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trading_system/config.py

@@ -199,9 +199,9 @@ def _get_trading_config():
         'MIN_POSITION_PERCENT': 0.01,  # 最小仓位1%
         'MIN_MARGIN_USDT': 5.0,  # 最小保证金5美元
         'MIN_CHANGE_PERCENT': 0.5,  # 最小价格变动0.5%
-        'TOP_N_SYMBOLS': 8,  # 选择信号最强的8个优先处理
-        'SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT': 8,  # 智能补单：多返回8个候选，冷却时仍可尝试后续交易对
-        'MAX_SCAN_SYMBOLS': 250,  # 扫描前250个（增加覆盖率，从27.6%提升到46.0%）
+        'TOP_N_SYMBOLS': 20,  # 选择信号最强的20个优先处理（2026-02-06优化：扩大候选池以捕获更多机会）
+        'SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT': 15,  # 智能补单：多返回15个候选，冷却时仍可尝试后续交易对
+        'MAX_SCAN_SYMBOLS': 500,  # 扫描前500个（覆盖所有交易对，确保不遗漏高波动币种）
         '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%

trading_system/strategy.py

@@ -407,14 +407,10 @@ class TradingStrategy:
             # MACD金叉，做多信号（严格4H趋势向上）
             # OPTIMIZATION: 允许明确向上趋势或中性趋势（如果是中性，后续需依靠高分信号确认）
             if trend_4h in ('up', 'neutral'):
-                # OPTIMIZATION: 添加 RSI 过滤，避免追高
-                if rsi is None or rsi < 70:
-                    signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
-                    reasons.append("MACD金叉")
-                    if direction is None:
-                        direction = 'BUY'
-                else:
-                    reasons.append(f"MACD金叉但RSI超买({rsi:.1f})，禁止追多")
+                signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
+                reasons.append("MACD金叉")
+                if direction is None:
+                    direction = 'BUY'
             else:
                 reasons.append(f"MACD金叉但4H趋势相反({trend_4h})，禁止逆势")
         
@@ -422,14 +418,10 @@ class TradingStrategy:
             # MACD死叉，做空信号（严格4H趋势向下）
             # OPTIMIZATION: 允许明确向下趋势或中性趋势
             if trend_4h in ('down', 'neutral'):
-                # OPTIMIZATION: 添加 RSI 过滤，避免杀跌
-                if rsi is None or rsi > 30:
-                    signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
-                    reasons.append("MACD死叉")
-                    if direction is None:
-                        direction = 'SELL'
-                else:
-                    reasons.append(f"MACD死叉但RSI超卖({rsi:.1f})，禁止追空")
+                signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
+                reasons.append("MACD死叉")
+                if direction is None:
+                    direction = 'SELL'
             else:
                 reasons.append(f"MACD死叉但4H趋势相反({trend_4h})，禁止逆势")
         
@@ -438,35 +430,31 @@ class TradingStrategy:
             if current_price > ema20 > ema50:  # 上升趋势
                 # OPTIMIZATION: 允许明确向上趋势或中性趋势
                 if trend_4h in ('up', 'neutral'):
-                    # OPTIMIZATION: 添加 RSI 过滤
-                    if rsi is None or rsi < 70:
-                        # 冲突检查：如果已有方向且与当前不符，则是严重冲突
-                        if direction == 'SELL':
-                            reasons.append("❌ 信号冲突：MACD看空但EMA看多")
-                            signal_strength = 0
-                            direction = None
-                        else:
-                            signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
-                            reasons.append("EMA20上穿EMA50，上升趋势")
-                            if direction is None:
-                                direction = 'BUY'
+                    # 冲突检查：如果已有方向且与当前不符，则是严重冲突
+                    if direction == 'SELL':
+                        reasons.append("❌ 信号冲突：MACD看空但EMA看多")
+                        signal_strength = 0
+                        direction = None
+                    else:
+                        signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
+                        reasons.append("EMA20上穿EMA50，上升趋势")
+                        if direction is None:
+                            direction = 'BUY'
                 else:
                     reasons.append(f"1H均线向上但4H趋势相反({trend_4h})，禁止逆势")
             elif current_price < ema20 < ema50:  # 下降趋势
                 # OPTIMIZATION: 允许明确向下趋势或中性趋势
                 if trend_4h in ('down', 'neutral'):
-                    # OPTIMIZATION: 添加 RSI 过滤
-                    if rsi is None or rsi > 30:
-                        # 冲突检查：如果已有方向且与当前不符，则是严重冲突
-                        if direction == 'BUY':
-                            reasons.append("❌ 信号冲突：MACD看多但EMA看空")
-                            signal_strength = 0
-                            direction = None
-                        else:
-                            signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
-                            reasons.append("EMA20下穿EMA50，下降趋势")
-                            if direction is None:
-                                direction = 'SELL'
+                    # 冲突检查：如果已有方向且与当前不符，则是严重冲突
+                    if direction == 'BUY':
+                        reasons.append("❌ 信号冲突：MACD看多但EMA看空")
+                        signal_strength = 0
+                        direction = None
+                    else:
+                        signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
+                        reasons.append("EMA20下穿EMA50，下降趋势")
+                        if direction is None:
+                            direction = 'SELL'
                 else:
                     reasons.append(f"1H均线向下但4H趋势相反({trend_4h})，禁止逆势")
         

update_strategy_config.py

@@ -16,7 +16,11 @@ try:
         ('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'),
-    ]
+        # 2026-02-06 Optimization: Increase candidate pool
+        ('TOP_N_SYMBOLS', 20, 'int', 'scanner', '候选池大小（优化后20）'),
+         ('SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT', 15, 'int', 'scanner', '补单候选池（优化后15）'),
+         ('MAX_SCAN_SYMBOLS', 500, 'int', 'scanner', '最大扫描数量（优化后500）'),
+     ]
     
     print("Updating Global Strategy Config...")
     for key, value, type_, category, desc in updates: