LEVERAGE_SMALL_CAP': 8, # 高波动/小众币最大杠杆（与之前盈利阶段一致）
'MIN_LEVERAGE': 8, # 动态杠杆下限，避免被压到 2–4x 导致单笔盈利过少
'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05, # ATR超过5%时降低杠杆
'LEVERAGE': 8, # 基础杠杆（与之前盈利阶段一致）
'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整，但不低于 MIN_LEVERAGE）
'MAX_SINGLE_TRADE_LOSS_PERCENT': 20.0, # 单笔交易最大本金亏损率（20%），用于限制杠杆
'MAX_LEVERAGE': 20, # 最大杠杆
# 移动止损：必须开启！山寨币利润要保护
'USE_TRAILING_STOP': True,
'TRAILING_STOP_ACTIVATION': 0.10, # 盈利10%后激活（更早锁定利润）
'TRAILING_STOP_PROTECT': 0.02, # 保护2%利润（紧跟趋势）
# 最小持仓时间锁：立即取消！山寨币30分钟可能暴涨暴跌50%
'MIN_HOLD_TIME_SEC': 0, # 取消持仓时间锁
'POSITION_SYNC_INTERVAL': 60, # 持仓状态同步间隔60秒
# ===== 自动交易过滤（用于提升胜率/控频）=====
# 是否仅在 marketRegime=trending 时才自动交易；否则只生成推荐
'AUTO_TRADE_ONLY_TRENDING': True,
# 是否允许 4H 趋势为 neutral 时自动交易；快速验证模式：允许中性趋势以增加交易机会
'AUTO_TRADE_ALLOW_4H_NEUTRAL': False,
# ===== 趋势入场过滤（防止追在半山腰）=====
# 是否启用基于趋势状态的入场过滤：
# - 扫描阶段会为每个强信号交易对写入一份“趋势状态”到缓存（Redis）
# - 开仓时根据当前价格相对于信号价格的偏移，过滤“过晚追价”的入场
'USE_TREND_ENTRY_FILTER': True,
# 在信号方向上允许的最大累计趋势幅度（相对于信号价），超过则认为“时机太晚”，不再入场
# 例如：0.08 表示价格沿趋势方向已经走了 8% 以上还没上车，则跳过本轮机会（快速验证模式：放宽阈值以增加交易机会）
'MAX_TREND_MOVE_BEFORE_ENTRY': 0.04, # 2026-01-29优化：从0.05收紧到0.04，更严格避免追高杀跌
# 趋势状态缓存的 TTL（秒），用于控制一轮趋势的“有效期”
'TREND_STATE_TTL_SEC': 3600,
# ===== 推荐系统优化（优先推荐“入场时机不算太晚”的趋势单）=====
# 是否在生成推荐时启用趋势入场时机过滤（仅对趋势市场的顺势推荐生效）
# - 会对比当前价与趋势信号价的偏离，如果已经沿趋势方向走得太远，则不再生成该推荐
'RECO_USE_TREND_ENTRY_FILTER': True,
# 推荐系统使用的最大允许趋势幅度（相对于趋势信号价），默认与自动交易相同或略微更严格
'RECO_MAX_TREND_MOVE_BEFORE_ENTRY': 0.04,
# ===== 智能入场（方案C）=====
# 根治方案：默认关闭。关闭后回归“纯限价单模式”（不追价/不市价兜底/未成交撤单跳过）
'SMART_ENTRY_ENABLED': True, # 开启智能入场，提高成交率
'SMART_ENTRY_STRONG_SIGNAL': 8, # 强信号阈值≥8（2026-01-29优化：与MIN_SIGNAL_STRENGTH保持一致）
'ENTRY_SYMBOL_COOLDOWN_SEC': 1800, # 同一币种冷却30分钟（1800秒），快速验证模式：缩短冷却以增加交易频率
# ===== 同一交易对连续亏损过滤（避免连续亏损后继续交易）=====
'SYMBOL_LOSS_COOLDOWN_ENABLED': True, # 是否启用同一交易对连续亏损后的冷却
'SYMBOL_MAX_CONSECUTIVE_LOSSES': 2, # 最大允许连续亏损次数（超过则禁止交易）
'SYMBOL_LOSS_COOLDOWN_SEC': 3600, # 连续亏损后的冷却时间（秒），默认1小时
'ENTRY_TIMEOUT_SEC': 180, # 智能入场总预算（秒）（限价/追价逻辑内部使用）
'ENTRY_STEP_WAIT_SEC': 15, # 每步等待成交时间（秒）
'ENTRY_CHASE_MAX_STEPS': 4, # 最多追价步数（逐步减少 offset）
'ENTRY_MARKET_FALLBACK_AFTER_SEC': 45, # 趋势强时：超过该秒数仍未成交 -> 评估是否市价兜底
'ENTRY_CONFIRM_TIMEOUT_SEC': 30, # 下单后最终确认成交的等待时间（秒）
