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薇薇安
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89
analyze_losses.py
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89
analyze_losses.py
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import json
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from datetime import datetime
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# Load trading history
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try:
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with open('/Users/vivian/work/python/auto_trade_sys/交易记录_2026-02-13T10-01-03.json', 'r') as f:
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trades = json.load(f)
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except FileNotFoundError:
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print("Error: Trading history file not found.")
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trades = []
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# Load current positions
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try:
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with open('/Users/vivian/work/python/auto_trade_sys/持仓记录_2026-02-13T10-01-38.json', 'r') as f:
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positions = json.load(f)
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except FileNotFoundError:
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print("Error: Current positions file not found.")
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positions = []
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print("=== 亏损分析报告 (Loss Analysis Report) ===")
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print(f"分析时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
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print("-" * 50)
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# 1. Analyze Closed Trades (Focus on Losses)
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print("\n[已平仓亏损分析 (Closed Losing Trades)]")
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loss_trades = [t for t in trades if t.get('盈亏', 0) < 0]
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if not loss_trades:
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print("今天没有亏损交易 (No losing trades today).")
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else:
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for t in loss_trades:
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symbol = t.get('交易对')
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pnl = t.get('盈亏', 0)
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pnl_pct = t.get('盈亏比例', 0)
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margin = t.get('保证金', 0)
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leverage = t.get('杠杆', 0)
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exit_reason = t.get('离场原因', 'unknown')
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# Calculate expected stop loss based on old config (2.5% price move * leverage)
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expected_sl_pct = 2.5 * leverage
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print(f"交易对: {symbol}")
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print(f" 盈亏: {pnl:.2f} USDT ({pnl_pct:.2f}%)")
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print(f" 保证金: {margin:.2f} USDT")
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print(f" 杠杆: {leverage}x")
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print(f" 离场原因: {exit_reason}")
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if abs(pnl_pct) >= 15:
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print(f" ⚠️ 严重亏损 (Severe Loss): >15% margin loss")
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if abs(pnl_pct) >= expected_sl_pct - 5 and abs(pnl_pct) <= expected_sl_pct + 10:
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print(f" ℹ️ 原因推测: 旧配置 MIN_STOP_LOSS_PRICE_PCT=2.5% (预期亏损 ~{expected_sl_pct}%)")
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print("-" * 30)
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# 2. Analyze Current Positions
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print("\n[当前持仓分析 (Current Positions Analysis)]")
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if not positions:
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print("当前无持仓 (No active positions).")
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else:
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high_risk_positions = []
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for p in positions:
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symbol = p.get('symbol')
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pnl = p.get('pnl', 0)
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pnl_pct = p.get('pnl_percent', 0)
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leverage = p.get('leverage', 0)
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print(f"交易对: {symbol}")
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print(f" 当前盈亏: {pnl:.2f} USDT ({pnl_pct:.2f}%)")
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print(f" 杠杆: {leverage}x")
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# Check against new 10% risk limit
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if pnl_pct <= -10:
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print(f" 🔴 建议平仓 (Recommended Close): 亏损超过 10% (新配置限制)")
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high_risk_positions.append(symbol)
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elif pnl_pct <= -5:
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print(f" 🟠 风险警告 (Warning): 亏损接近 10%")
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else:
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print(f" 🟢 正常持有 (Holding)")
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print("-" * 30)
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if high_risk_positions:
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print(f"\n🚨 紧急建议: 请立即检查并考虑平仓以下 {len(high_risk_positions)} 个高风险持仓:")
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print(f" {', '.join(high_risk_positions)}")
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else:
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print("\n✅ 所有持仓风险在可控范围内 (<10% 亏损).")
