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From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= <vivian@192.168.3.101>
Date: Wed, 25 Feb 2026 11:29:06 +0800
Subject: [PATCH] =?UTF-8?q?feat(strategy):=20=E6=9B=B4=E6=96=B0=E5=A4=A7?=
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在交易策略中优化大盘暴跌的提示信息，新增阈值说明以指导用户调整 `BETA_FILTER_THRESHOLD` 设置。此改动旨在提升用户对市场波动的理解，增强策略的灵活性与可用性。
---
 trading_system/strategy.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

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 {