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.8, # 追价偏离放宽到0.8%（山寨币跳空大）
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3, # 震荡/弱趋势时允许的最大追价偏离
'LIMIT_ORDER_OFFSET_PCT': 0.5, # 限价单偏移百分比（默认0.5%）
'MIN_HOLD_TIME_SEC': 0, # 默认30分钟（1800秒），已取消
}
def _get_trading_config():
"""获取交易配置（支持动态重载，优先从Redis读取最新值）"""
config = DEFAULT_TRADING_CONFIG.copy()
if _config_manager:
# 从Redis重新加载配置（轻量级，只从Redis读取，不查数据库）
# 注意：如果Redis不可用或没有数据，reload_from_redis()会保持现有缓存，不会触发数据库加载
_config_manager.reload_from_redis()
return _config_manager.get_trading_config()
# 回退到默认配置
return {
# ===== 用户风险旋钮（山寨币专属策略）=====
'AUTO_TRADE_ENABLED': True, # 自动交易总开关
'MAX_OPEN_POSITIONS': 4, # 同时持仓数量上限（总仓位12% / 单笔1.5% = 最多4个）
'MAX_DAILY_ENTRIES': 15, # 每日最多15笔（快速验证模式：提高上限以快速验证策略）
db_config = _config_manager.get_trading_config()
if db_config:
# 使用数据库配置覆盖默认配置
config.update(db_config)
return config
return config
'MAX_POSITION_PERCENT': 0.20, # 单笔仓位上限20%（作为风控熔断，实际仓位由固定风险模型决定）
'MAX_TOTAL_POSITION_PERCENT': 0.80, # 总仓位80%（避免满仓，留有余地）
'MIN_POSITION_PERCENT': 0.01, # 最小仓位1%
'MIN_MARGIN_USDT': 10.0, # 最小保证金10美元（提高门槛，过滤过小交易）
'MIN_CHANGE_PERCENT': 0.5, # 最小价格变动0.5%
'TOP_N_SYMBOLS': 30, # 扩大候选池到30个，增加机会
'SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT': 20, # 智能补单候选增加
'MAX_SCAN_SYMBOLS': 500, # 扫描前500个
'EXCLUDE_MAJOR_COINS': True, # 排除主流币
'STOP_LOSS_PERCENT': 0.05, # 基础止损5%（配合ATR动态止损，作为保底）
'TAKE_PROFIT_PERCENT': 0.80, # 第二目标止盈80%（追求大趋势收益）
'TAKE_PROFIT_1_PERCENT': 0.30, # 第一目标止盈30%（确保3:1盈亏比）
'MIN_RR_FOR_TP1': 1.5, # 第一目标止盈的最小盈亏比（相对于止损距离）（2026-02-12：1.5 改善盈亏比）
'MIN_STOP_LOSS_PRICE_PCT': 0.025, # 最小止损价格变动2.5%
'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2%
'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损
'ATR_STOP_LOSS_MULTIPLIER': 3.0, # ATR止损倍数3.0（2026-02-12：减少噪音止损，配合止盈拉远）
'ATR_TAKE_PROFIT_MULTIPLIER': 6.0, # ATR止盈倍数6.0（追求更高盈亏比）
'RISK_REWARD_RATIO': 3.0, # 盈亏比3:1
'ATR_PERIOD': 14, # ATR计算周期14
'USE_DYNAMIC_ATR_MULTIPLIER': False, # 不使用动态ATR
'ATR_MULTIPLIER_MIN': 1.5, # 动态ATR倍数最小值
'ATR_MULTIPLIER_MAX': 2.5, # 动态ATR倍数最大值
'SCAN_INTERVAL': 900, # 扫描间隔15分钟（900秒），快速验证模式：提高扫描频率以增加交易机会
'KLINE_INTERVAL': '1h',
'PRIMARY_INTERVAL': '4h', # 主周期4小时，过滤噪音
'CONFIRM_INTERVAL': '1d', # 确认周期日线，看大趋势
'ENTRY_INTERVAL': '1h', # 入场周期1小时，避免太小的时间框架
# 入场短周期（用于快速方向确认，例如15m），不要太小以免噪音太大
'ENTRY_SHORT_INTERVAL': '15m',
