diff --git a/analyze_json.py b/analyze_json.py new file mode 100644 index 0000000..8769a35 --- /dev/null +++ b/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() diff --git a/trading_system/config.py b/trading_system/config.py index 7db71a1..ceabb10 100644 --- a/trading_system/config.py +++ b/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 diff --git a/update_strategy_config.py b/update_strategy_config.py new file mode 100644 index 0000000..a1fec95 --- /dev/null +++ b/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() diff --git a/交易记录_2026-02-05T11-39-32.json b/交易记录_2026-02-05T11-39-32.json new file mode 100644 index 0000000..40c281b --- /dev/null +++ b/交易记录_2026-02-05T11-39-32.json @@ -0,0 +1,1280 @@ +[ + { + "交易ID": 2624, + "交易对": "ICPUSDT", + "方向": "SELL", + "数量": 17, + "名义价值": 42.092, + "保证金": 5.2615, + "杠杆": 8, + "入场价": 2.476, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": 6549531258, + "平仓订单号": "-", + "入场时间": 1770290751, + "平仓时间": null, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": null, + "持仓时长分钟": null, + "止损价": 2.62171429, + "止盈价": 2.03885714, + "第一目标止盈价": 2.429575, + "第二目标止盈价": 2.03885714, + "ATR": 0.09714286, + "策略类型": null, + "入场思路": { + "atr": 0.0971428571428571, + "rsi": 36.76222596964585, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -8.333, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.004330409868040813, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2623, + "交易对": "ENAUSDT", + "方向": "SELL", + "数量": 323, + "名义价值": 40.7303, + "保证金": 5.0912875, + "杠杆": 8, + "入场价": 0.1261, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": 13489798098, + "平仓订单号": "-", + "入场时间": 1770290743, + "平仓时间": null, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": null, + "持仓时长分钟": null, + "止损价": 0.13413571, + "止盈价": 0.10199286, + "第一目标止盈价": 0.12373562, + "第二目标止盈价": 0.10199286, + "ATR": 0.00535714, + "策略类型": null, + "入场思路": { + "atr": 0.005357142857142858, + "rsi": 31.699346405228823, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -8.388, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.0003908078850468526, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2622, + "交易对": "XMRUSDT", + "方向": "SELL", + "数量": 0.112, + "名义价值": 39.57072, + "保证金": 4.94634, + "杠杆": 8, + "入场价": 353.31, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": 14252832078, + "平仓订单号": "-", + "入场时间": 1770290657, + "平仓时间": null, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": null, + "持仓时长分钟": null, + "止损价": 376.33071429, + "止盈价": 284.24785714, + "第一目标止盈价": 346.6854375, + "第二目标止盈价": 284.24785714, + "ATR": 15.34714286, + "策略类型": null, + "入场思路": { + "atr": 15.347142857142858, + "rsi": 36.24184529356946, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -9.08, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.033878118904940635, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2621, + "交易对": "ONDOUSDT", + "方向": "SELL", + "数量": 152.3, + "名义价值": 38.34914, + "保证金": 4.7936425, + "杠杆": 8, + "入场价": 0.2518, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": 8764165435, + "平仓订单号": "-", + "入场时间": 1770290601, + "平仓时间": null, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": null, + "持仓时长分钟": null, + "止损价": 0.26885714, + "止盈价": 0.20062857, + "第一目标止盈价": 0.24707875, + "第二目标止盈价": 0.20062857, + "ATR": 0.01137143, + "策略类型": null, + "入场思路": { + "atr": 0.011371428571428572, + "rsi": 