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print("\n=== 结论 (Conclusion) ===")
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print("1. 今天的严重亏损 (-15% ~ -40%) 主要是由于旧配置 'MIN_STOP_LOSS_PRICE_PCT = 2.5%' 导致的。")
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print(" 在 8x-10x 杠杆下，2.5% 的价格波动会导致 20%-25% 的本金亏损。")
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print("2. 新配置 (0.5% 最小止损) 已生效，未来交易的止损将控制在 ~5% - 10% 本金亏损。")
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print("3. 建议手动平仓当前亏损超过 10% 的老订单，以避免进一步扩大损失。")
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@ -223,30 +223,33 @@ const GlobalConfig = () => {
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const presets = {
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swing: {
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name: '波段回归（推荐）',
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desc: '根治高频与追价：关闭智能入场，回归"纯限价 + 30分钟扫描 + 更高信号门槛"的低频波段。建议先跑20-30单再评估。',
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desc: '【安全推荐】根治高频与追价：关闭智能入场，回归"纯限价 + 30分钟扫描 + 更高信号门槛"。已修复止损配置：0.5%最小止损，1%固定风险，10%强平保护。',
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configs: {
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SCAN_INTERVAL: 1800,
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TOP_N_SYMBOLS: 8,
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MAX_POSITION_PERCENT: 0.12,
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MAX_POSITION_PERCENT: 0.10,
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MAX_TOTAL_POSITION_PERCENT: 0.45,
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MAX_LEVERAGE: 20,
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MAX_LEVERAGE: 10,
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MIN_POSITION_PERCENT: 0.0,
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MIN_SIGNAL_STRENGTH: 8,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5,
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ATR_STOP_LOSS_MULTIPLIER: 2.0,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5,
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 20.0,
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STOP_LOSS_PERCENT: 10.0,
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MIN_STOP_LOSS_PRICE_PCT: 0.5,
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MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
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MIN_HOLD_TIME_SEC: 1800,
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SMART_ENTRY_ENABLED: false,
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USE_DYNAMIC_ATR_MULTIPLIER: false,
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USE_FIXED_RISK_SIZING: true,
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FIXED_RISK_PERCENT: 0.03, // 3% 风险
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FIXED_RISK_PERCENT: 1.0, // 1% 风险
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},
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},
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fill: {
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name: '成交优先（更少漏单）',
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desc: '优先解决"挂单NEW→超时撤单→没成交"的问题：解锁自动交易过滤 + 保守智能入场（限制追价步数与追价上限），在趋势强时允许可控的市价兜底。',
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desc: '优先解决"挂单NEW→超时撤单→没成交"的问题：解锁自动交易过滤 + 保守智能入场。已应用安全止损配置。',
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configs: {
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SCAN_INTERVAL: 1800,
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TOP_N_SYMBOLS: 6,
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@ -262,19 +265,22 @@ const GlobalConfig = () => {
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ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3,
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ENTRY_MAX_DRIFT_PCT_RANGING: 0.15,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5,
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ATR_STOP_LOSS_MULTIPLIER: 2.0,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5,
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 20.0,
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STOP_LOSS_PERCENT: 10.0,
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MIN_STOP_LOSS_PRICE_PCT: 0.5,
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MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false,
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USE_FIXED_RISK_SIZING: true,
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FIXED_RISK_PERCENT: 0.025, // 2.5% 风险
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FIXED_RISK_PERCENT: 1.0, // 1% 风险
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},
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},
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strict: {
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name: '精选低频（高胜率倾向）',
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desc: '更偏"少单、质量优先"：仅趋势行情自动交易 + 4H中性不自动下单 + 更高信号门槛。仍保持较贴近的限价偏移，减少"完全成交不了"。',
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desc: '更偏"少单、质量优先"：仅趋势行情自动交易 + 4H中性不自动下单 + 更高信号门槛。已应用安全止损配置。',
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configs: {
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SCAN_INTERVAL: 1800,
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TOP_N_SYMBOLS: 6,
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@ -287,14 +293,17 @@ const GlobalConfig = () => {
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LIMIT_ORDER_OFFSET_PCT: 0.1,
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ENTRY_CONFIRM_TIMEOUT_SEC: 180,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5,
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ATR_STOP_LOSS_MULTIPLIER: 2.0,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5,
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 20.0,
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STOP_LOSS_PERCENT: 10.0,
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MIN_STOP_LOSS_PRICE_PCT: 0.5,
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MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false,
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USE_FIXED_RISK_SIZING: true,
