影子模式

backend/api/routes/config.py

@@ -779,6 +779,42 @@ async def get_global_configs(
                 "category": "strategy",
                 "description": "做空：相对位置 pos 低于此值则不开仓（默认约拒绝最下 38% 区域）。越大越严。",
             },
+            "SHADOW_MODE_AUTO_APPLY": {
+                "value": False,
+                "type": "boolean",
+                "category": "strategy",
+                "description": "影子模式半自动：按 config/current_suggestions.json 跳过黑名单/差时段，并对加仓减仓名单调整杠杆。",
+            },
+            "SHADOW_MODE_MIN_CONFIDENCE": {
+                "value": 0.7,
+                "type": "number",
+                "category": "strategy",
+                "description": "影子跟踪置信度下限（读 shadow_mode_tracking.json），低于则不应用建议。",
+            },
+            "SHADOW_MODE_SUGGESTIONS_PATH": {
+                "value": "config/current_suggestions.json",
+                "type": "string",
+                "category": "strategy",
+                "description": "优化建议 JSON 路径（相对项目根）。",
+            },
+            "SHADOW_MODE_TRACKING_PATH": {
+                "value": "config/shadow_mode_tracking.json",
+                "type": "string",
+                "category": "strategy",
+                "description": "影子跟踪准确率 JSON 路径。",
+            },
+            "SHADOW_MODE_INCREASE_LEVERAGE_MULT": {
+                "value": 1.5,
+                "type": "number",
+                "category": "strategy",
+                "description": "increase_position 名单杠杆乘数。",
+            },
+            "SHADOW_MODE_DECREASE_LEVERAGE_MULT": {
+                "value": 0.5,
+                "type": "number",
+                "category": "strategy",
+                "description": "decrease_position 名单杠杆乘数。",
+            },
         }
         for k, meta in ADDITIONAL_STRATEGY_DEFAULTS.items():
             if k not in result:

backend/config_manager.py

@@ -974,6 +974,14 @@ class ConfigManager:
             'ENTRY_PULLBACK_MAX_LONG_IN_RANGE': eff_get('ENTRY_PULLBACK_MAX_LONG_IN_RANGE', 0.62),
             'ENTRY_PULLBACK_MIN_SHORT_IN_RANGE': eff_get('ENTRY_PULLBACK_MIN_SHORT_IN_RANGE', 0.38),
 
+            # 影子模式半自动化
+            'SHADOW_MODE_AUTO_APPLY': eff_get('SHADOW_MODE_AUTO_APPLY', False),
+            'SHADOW_MODE_MIN_CONFIDENCE': eff_get('SHADOW_MODE_MIN_CONFIDENCE', 0.7),
+            'SHADOW_MODE_SUGGESTIONS_PATH': eff_get('SHADOW_MODE_SUGGESTIONS_PATH', 'config/current_suggestions.json'),
+            'SHADOW_MODE_TRACKING_PATH': eff_get('SHADOW_MODE_TRACKING_PATH', 'config/shadow_mode_tracking.json'),
+            'SHADOW_MODE_INCREASE_LEVERAGE_MULT': eff_get('SHADOW_MODE_INCREASE_LEVERAGE_MULT', 1.5),
+            'SHADOW_MODE_DECREASE_LEVERAGE_MULT': eff_get('SHADOW_MODE_DECREASE_LEVERAGE_MULT', 0.5),
+
             # 当前交易预设（让 trading_system 能知道是哪种模式）
             'TRADING_PROFILE': profile,
             

backend/sync_global_config_defaults.py

@@ -79,6 +79,18 @@ DEFAULTS_TO_SYNC = [
      "description": "做多：区间相对位置上限制0~1，默认0.62。"},
     {"config_key": "ENTRY_PULLBACK_MIN_SHORT_IN_RANGE", "config_value": "0.38", "config_type": "number", "category": "strategy",
      "description": "做空：区间相对位置下限制0~1，默认0.38。"},
+    {"config_key": "SHADOW_MODE_AUTO_APPLY", "config_value": "false", "config_type": "boolean", "category": "strategy",
+     "description": "影子模式：按 current_suggestions.json 自动应用黑名单/差时段/杠杆调整。"},
+    {"config_key": "SHADOW_MODE_MIN_CONFIDENCE", "config_value": "0.7", "config_type": "number", "category": "strategy",
+     "description": "影子跟踪置信度下限。"},
+    {"config_key": "SHADOW_MODE_SUGGESTIONS_PATH", "config_value": "config/current_suggestions.json", "config_type": "string", "category": "strategy",
+     "description": "优化建议 JSON 路径。"},
+    {"config_key": "SHADOW_MODE_TRACKING_PATH", "config_value": "config/shadow_mode_tracking.json", "config_type": "string", "category": "strategy",
+     "description": "影子跟踪 JSON 路径。"},
+    {"config_key": "SHADOW_MODE_INCREASE_LEVERAGE_MULT", "config_value": "1.5", "config_type": "number", "category": "strategy",
+     "description": "加仓名单杠杆乘数。"},
+    {"config_key": "SHADOW_MODE_DECREASE_LEVERAGE_MULT", "config_value": "0.5", "config_type": "number", "category": "strategy",
+     "description": "减仓名单杠杆乘数。"},
 ]
 