# 是否开启“短周期方向过滤”，避免在15m明显上涨时做空、明显下跌时做多（快速验证模式：关闭以增加交易机会）
'ENTRY_SHORT_TREND_FILTER_ENABLED': True,
# 短周期方向过滤使用的最小趋势幅度（例如0.003=0.3%），变化太小视为震荡不过滤
'ENTRY_SHORT_TREND_MIN_PCT': 0.003,
# 检查最近多少根短周期K线来评估方向（例如3根15m约等于45分钟）
'ENTRY_SHORT_CONFIRM_CANDLES': 3,
'MIN_VOLUME_24H': 30000000, # 24小时成交额≥3000万美元，过滤垃圾币
'MIN_VOLUME_24H_STRICT': 50000000, # 严格过滤≥5000万美元
'MIN_VOLATILITY': 0.03, # 最小波动率3%，过滤死币
'MIN_SIGNAL_STRENGTH': 8, # 信号强度≥8（2026-01-29优化：从7提高到8，减少低质量信号，提升胜率）
# ===== 动态过滤优化 =====
'BETA_FILTER_ENABLED': True, # 大盘共振过滤：BTC/ETH下跌时屏蔽多单
'BETA_FILTER_THRESHOLD': -0.005, # -0.5%（2026-01-27优化：更敏感地过滤大盘风险，15分钟内跌幅超过0.5%即屏蔽多单）
# ===== RSI / 24h 涨跌幅过滤（避免追高杀跌）=====
'MAX_RSI_FOR_LONG': 65, # 做多时 RSI 超过此值则不开多（2026-02-12：65 避免追高）
'MAX_CHANGE_PERCENT_FOR_LONG': 25, # 做多时 24h 涨跌幅超过此值则不开多（避免追大涨）
'MIN_RSI_FOR_SHORT': 30, # 做空时 RSI 低于此值则不做空（避免深超卖反弹）
'MAX_CHANGE_PERCENT_FOR_SHORT': 10, # 做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）
# ===== RSI 极限反转策略（抄底/逃顶）=====
'RSI_EXTREME_REVERSE_ENABLED': True, # 开启RSI极限反转：超买反空，超卖反多
'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False, # 允许在有趋势时反向操作（例如：下跌趋势中RSI超卖 -> 抄底）
'ATR_SPIKE_THRESHOLD': 2.0, # ATR异常激增阈值（当前ATR / 平均ATR）
'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 0.9, 9: 1.0, 10: 1.0}, # 信号强度分级：7分80%仓位，8分90%，9-10分100%（快速验证模式：支持7-8分信号）
# ===== 仓位管理优化（山寨币专属）=====
'USE_FIXED_RISK_SIZING': True, # 固定每笔风险，避免亏损扩大
'FIXED_RISK_PERCENT': 0.01, # 每笔最多亏总资金1%（山寨币风险高）
'MAX_LEVERAGE_SMALL_CAP': 8, # 高波动/小众币最大杠杆（与之前盈利阶段一致）
'MIN_LEVERAGE': 8, # 动态杠杆下限，避免被压到 2–4x 导致单笔盈利过少
'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05, # ATR超过5%时降低杠杆
'LEVERAGE': 8, # 基础杠杆（与之前盈利阶段一致）
'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整，但不低于 MIN_LEVERAGE）
'MAX_SINGLE_TRADE_LOSS_PERCENT': 20.0, # 单笔交易最大本金亏损率（20%），用于限制杠杆
'MAX_LEVERAGE': 20, # 最大杠杆
# 移动止损：必须开启！山寨币利润要保护
'USE_TRAILING_STOP': True,
'TRAILING_STOP_ACTIVATION': 0.10, # 盈利10%后激活（更早锁定利润）
'TRAILING_STOP_PROTECT': 0.02, # 保护2%利润（紧跟趋势）
# 最小持仓时间锁：立即取消！山寨币30分钟可能暴涨暴跌50%
'MIN_HOLD_TIME_SEC': 0, # 取消持仓时间锁
'POSITION_SYNC_INTERVAL': 60, # 持仓状态同步间隔60秒
# ===== 自动交易过滤（用于提升胜率/控频）=====
# 是否仅在 marketRegime=trending 时才自动交易；否则只生成推荐
'AUTO_TRADE_ONLY_TRENDING': True,