34.29895712630359, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -9.684, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.0014597834747162464, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2620, + "交易对": "ONDOUSDT", + "方向": "SELL", + "数量": 152.3, + "名义价值": 38.34914, + "保证金": 4.7936425, + "杠杆": 8, + "入场价": 0.2518, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": "-", + "平仓订单号": "-", + "入场时间": 1770290598, + "平仓时间": null, + "入场原因": "manual_entry", + "离场原因": null, + "持仓时长分钟": null, + "止损价": null, + "止盈价": null, + "第一目标止盈价": null, + "第二目标止盈价": null, + "ATR": null, + "策略类型": null + }, + { + "交易ID": 2616, + "交易对": "ONDOUSDT", + "方向": "SELL", + "数量": 0.1, + "名义价值": 0.02599, + "保证金": 0.00324875, + "杠杆": 8, + "入场价": 0.2599, + "出场价": 0.2532, + "盈亏": 0.00067, + "盈亏比例": 20.623316660253945, + "状态": "已平仓", + "平仓类型": "自动平仓(止盈)", + "开仓订单号": "-", + "平仓订单号": 8764099461, + "入场时间": 1770290005, + "平仓时间": 1770290020, + "入场原因": "manual_entry", + "离场原因": "take_profit", + "持仓时长分钟": null, + "止损价": null, + "止盈价": null, + "第一目标止盈价": null, + "第二目标止盈价": null, + "ATR": null, + "策略类型": "trend_following" + }, + { + "交易ID": 2614, + "交易对": "RENDERUSDT", + "方向": "SELL", + "数量": 28.6, + "名义价值": 41.1554, + "保证金": 5.144425, + "杠杆": 8, + "入场价": 1.439, + "出场价": 1.404, + "盈亏": 0.5005, + "盈亏比例": 9.728978457261986, + "状态": "已平仓", + "平仓类型": "自动平仓(止盈)", + "开仓订单号": 3401397230, + "平仓订单号": 3401468540, + "入场时间": 1770289644, + "平仓时间": 1770290872, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": "take_profit", + "持仓时长分钟": null, + "止损价": 1.52835714, + "止盈价": 1.17092857, + "第一目标止盈价": 1.41201875, + "第二目标止盈价": 1.17092857, + "ATR": 0.05957143, + "策略类型": "trend_following", + "入场思路": { + "atr": 0.059571428571428574, + "rsi": 32.63707571801564, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -6.45, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.005600675499594268, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2613, + "交易对": "ZENUSDT", + "方向": "SELL", + "数量": 6.5, + "名义价值": 41.7105, + "保证金": 5.2138125, + "杠杆": 8, + "入场价": 6.417, + "出场价": null, + "盈亏": 0, + "盈亏比例": 0, + "状态": "持仓中", + "平仓类型": "-", + "开仓订单号": 8464033612, + "平仓订单号": "-", + "入场时间": 1770289586, + "平仓时间": null, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": null, + "持仓时长分钟": null, + "止损价": 6.81, + "止盈价": 5.238, + "第一目标止盈价": 6.29668125, + "第二目标止盈价": 5.238, + "ATR": 0.262, + "策略类型": null, + "入场思路": { + "atr": 0.2620000000000002, + "rsi": 32.25361819434873, + "reason": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "trend_4h": "neutral", + "direction": "SELL", + "market_regime": "trending", + "change_percent": -6.948, + "filters_passed": [ + "only_trending", + "should_trade", + "volume_ok", + "signal_ok", + "rsi_change_ok" + ], + "macd_histogram": -0.0021758314664994116, + "signal_strength": 10, + "volume_confirmed": true + } + }, + { + "交易ID": 2607, + "交易对": "ENAUSDT", + "方向": "SELL", + "数量": 326, + "名义价值": 42.4778, + "保证金": 5.309725, + "杠杆": 8, + "入场价": 0.1303, + "出场价": 0.1271, + "盈亏": 1.0432, + "盈亏比例": 19.646968534151952, + "状态": "已平仓", + "平仓类型": "自动平仓(止盈)", + "开仓订单号": 13489199230, + "平仓订单号": 13489665459, + "入场时间": 1770286808, + "平仓时间": 1770290003, + "入场原因": "MACD死叉, EMA20下穿EMA50,下降趋势, 价格在EMA20之下", + "离场原因": "take_profit", + "持仓时长分钟": 53, + "止损价": 0.13786429, + "止盈价": 0.10760714, + "第一目标止盈价": 0.12785688, + "第二目标止盈价": 0.10760714, + "ATR": 0.00504286, + "策略类型": "trend_following", + "入场思路": { + "atr": 0.005042857142857142, + "rsi": 32.99319727891164, + "reason": 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