 

config/current_suggestions.json

@@ -0,0 +1,6 @@
+{
+  "blacklist": [],
+  "increase_position": [],
+  "decrease_position": [],
+  "worst_hours": []
+}

config/shadow_mode_tracking.json

@@ -0,0 +1,5 @@
+{
+  "accuracy": 1.0,
+  "rolling_accuracy": 1.0,
+  "notes": "由 shadow_mode_analyzer / 人工更新；低于 SHADOW_MODE_MIN_CONFIDENCE 时不自动应用建议"
+}

frontend/src/components/GlobalConfig.jsx

@@ -75,6 +75,12 @@ const KEY_LABELS = {
   ENTRY_PULLBACK_MIN_BARS: '回撤过滤最少K线数',
   ENTRY_PULLBACK_MAX_LONG_IN_RANGE: '做多区间位置上限(0~1)',
   ENTRY_PULLBACK_MIN_SHORT_IN_RANGE: '做空区间位置下限(0~1)',
+  SHADOW_MODE_AUTO_APPLY: '影子模式自动应用建议',
+  SHADOW_MODE_MIN_CONFIDENCE: '影子模式最小置信度',
+  SHADOW_MODE_SUGGESTIONS_PATH: '影子建议JSON路径',
+  SHADOW_MODE_TRACKING_PATH: '影子跟踪准确率路径',
+  SHADOW_MODE_INCREASE_LEVERAGE_MULT: '影子加仓名单杠杆乘数',
+  SHADOW_MODE_DECREASE_LEVERAGE_MULT: '影子减仓名单杠杆乘数',
 }
 
 // 配置项详细说明（用于导出的策略配置分析，含建议与参数说明）
@@ -684,6 +690,12 @@ const GlobalConfig = () => {
     ENTRY_PULLBACK_MIN_BARS: { value: 5, type: 'number', category: 'strategy', description: '至少几根 K 才启用回撤过滤。' },
     ENTRY_PULLBACK_MAX_LONG_IN_RANGE: { value: 0.62, type: 'number', category: 'strategy', description: '做多：区间相对位置上限制（0~1），默认 0.62。' },
     ENTRY_PULLBACK_MIN_SHORT_IN_RANGE: { value: 0.38, type: 'number', category: 'strategy', description: '做空：区间相对位置下限制（0~1），默认 0.38。' },
+    SHADOW_MODE_AUTO_APPLY: { value: false, type: 'boolean', category: 'strategy', description: '是否按 current_suggestions.json 自动跳过黑名单/差时段并调整杠杆。' },
+    SHADOW_MODE_MIN_CONFIDENCE: { value: 0.7, type: 'number', category: 'strategy', description: 'shadow_mode_tracking.json 置信度低于此值则不应用。' },
+    SHADOW_MODE_SUGGESTIONS_PATH: { value: 'config/current_suggestions.json', type: 'string', category: 'strategy', description: '优化建议 JSON（相对项目根）。' },
+    SHADOW_MODE_TRACKING_PATH: { value: 'config/shadow_mode_tracking.json', type: 'string', category: 'strategy', description: '跟踪准确率 JSON。' },
+    SHADOW_MODE_INCREASE_LEVERAGE_MULT: { value: 1.5, type: 'number', category: 'strategy', description: 'increase_position 名单杠杆乘数。' },
+    SHADOW_MODE_DECREASE_LEVERAGE_MULT: { value: 0.5, type: 'number', category: 'strategy', description: 'decrease_position 名单杠杆乘数。' },
   }
 