# 是否允许 4H 趋势为 neutral 时自动交易；快速验证模式：允许中性趋势以增加交易机会
'AUTO_TRADE_ALLOW_4H_NEUTRAL': False,
# ===== 趋势入场过滤（防止追在半山腰）=====
# 是否启用基于趋势状态的入场过滤：
# - 扫描阶段会为每个强信号交易对写入一份“趋势状态”到缓存（Redis）
# - 开仓时根据当前价格相对于信号价格的偏移，过滤“过晚追价”的入场
'USE_TREND_ENTRY_FILTER': True,
# 在信号方向上允许的最大累计趋势幅度（相对于信号价），超过则认为“时机太晚”，不再入场
# 例如：0.08 表示价格沿趋势方向已经走了 8% 以上还没上车，则跳过本轮机会（快速验证模式：放宽阈值以增加交易机会）
'MAX_TREND_MOVE_BEFORE_ENTRY': 0.04, # 2026-01-29优化：从0.05收紧到0.04，更严格避免追高杀跌
# 趋势状态缓存的 TTL（秒），用于控制一轮趋势的“有效期”
'TREND_STATE_TTL_SEC': 3600,
# ===== 推荐系统优化（优先推荐“入场时机不算太晚”的趋势单）=====
# 是否在生成推荐时启用趋势入场时机过滤（仅对趋势市场的顺势推荐生效）
# - 会对比当前价与趋势信号价的偏离，如果已经沿趋势方向走得太远，则不再生成该推荐
'RECO_USE_TREND_ENTRY_FILTER': True,
# 推荐系统使用的最大允许趋势幅度（相对于趋势信号价），默认与自动交易相同或略微更严格
'RECO_MAX_TREND_MOVE_BEFORE_ENTRY': 0.04,
# ===== 智能入场（方案C）=====
# 根治方案：默认关闭。关闭后回归“纯限价单模式”（不追价/不市价兜底/未成交撤单跳过）
'SMART_ENTRY_ENABLED': True, # 开启智能入场，提高成交率
'SMART_ENTRY_STRONG_SIGNAL': 8, # 强信号阈值≥8（2026-01-29优化：与MIN_SIGNAL_STRENGTH保持一致）
'ENTRY_SYMBOL_COOLDOWN_SEC': 1800, # 同一币种冷却30分钟（1800秒），快速验证模式：缩短冷却以增加交易频率
# ===== 同一交易对连续亏损过滤（避免连续亏损后继续交易）=====
'SYMBOL_LOSS_COOLDOWN_ENABLED': True, # 是否启用同一交易对连续亏损后的冷却
'SYMBOL_MAX_CONSECUTIVE_LOSSES': 2, # 最大允许连续亏损次数（超过则禁止交易）
'SYMBOL_LOSS_COOLDOWN_SEC': 3600, # 连续亏损后的冷却时间（秒），默认1小时
'ENTRY_TIMEOUT_SEC': 180, # 智能入场总预算（秒）（限价/追价逻辑内部使用）
'ENTRY_STEP_WAIT_SEC': 15, # 每步等待成交时间（秒）
'ENTRY_CHASE_MAX_STEPS': 4, # 最多追价步数（逐步减少 offset）
'ENTRY_MARKET_FALLBACK_AFTER_SEC': 45, # 趋势强时：超过该秒数仍未成交 -> 评估是否市价兜底
'ENTRY_CONFIRM_TIMEOUT_SEC': 30, # 下单后最终确认成交的等待时间（秒）
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.8, # 追价偏离放宽到0.8%（山寨币跳空大）
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3, # 震荡/弱趋势时允许的最大追价偏离
}
# 币安API配置（优先从数据库，回退到环境变量和默认值）
# 注意：在模块加载时，配置管理器可能还未初始化完成，所以先使用默认值
@ -324,37 +336,7 @@ USE_TESTNET: bool = _get_config_value('USE_TESTNET', False) if _get_config_value
TRADING_CONFIG = _get_trading_config()
# 确保包含所有必要的默认值
defaults = {
# 用户风险旋钮（即使DB里没配置，也能用）
'AUTO_TRADE_ENABLED': True,
'MAX_OPEN_POSITIONS': 3,
'MAX_DAILY_ENTRIES': 8,
'SCAN_INTERVAL': 1800,
'KLINE_INTERVAL': '1h',
'PRIMARY_INTERVAL': '1h',
'CONFIRM_INTERVAL': '4h',
'ENTRY_INTERVAL': '15m',
'LIMIT_ORDER_OFFSET_PCT': 0.5, # 限价单偏移百分比（默认0.5%）
# 智能入场默认值（即使DB里没配置，也能用）
'SMART_ENTRY_ENABLED': False,
'ENTRY_SYMBOL_COOLDOWN_SEC': 120,
'ENTRY_TIMEOUT_SEC': 180,
'ENTRY_STEP_WAIT_SEC': 15,