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FIXED_RISK_PERCENT: 0.03, // 3% 风险
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FIXED_RISK_PERCENT: 1.0, // 1% 风险
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},
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},
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steady: {
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},
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},
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conservative: {
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name: '保守配置',
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desc: '适合新手，风险较低，止损止盈较宽松，避免被正常波动触发',
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name: '保守配置（新手推荐）',
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desc: '【极低风险】适合新手，0.5%风险/单，止损极严（5%强平保护）。避免大幅回撤。',
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configs: {
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SCAN_INTERVAL: 900,
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MIN_CHANGE_PERCENT: 2.0,
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MIN_SIGNAL_STRENGTH: 5,
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TOP_N_SYMBOLS: 10,
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MAX_POSITION_PERCENT: 0.10,
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MAX_LEVERAGE: 15,
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MAX_POSITION_PERCENT: 0.05, // 5% 单仓上限
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MAX_LEVERAGE: 5, // 5x 低杠杆
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MAX_SCAN_SYMBOLS: 150,
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MIN_VOLATILITY: 0.02,
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STOP_LOSS_PERCENT: 10.0,
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TAKE_PROFIT_PERCENT: 25.0,
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MIN_STOP_LOSS_PRICE_PCT: 2.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
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STOP_LOSS_PERCENT: 5.0, // 5% 强平保护
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TAKE_PROFIT_PERCENT: 10.0,
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MIN_STOP_LOSS_PRICE_PCT: 0.5,
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MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5,
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ATR_STOP_LOSS_MULTIPLIER: 2.0,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false,
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USE_FIXED_RISK_SIZING: true,
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FIXED_RISK_PERCENT: 0.015, // 1.5% 风险
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FIXED_RISK_PERCENT: 0.5, // 0.5% 风险
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}
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},
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balanced: {
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@ -377,26 +386,28 @@ const GlobalConfig = () => {
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},
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altcoin: {
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name: '山寨币策略（推荐）',
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desc: '2026-02-13 优化：针对高胜率低盈亏比进行调整。提高单笔风险至5%，收紧止损至2.5倍ATR，优先保证盈利积累。',
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desc: '【安全推荐】针对山寨币高波动优化：已修复止损BUG。1.5%风险/单，2.0倍ATR紧止损，10%强平保护。避开大市值币种，追求高盈亏比。',
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configs: {
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// 风险与止盈止损
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 3.0 -> 2.5 收紧止损，允许更大仓位
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STOP_LOSS_PERCENT: 0.10, // 12% -> 10%
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RISK_REWARD_RATIO: 2.0, // 3.0 -> 2.0 稍微降低盈亏比要求，更容易止盈
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ATR_STOP_LOSS_MULTIPLIER: 2.0, // 2.5 -> 2.0 收紧止损
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STOP_LOSS_PERCENT: 10.0, // 新增：10% 强平保护
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MIN_STOP_LOSS_PRICE_PCT: 0.005, // 新增：0.5% 最小价格止损
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MIN_TAKE_PROFIT_PRICE_PCT: 0.006, // 新增：0.6% 最小价格止盈
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RISK_REWARD_RATIO: 2.0,
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TAKE_PROFIT_1_PERCENT: 0.2,
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TAKE_PROFIT_PERCENT: 0.30,
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MIN_RR_FOR_TP1: 1.2, // 降低TP1门槛，确保更早落袋为安
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MIN_RR_FOR_TP1: 1.2,
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MIN_HOLD_TIME_SEC: 1800,
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USE_FIXED_RISK_SIZING: true,
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FIXED_RISK_PERCENT: 0.05, // 0.02 -> 0.05 提高每笔风险至5%（针对小资金账户）
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FIXED_RISK_PERCENT: 1.5, // 1.5% 风险 (平衡风险与收益)
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USE_DYNAMIC_ATR_MULTIPLIER: false,
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USE_TRAILING_STOP: true,
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TRAILING_STOP_ACTIVATION: 0.15, // 20% -> 15% 更早激活移动止损
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TRAILING_STOP_PROTECT: 0.05, // 10% -> 5% 更紧的保护
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TRAILING_STOP_ACTIVATION: 0.15,
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TRAILING_STOP_PROTECT: 0.05,
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MAX_POSITION_PERCENT: 0.20, // 0.12 -> 0.20 允许单笔最大20%仓位
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MAX_TOTAL_POSITION_PERCENT: 0.80, // 允许总仓位更高
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MAX_POSITION_PERCENT: 0.15, // 降低至 15% (原20%)
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MAX_TOTAL_POSITION_PERCENT: 0.60, // 降低至 60% (原80%)
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MAX_DAILY_ENTRIES: 10,
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MAX_OPEN_POSITIONS: 5,
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LEVERAGE: 10,
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