   const loadConfigs = async () => {

scripts/shadow_mode_analyzer.py

@@ -0,0 +1,35 @@
+#!/usr/bin/env python3
+"""
+影子模式分析（占位入口）。
+
+实际流程建议：
+1. 由 `daily_report.py` 或独立分析脚本根据历史成交生成 `config/current_suggestions.json`；
+2. 更新 `config/shadow_mode_tracking.json` 中的 accuracy / rolling_accuracy；
+3. 在全局配置中开启 `SHADOW_MODE_AUTO_APPLY=true` 后，交易进程将自动读取建议。
+
+本仓库提供 JSON  schema 见 `config/current_suggestions.json`。
+"""
+import json
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parent.parent
+SUG = ROOT / "config" / "current_suggestions.json"
+TRACK = ROOT / "config" / "shadow_mode_tracking.json"
+
+
+def main():
+    print("影子模式分析占位脚本。")
+    print(f"  建议文件: {SUG}")
+    print(f"  跟踪文件: {TRACK}")
+    if SUG.is_file():
+        with open(SUG, "r", encoding="utf-8") as f:
+            data = json.load(f)
+        print("  当前建议摘要:", {k: len(v) if isinstance(v, list) else v for k, v in data.items()})
+    else:
+        print("  （尚未生成 current_suggestions.json）")
+    sys.exit(0)
+
+
+if __name__ == "__main__":
+    main()

trading_system/config.py

@@ -198,6 +198,14 @@ DEFAULT_TRADING_CONFIG = {
     'NO_OPEN_HOURS_BJ': '',
     'ONE_WAY_POSITION_ONLY': True,   # 账号固定为单向持仓模式，不传 positionSide，不检测对冲模式（避免 -4061）
 
+    # ===== 影子模式半自动化（config/current_suggestions.json，由 daily_report / 分析脚本生成）=====
+    'SHADOW_MODE_AUTO_APPLY': False,  # True：按建议自动跳过黑名单/差时段，并对加仓/减仓名单调整杠杆倍数
+    'SHADOW_MODE_MIN_CONFIDENCE': 0.7,  # 低于此置信度（shadow_mode_tracking.json 中 accuracy 等）则不应用建议
+    'SHADOW_MODE_SUGGESTIONS_PATH': 'config/current_suggestions.json',  # 相对项目根目录
+    'SHADOW_MODE_TRACKING_PATH': 'config/shadow_mode_tracking.json',
+    'SHADOW_MODE_INCREASE_LEVERAGE_MULT': 1.5,  # increase_position 名单：杠杆 × 此值（上限仍受 MAX_LEVERAGE 约束）
+    'SHADOW_MODE_DECREASE_LEVERAGE_MULT': 0.5,  # decrease_position 名单：杠杆 × 此值
+
     '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%

trading_system/position_manager.py

@@ -343,6 +343,7 @@ class PositionManager:
         klines: Optional[List] = None,
         bollinger: Optional[Dict] = None,
         entry_context: Optional[Dict] = None,
+        shadow_leverage_multiplier: float = 1.0,
     ) -> Optional[Dict]:
         """
         开仓
@@ -393,6 +394,30 @@ class PositionManager:
             except Exception as e:
                 logger.debug(f"{symbol} 开仓前持仓数复核异常（继续）: {e}")
             
+            # 影子模式：对动态杠杆再乘系数（加仓/减仓名单）
+            smx = float(shadow_leverage_multiplier or 1.0)
+            if abs(smx - 1.0) > 1e-9:
+                old_lev = int(leverage)
+                adj_lev = int(round(leverage * smx))
+                max_lev = int(config.TRADING_CONFIG.get('MAX_LEVERAGE', 125) or 125)
+                min_lev = max(1, int(config.TRADING_CONFIG.get('MIN_LEVERAGE', 1) or 1))
+                adj_lev = max(min_lev, min(adj_lev, max_lev))
+                pa = "none"
+                if entry_context and isinstance(entry_context.get("shadow_mode_applied"), dict):
+                    pa = entry_context["shadow_mode_applied"].get("position_adjustment") or "none"
+                reason_txt = ""
+                if entry_context and isinstance(entry_context.get("shadow_mode_applied"), dict):
+                    smd = entry_context["shadow_mode_applied"]
+                    if pa == "increase" and smd.get("increase_detail"):
+                        reason_txt = str(smd["increase_detail"].get("reason") or smd["increase_detail"].get("symbol") or "")
+                    elif pa == "decrease" and smd.get("decrease_detail"):
+                        reason_txt = str(smd["decrease_detail"].get("reason") or "")
+                logger.info(
+                    f"{symbol} [影子模式] 应用动态仓位调整：{smx}x（{old_lev}x→{adj_lev}x，position={pa}"
+                    f"{', 建议: ' + reason_txt if reason_txt else ''}）"
+                )
+                leverage = adj_lev
+
             # 设置杠杆（确保为 int，避免动态杠杆传入 float 导致 API/range 报错）
             actual_leverage = await self.client.set_leverage(symbol, int(leverage))
             