'ENTRY_CHASE_MAX_STEPS': 4,
'ENTRY_MARKET_FALLBACK_AFTER_SEC': 45,
'ENTRY_CONFIRM_TIMEOUT_SEC': 30,
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.6,
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3,
# 自动交易过滤默认值
'AUTO_TRADE_ONLY_TRENDING': True,
'AUTO_TRADE_ALLOW_4H_NEUTRAL': False,
# 最小持仓时间锁（强制波段持仓纪律，避免分钟级平仓）
'MIN_HOLD_TIME_SEC': 1800, # 默认30分钟（1800秒）
}
for key, value in defaults.items():
for key, value in DEFAULT_TRADING_CONFIG.items():
if key not in TRADING_CONFIG:
TRADING_CONFIG[key] = value
@ -400,7 +382,7 @@ def reload_config():
REDIS_PASSWORD = _get_config_value('REDIS_PASSWORD', os.getenv('REDIS_PASSWORD', REDIS_PASSWORD))
REDIS_SELECT = _get_config_value('REDIS_SELECT', os.getenv('REDIS_SELECT', REDIS_SELECT))
# 确保默认值
for key, value in defaults.items():
for key, value in DEFAULT_TRADING_CONFIG.items():
if key not in TRADING_CONFIG:
TRADING_CONFIG[key] = value

17
trading_system/risk_manager.py
View File

@ -529,6 +529,23 @@ class RiskManager:
# 固定风险金额
risk_amount = total_balance * fixed_risk_percent
# ⚠️ 优化：将信号强度乘数应用于固定风险金额
signal_multiplier = 1.0
if signal_strength is not None:
# 获取配置，如果配置为None（可能从DB读取时为空），则使用默认值
signal_multipliers = config.TRADING_CONFIG.get('SIGNAL_STRENGTH_POSITION_MULTIPLIER')
if signal_multipliers is None:
signal_multipliers = {7: 0.8, 8: 1.0, 9: 1.2, 10: 1.5}
# 确保是字典类型
if isinstance(signal_multipliers, dict):
signal_multiplier = signal_multipliers.get(signal_strength, 1.0)
if signal_multiplier != 1.0:
logger.info(f" ⚡️ 应用信号强度乘数: {signal_multiplier} (信号强度: {signal_strength})")
risk_amount = risk_amount * signal_multiplier
else:
logger.warning(f" ⚠️ SIGNAL_STRENGTH_POSITION_MULTIPLIER 配置格式错误: {type(signal_multipliers)}")
# 根据止损距离反算仓位
# 风险金额 = (入场价 - 止损价) × 数量

77
update_risk_config_db.py Normal file
View File

@ -0,0 +1,77 @@
import os
import sys
import logging
from sqlalchemy import create_engine, text
# Set up logging
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)
# Database connection
DB_USER = os.getenv('DB_USER', 'root')
DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
DB_HOST = os.getenv('DB_HOST', 'localhost')
DB_PORT = os.getenv('DB_PORT', '3306')
DB_NAME = 'auto_trade_sys_new'
DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
