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analyze_json.py

@@ -0,0 +1,70 @@
+import json
+from datetime import datetime
+import sys
+
+file_path = '/Users/vivian/work/python/auto_trade_sys/交易记录_2026-02-05T11-39-32.json'
+
+def parse_time(time_str):
+    if not time_str:
+        return None
+    try:
+        # Adjust format based on actual JSON content if needed
+        # Assuming ISO format or similar based on filename
+        return datetime.fromisoformat(time_str.replace('Z', '+00:00'))
+    except ValueError:
+        return None
+
+try:
+    with open(file_path, 'r', encoding='utf-8') as f:
+        data = json.load(f)
+    
+    closed_trades = [t for t in data if t.get('状态') == '已平仓']
+    
+    total_trades = len(data)
+    closed_count = len(closed_trades)
+    
+    print(f"Total Trades in File: {total_trades}")
+    print(f"Closed Trades: {closed_count}")
+    
+    if closed_count == 0:
+        print("No closed trades to analyze.")
+        sys.exit(0)
+
+    wins = [t for t in closed_trades if float(t.get('盈亏', 0)) > 0]
+    losses = [t for t in closed_trades if float(t.get('盈亏', 0)) <= 0]
+    
+    total_pnl = sum(float(t.get('盈亏', 0)) for t in closed_trades)
+    total_win_pnl = sum(float(t.get('盈亏', 0)) for t in wins)
+    total_loss_pnl = sum(float(t.get('盈亏', 0)) for t in losses)
+    
+    avg_win = total_win_pnl / len(wins) if wins else 0
+    avg_loss = total_loss_pnl / len(losses) if losses else 0
+    
+    print(f"\n--- Performance Analysis ---")
+    print(f"Win Count: {len(wins)}")
+    print(f"Loss Count: {len(losses)}")
+    win_rate = (len(wins) / closed_count * 100) if closed_count > 0 else 0
+    print(f"Win Rate: {win_rate:.2f}%")
+    
+    print(f"Total PnL: {total_pnl:.4f} USDT")
+    print(f"Avg Win: {avg_win:.4f} USDT")
+    print(f"Avg Loss: {avg_loss:.4f} USDT")
+    
+    if avg_loss != 0:
+        rr_ratio = abs(avg_win / avg_loss)
+        print(f"Avg Win / Avg Loss Ratio (R:R): {rr_ratio:.2f}")
+    else:
+        print("Avg Win / Avg Loss Ratio (R:R): Infinite (No Losses)")
+
+    # Duration Analysis (if fields exist)
+    # Assuming fields like '开仓时间' and '平仓时间' exist based on typical trade records
+    # If not, this part will be skipped or adjusted
+    
+    # Let's inspect one record keys to be sure for future reference
+    if closed_trades:
+        print(f"\nSample Record Keys: {list(closed_trades[0].keys())}")
+
+except Exception as e:
+    print(f"Error: {e}")
+    import traceback
+    traceback.print_exc()

trading_system/config.py

@@ -205,11 +205,11 @@ def _get_trading_config():
         'EXCLUDE_MAJOR_COINS': True,  # 排除主流币（BTC、ETH、BNB等），专注于山寨币
         'STOP_LOSS_PERCENT': 0.12,  # 止损12%（保证金百分比）
         'TAKE_PROFIT_PERCENT': 0.10,  # 第二目标/单目标止盈10%
-        'TAKE_PROFIT_1_PERCENT': 0.15,  # 分步止盈第一目标15%，提高整体盈亏比
+        'TAKE_PROFIT_1_PERCENT': 0.25,  # 分步止盈第一目标25%（2026-02-05优化：提高盈亏比）
         'MIN_STOP_LOSS_PRICE_PCT': 0.025,  # 最小止损价格变动2.5%（2026-01-29优化：从2%提高到2.5%，给波动更多空间）
         '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': 2.0,  # ATR止损倍数2.0（2026-01-29优化：从1.5提高到2.0，减少被正常波动扫出）
+        'ATR_STOP_LOSS_MULTIPLIER': 1.5,  # ATR止损倍数1.5（2026-02-05优化：收紧止损，改善盈亏比）
         'ATR_TAKE_PROFIT_MULTIPLIER': 2.0,  # ATR止盈倍数2.0（2026-01-27优化：降低止盈目标，更容易触发）
         'RISK_REWARD_RATIO': 3.0,  # 盈亏比3:1（2026-01-27优化：降低，更容易触发，保证胜率）
         'ATR_PERIOD': 14,  # ATR计算周期14

update_strategy_config.py

@@ -0,0 +1,30 @@
+import sys
+import os
+from pathlib import Path
+
+# Add project root to sys.path
+project_root = Path(__file__).resolve().parent
+sys.path.insert(0, str(project_root))
+sys.path.insert(0, str(project_root / 'backend'))
+
+try:
+    from backend.database.models import GlobalStrategyConfig
+    
+    updates = [
+        ('ATR_STOP_LOSS_MULTIPLIER', 1.5, 'float', 'risk', 'ATR止损倍数（优化后1.5）'),
+        ('TAKE_PROFIT_1_PERCENT', 0.25, 'float', 'strategy', '第一目标止盈25%（优化后）'),
+        ('ATR_TAKE_PROFIT_MULTIPLIER', 2.0, 'float', 'risk', 'ATR止盈倍数'),
+        # Also ensure USE_ATR_STOP_LOSS is True
+        ('USE_ATR_STOP_LOSS', True, 'bool', 'risk', '开启ATR止损'),
+    ]
+    
+    print("Updating Global Strategy Config...")
+    for key, value, type_, category, desc in updates:
+        print(f"Setting {key} = {value}")
+        GlobalStrategyConfig.set(key, value, type_, category, description=desc, updated_by='system_optimizer')
+        
+    print("Done.")
+except Exception as e:
+    print(f"Error: {e}")
+    import traceback
+    traceback.print_exc()