trading_system/shadow_mode.py

@@ -0,0 +1,226 @@
+"""
+影子模式半自动化：读取 config/current_suggestions.json，在开仓前应用黑名单/差时段/杠杆倍数建议。
+
+与 aggregate_trade_stats 的 STATS_* 互补：本模块面向 daily_report / 影子分析产出的 JSON。
+"""
+from __future__ import annotations
+
+import json
+import logging
+import os
+import time
+from pathlib import Path
+from typing import Any, Dict, List, Optional, Tuple
+
+logger = logging.getLogger(__name__)
+
+# 项目根目录（trading_system/ 的上一级）
+_PROJECT_ROOT = Path(__file__).resolve().parent.parent
+
+
+def _project_root() -> Path:
+    return _PROJECT_ROOT
+
+
+def _safe_read_json(path: Path) -> Optional[dict]:
+    try:
+        if not path.is_file():
+            return None
+        with open(path, "r", encoding="utf-8") as f:
+            return json.load(f)
+    except Exception as e:
+        logger.debug(f"读取 JSON 失败 {path}: {e}")
+        return None
+
+
+_suggestions_cache: Tuple[float, Optional[dict]] = (0.0, None)
+_tracking_cache: Tuple[float, Optional[dict]] = (0.0, None)
+_CACHE_TTL_SEC = 45.0
+
+
+def _get_suggestions(trading_config: dict) -> dict:
+    global _suggestions_cache
+    path_str = trading_config.get("SHADOW_MODE_SUGGESTIONS_PATH") or "config/current_suggestions.json"
+    path = Path(path_str)
+    if not path.is_absolute():
+        path = _project_root() / path
+    now = time.time()
+    if _suggestions_cache[1] is not None and now - _suggestions_cache[0] < _CACHE_TTL_SEC:
+        return _suggestions_cache[1]
+    data = _safe_read_json(path)
+    if data is None:
+        data = {
+            "blacklist": [],
+            "increase_position": [],
+            "decrease_position": [],
+            "worst_hours": [],
+        }
+    _suggestions_cache = (now, data)
+    return data
+
+
+def _get_tracking_confidence(trading_config: dict) -> float:
+    global _tracking_cache
+    path_str = trading_config.get("SHADOW_MODE_TRACKING_PATH") or "config/shadow_mode_tracking.json"
+    path = Path(path_str)
+    if not path.is_absolute():
+        path = _project_root() / path
+    now = time.time()
+    if _tracking_cache[1] is not None and now - _tracking_cache[0] < _CACHE_TTL_SEC:
+        data = _tracking_cache[1]
+    else:
+        data = _safe_read_json(path) or {}
+        _tracking_cache = (now, data)
+    # 兼容多种字段名
+    for key in ("accuracy", "rolling_accuracy", "confidence", "min_confidence"):
+        v = data.get(key)
+        if v is not None:
+            try:
+                return float(v)
+            except (TypeError, ValueError):
+                pass
+    return 1.0
+
+
+def _norm_symbol(s: str) -> str:
+    return (s or "").strip().upper()
+
+
+def _find_blacklist_entry(suggestions: dict, symbol: str) -> Optional[dict]:
+    sym = _norm_symbol(symbol)
+    for item in suggestions.get("blacklist") or []:
+        if not isinstance(item, dict):
+            continue
+        if _norm_symbol(str(item.get("symbol", ""))) == sym:
+            return item
+    return None
+
+
+def _in_worst_hours(suggestions: dict, hour_bj: int) -> Optional[dict]:
+    for item in suggestions.get("worst_hours") or []:
+        if not isinstance(item, dict):
+            continue
+        h = item.get("hour")
+        try:
+            hi = int(h)
+        except (TypeError, ValueError):
+            continue
+        if hi == int(hour_bj):
+            return item
+    return None
+
+
+def _position_list_has(suggestions: dict, key: str, symbol: str) -> Optional[dict]:
+    sym = _norm_symbol(symbol)
+    for item in suggestions.get(key) or []:
+        if not isinstance(item, dict):
+            continue