def update_config():
try:
engine = create_engine(DATABASE_URL)
with engine.connect() as conn:
# 1. Update MIN_STOP_LOSS_PRICE_PCT (Crucial Fix)
# Default was 0.025 (2.5%), which forces 25% margin loss @ 10x.
# Changing to 0.005 (0.5%), which allows 5% margin loss @ 10x.
conn.execute(text("""
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
VALUES (1, 'MIN_STOP_LOSS_PRICE_PCT', '0.005', 'number', 'risk', '最小止损价格变动：0.5%（允许更紧的止损）', NOW())
ON DUPLICATE KEY UPDATE config_value='0.005', updated_at=NOW();
"""))
logger.info("Updated MIN_STOP_LOSS_PRICE_PCT to 0.005")
# 2. Update MIN_TAKE_PROFIT_PRICE_PCT
# Default was 0.02 (2%), forcing 20% margin gain @ 10x.
# Changing to 0.006 (0.6%), allowing smaller TPs if needed.
conn.execute(text("""
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
VALUES (1, 'MIN_TAKE_PROFIT_PRICE_PCT', '0.006', 'number', 'risk', '最小止盈价格变动：0.6%（允许更紧的止盈）', NOW())
ON DUPLICATE KEY UPDATE config_value='0.006', updated_at=NOW();
"""))
logger.info("Updated MIN_TAKE_PROFIT_PRICE_PCT to 0.006")
# 3. Ensure STOP_LOSS_PERCENT is 0.1 (10% Margin)
conn.execute(text("""
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
VALUES (1, 'STOP_LOSS_PERCENT', '0.1', 'number', 'risk', '止损：10%（相对于保证金）', NOW())
ON DUPLICATE KEY UPDATE config_value='0.1', updated_at=NOW();
"""))
logger.info("Ensured STOP_LOSS_PERCENT is 0.1")
# 4. Ensure TAKE_PROFIT_PERCENT is 0.2 (20% Margin)
conn.execute(text("""
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
VALUES (1, 'TAKE_PROFIT_PERCENT', '0.2', 'number', 'risk', '止盈：20%（相对于保证金）', NOW())
ON DUPLICATE KEY UPDATE config_value='0.2', updated_at=NOW();
"""))
logger.info("Ensured TAKE_PROFIT_PERCENT is 0.2")
# 5. Ensure ATR_STOP_LOSS_MULTIPLIER is reasonable (2.0)
conn.execute(text("""
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
VALUES (1, 'ATR_STOP_LOSS_MULTIPLIER', '2.0', 'number', 'risk', 'ATR止损倍数2.0', NOW())
ON DUPLICATE KEY UPDATE config_value='2.0', updated_at=NOW();
"""))
logger.info("Ensured ATR_STOP_LOSS_MULTIPLIER is 2.0")
conn.commit()
logger.info("Configuration update complete.")
except Exception as e:
logger.error(f"Error updating config: {e}")
import traceback
traceback.print_exc()
if __name__ == "__main__":
update_config()