diff --git a/trading_system/strategy.py b/trading_system/strategy.py index 3221ef7..73622bf 100644 --- a/trading_system/strategy.py +++ b/trading_system/strategy.py @@ -848,10 +848,10 @@ class TradingStrategy: reasons.append(f"ETH 15m下跌{ethusdt_15m*100:.2f}%") if eth_1h_down: reasons.append(f"ETH 1h下跌{ethusdt_1h*100:.2f}%") - + threshold_pct = beta_filter_threshold * 100 return { 'should_block_buy': True, - 'reason': f"大盘暴跌:{', '.join(reasons)}" + 'reason': f"大盘暴跌:{', '.join(reasons)}(阈值 {threshold_pct:.2f}%,若需放宽可把 BETA_FILTER_THRESHOLD 改为 -0.01 即 -1%,或关闭 BETA_FILTER_ENABLED)" } return {