+        if _norm_symbol(str(item.get("symbol", ""))) == sym:
+            return item
+    return None
+
+
+def evaluate_shadow_mode(
+    symbol: str,
+    hour_bj: int,
+    trading_config: dict,
+) -> Dict[str, Any]:
+    """
+    评估影子模式：是否允许自动开仓、杠杆乘子、写入 entry_context 的 shadow_mode_applied。
+
+    当 SHADOW_MODE_AUTO_APPLY=False 或置信度不足时：不拦截、不调整杠杆，但标记 skipped。
+    """
+    auto = bool(trading_config.get("SHADOW_MODE_AUTO_APPLY", False))
+    min_conf = float(trading_config.get("SHADOW_MODE_MIN_CONFIDENCE", 0.7) or 0.0)
+    min_conf = max(0.0, min(1.0, min_conf))
+
+    inc_mul = float(trading_config.get("SHADOW_MODE_INCREASE_LEVERAGE_MULT", 1.5) or 1.5)
+    dec_mul = float(trading_config.get("SHADOW_MODE_DECREASE_LEVERAGE_MULT", 0.5) or 0.5)
+    inc_mul = max(0.1, min(inc_mul, 3.0))
+    dec_mul = max(0.1, min(dec_mul, 2.0))
+
+    applied = {
+        "blacklist_check": "skipped",
+        "hour_check": "skipped",
+        "position_adjustment": "none",
+        "suggestion_source": "current_suggestions.json",
+    }
+
+    if not auto:
+        return {
+            "allowed": True,
+            "skip_reason": None,
+            "leverage_multiplier": 1.0,
+            "shadow_mode_applied": {**applied, "reason": "SHADOW_MODE_AUTO_APPLY=false"},
+        }
+
+    conf = _get_tracking_confidence(trading_config)
+    if conf < min_conf:
+        logger.info(
+            f"影子模式：跟踪置信度 {conf:.2f} < 最小要求 {min_conf:.2f}，本笔不自动应用建议"
+        )
+        return {
+            "allowed": True,
+            "skip_reason": None,
+            "leverage_multiplier": 1.0,
+            "shadow_mode_applied": {
+                **applied,
+                "reason": f"confidence {conf:.2f} < {min_conf:.2f}",
+            },
+        }
+
+    suggestions = _get_suggestions(trading_config)
+
+    # 黑名单
+    bl = _find_blacklist_entry(suggestions, symbol)
+    if bl is not None:
+        applied["blacklist_check"] = "blocked"
+        reason = bl.get("reason") or "shadow blacklist"
+        return {
+            "allowed": False,
+            "skip_reason": reason,
+            "leverage_multiplier": 1.0,
+            "shadow_mode_applied": {**applied, "blacklist_detail": bl},
+        }
+    applied["blacklist_check"] = "passed"
+
+    # 差时段
+    wh = _in_worst_hours(suggestions, hour_bj)
+    if wh is not None:
+        applied["hour_check"] = "blocked"
+        avg_pnl = wh.get("avg_pnl", wh.get("avgPnl", ""))
+        return {
+            "allowed": False,
+            "skip_reason": f"worst_hour_{hour_bj}",
+            "leverage_multiplier": 1.0,
+            "shadow_mode_applied": {**applied, "worst_hour_detail": wh},
+            "log_avg_pnl": avg_pnl,
+        }
+    applied["hour_check"] = "passed"
+
+    # 杠杆：减仓优先于加仓（同时命中时更保守）
+    mult = 1.0
+    dec_item = _position_list_has(suggestions, "decrease_position", symbol)
+    inc_item = _position_list_has(suggestions, "increase_position", symbol)
+    if dec_item is not None:
+        mult *= dec_mul
+        applied["position_adjustment"] = "decrease"
+        applied["decrease_detail"] = dec_item
+    elif inc_item is not None:
+        mult *= inc_mul
+        applied["position_adjustment"] = "increase"
+        applied["increase_detail"] = inc_item
+
+    return {
+        "allowed": True,
+        "skip_reason": None,
+        "leverage_multiplier": mult,
+        "shadow_mode_applied": applied,
+    }
+
+
+def invalidate_cache() -> None:
+    """配置热更新时可调用（可选）。"""
+    global _suggestions_cache, _tracking_cache
+    _suggestions_cache = (0.0, None)
+    _tracking_cache = (0.0, None)

trading_system/strategy.py

@@ -14,6 +14,7 @@ try:
     from .signal_filters import SignalFilterContext, apply_signal_filters
     from . import config
     from .symbol_policy import resolve_symbol_trading_policy
+    from .shadow_mode import evaluate_shadow_mode, invalidate_cache as shadow_invalidate_cache
 except ImportError:
     from binance_client import BinanceClient
     from market_scanner import MarketScanner
@@ -22,6 +23,7 @@ except ImportError:
     from signal_filters import SignalFilterContext, apply_signal_filters
     import config
     from symbol_policy import resolve_symbol_trading_policy
+    from shadow_mode import evaluate_shadow_mode, invalidate_cache as shadow_invalidate_cache
 
 logger = logging.getLogger(__name__)
 
@@ -110,6 +112,10 @@ class TradingStrategy:
                         config._config_manager.reload_from_redis()
                         config.TRADING_CONFIG = config._get_trading_config()
                         logger.debug("配置已从Redis重新加载")
+                    try:
+                        shadow_invalidate_cache()
+                    except Exception:
+                        pass
                 except Exception as e:
                     logger.warning(f"从Redis重新加载配置失败: {e}")
                 
@@ -241,6 +247,26 @@ class TradingStrategy:
                     except Exception as e:
                         logger.warning(f"{symbol} 应用信号过滤插件时出错（忽略，回退为原逻辑）: {e}")
 
+                    # 影子模式半自动化：优化黑名单 / 差时段（跳过自动开仓；推荐已生成）
+                    shadow_mode_result = self._check_shadow_mode_filters(symbol)
+                    if not shadow_mode_result.get("allowed", True):
+                        sm_ap = shadow_mode_result.get("shadow_mode_applied") or {}
+                        if sm_ap.get("blacklist_check") == "blocked":
+                            br = shadow_mode_result.get("skip_reason") or ""
+                            logger.info(f"{symbol} 命中优化黑名单，跳过自动开仓（建议：{br}）")
+                        elif sm_ap.get("hour_check") == "blocked":
+                            bj_h = timezone(timedelta(hours=8))
+                            hh = datetime.now(bj_h).hour
+                            avg_txt = shadow_mode_result.get("log_avg_pnl", "")
+                            logger.info(
+                                f"{symbol} 命中差时段 ({hh}:00)，跳过自动开仓（平均亏损：{avg_txt} USDT）"
+                            )
+                        else:
+                            logger.info(
+                                f"{symbol} 影子模式限制，跳过自动开仓：{shadow_mode_result.get('skip_reason', '')}"
+                            )
+                        continue
+
                     # 确定交易方向（基于技术指标）
                     trade_direction = trade_signal['direction']
                     # 4H 下跌禁止开多（熊市/保守方案：避免逆势抄底）
@@ -328,6 +354,9 @@ class TradingStrategy:
                         entry_context['macd_histogram'] = macd_hist
                     if symbol_info.get('atr') is not None:
                         entry_context['atr'] = symbol_info.get('atr')
+                    # 影子模式执行记录（每笔开仓）
+                    sm_applied = dict(shadow_mode_result.get("shadow_mode_applied") or {})
+                    entry_context["shadow_mode_applied"] = sm_applied
                     
                     # 开仓（使用改进的仓位管理）
                     position = await self.position_manager.open_position(
@@ -343,6 +372,7 @@ class TradingStrategy:
                         klines=symbol_info.get('klines'),  # 传递K线数据用于动态止损
                         bollinger=symbol_info.get('bollinger'),  # 传递布林带数据用于动态止损
                         entry_context=entry_context,
+                        shadow_leverage_multiplier=float(shadow_mode_result.get("leverage_multiplier") or 1.0),
                     )
                     
                     if position:
@@ -583,6 +613,15 @@ class TradingStrategy:
             return False
         
         return True
+
+    def _check_shadow_mode_filters(self, symbol: str) -> Dict:
+        """
+        检查影子模式过滤条件：黑名单、差时段、杠杆乘子（见 config/current_suggestions.json）。
+        返回 evaluate_shadow_mode 的字典。
+        """
+        bj = timezone(timedelta(hours=8))
+        hour_bj = datetime.now(bj).hour
+        return evaluate_shadow_mode(symbol, hour_bj, config.TRADING_CONFIG)
     
     async def _analyze_trade_signal(self, symbol_info: Dict) -> Dict:
         """