feat(config): 添加4H趋势过滤配置以优化交易策略

在配置管理中新增 `BLOCK_SHORT_WHEN_4H_UP` 参数，允许在4H上涨时禁止开空，增强策略灵活性与风险控制。同时，更新前端组件以展示该配置，提升用户体验。此改动确保在不同市场条件下，策略能够更有效地避免逆势操作。

backend/config_manager.py

@@ -951,6 +951,7 @@ class ConfigManager:
             # 市场状态方案（便于在不同行情间切换）
             'MARKET_SCHEME': str(eff_get('MARKET_SCHEME', 'normal') or 'normal').lower(),
             'BLOCK_LONG_WHEN_4H_DOWN': eff_get('BLOCK_LONG_WHEN_4H_DOWN', False),  # 4H 下跌时禁止开多（熊市/保守用）
+            'BLOCK_SHORT_WHEN_4H_UP': eff_get('BLOCK_SHORT_WHEN_4H_UP', True),  # 4H 上涨时禁止开空（默认 True，避免逆势做空）
         }
 
         # 根据市场方案覆盖关键参数（便于快速切换熊市/牛市/保守等预设）
@@ -960,12 +961,14 @@ class ConfigManager:
                 'MAX_POSITION_PERCENT': 0.12,
                 'ATR_STOP_LOSS_MULTIPLIER': 2.5,
                 'BLOCK_LONG_WHEN_4H_DOWN': False,
+                'BLOCK_SHORT_WHEN_4H_UP': True,    # 4H 上涨不开空
             },
             'bear': {
                 'MIN_STOP_LOSS_PRICE_PCT': 0.05,   # 放宽止损约 -5%
                 'MAX_POSITION_PERCENT': 0.08,      # 单仓 ≤ 8%
                 'ATR_STOP_LOSS_MULTIPLIER': 2.5,
                 'BLOCK_LONG_WHEN_4H_DOWN': True,   # 4H 下跌不开多
+                'BLOCK_SHORT_WHEN_4H_UP': True,    # 4H 上涨不开空
                 'BETA_FILTER_ENABLED': True,
             },
             'bull': {
@@ -973,12 +976,14 @@ class ConfigManager:
                 'MAX_POSITION_PERCENT': 0.12,
                 'ATR_STOP_LOSS_MULTIPLIER': 2.0,
                 'BLOCK_LONG_WHEN_4H_DOWN': False,
+                'BLOCK_SHORT_WHEN_4H_UP': True,    # 4H 上涨不开空（牛市尤需）
             },
             'conservative': {
                 'MIN_STOP_LOSS_PRICE_PCT': 0.06,   # 最宽松止损
                 'MAX_POSITION_PERCENT': 0.06,      # 最小仓位
                 'ATR_STOP_LOSS_MULTIPLIER': 2.5,
                 'BLOCK_LONG_WHEN_4H_DOWN': True,
+                'BLOCK_SHORT_WHEN_4H_UP': True,
                 'BETA_FILTER_ENABLED': True,
             },
         }

backend/sync_global_config_defaults.py

@@ -62,6 +62,8 @@ DEFAULTS_TO_SYNC = [
      "description": "市场方案：normal / bear / bull / conservative。切换后自动覆盖止损、仓位、趋势过滤等参数。"},
     {"config_key": "BLOCK_LONG_WHEN_4H_DOWN", "config_value": "false", "config_type": "boolean", "category": "strategy",
      "description": "4H 趋势下跌时禁止开多。bear / conservative 方案下自动为 true。"},
+    {"config_key": "BLOCK_SHORT_WHEN_4H_UP", "config_value": "true", "config_type": "boolean", "category": "strategy",
+     "description": "4H 趋势上涨时禁止开空。默认 true，避免逆势做空导致止损。"},
     {"config_key": "AUTO_MARKET_SCHEME_ENABLED", "config_value": "false", "config_type": "boolean", "category": "strategy",
      "description": "开启后，crontab 定时运行 scripts/update_market_scheme.py --apply 时自动更新 MARKET_SCHEME（根据 BTC 行情识别牛/熊/正常）。"},
 ]

frontend/src/components/GlobalConfig.jsx

@@ -384,7 +384,7 @@ const GlobalConfig = () => {
     // 市场状态方案：便于在不同行情间一键切换（熊市/正常/牛市/保守）
     scheme_bear: {
       name: '熊市',
-      desc: '【熊市专用】放宽止损5%、单仓≤8%、4H下跌禁止开多、大盘过滤开启。避免逆势抄底、减少回撤。',
+      desc: '【熊市专用】放宽止损5%、单仓≤8%、4H下跌禁止开多、4H上涨禁止开空、大盘过滤开启。避免逆势抄底/做空、减少回撤。',
       signatureKeys: ['MARKET_SCHEME'],
       configs: {
         MARKET_SCHEME: 'bear',
@@ -392,12 +392,13 @@ const GlobalConfig = () => {
         MAX_POSITION_PERCENT: 0.08,
         ATR_STOP_LOSS_MULTIPLIER: 2.5,
         BLOCK_LONG_WHEN_4H_DOWN: true,
+        BLOCK_SHORT_WHEN_4H_UP: true,
         BETA_FILTER_ENABLED: true,
       },
     },
     scheme_normal: {
       name: '正常',
-      desc: '【常规市场】止损3%、单仓12%、4H下跌可开多。适合震荡或温和行情。',
+      desc: '【常规市场】止损3%、单仓12%、4H下跌可开多、4H上涨禁止开空。适合震荡或温和行情。',
       signatureKeys: ['MARKET_SCHEME'],
       configs: {
         MARKET_SCHEME: 'normal',
@@ -405,11 +406,12 @@ const GlobalConfig = () => {
         MAX_POSITION_PERCENT: 0.12,
         ATR_STOP_LOSS_MULTIPLIER: 2.5,
         BLOCK_LONG_WHEN_4H_DOWN: false,
+        BLOCK_SHORT_WHEN_4H_UP: true,
       },
     },
     scheme_bull: {
       name: '牛市',
-      desc: '【牛市专用】止损3%、单仓12%、4H下跌可开多、ATR倍数略低。偏积极。',
+      desc: '【牛市专用】止损3%、单仓12%、4H下跌可开多、4H上涨禁止开空、ATR倍数略低。偏积极。',
       signatureKeys: ['MARKET_SCHEME'],
       configs: {
         MARKET_SCHEME: 'bull',
@@ -417,11 +419,12 @@ const GlobalConfig = () => {
         MAX_POSITION_PERCENT: 0.12,
         ATR_STOP_LOSS_MULTIPLIER: 2.0,
         BLOCK_LONG_WHEN_4H_DOWN: false,
+        BLOCK_SHORT_WHEN_4H_UP: true,
       },
     },
     scheme_conservative: {
       name: '保守',
-      desc: '【极保守】止损6%、单仓6%、4H下跌禁止开多。最小仓位、最严趋势过滤。',
+      desc: '【极保守】止损6%、单仓6%、4H下跌禁止开多、4H上涨禁止开空。最小仓位、最严趋势过滤。',
       signatureKeys: ['MARKET_SCHEME'],
       configs: {
         MARKET_SCHEME: 'conservative',
@@ -429,6 +432,7 @@ const GlobalConfig = () => {
         MAX_POSITION_PERCENT: 0.06,
         ATR_STOP_LOSS_MULTIPLIER: 2.5,
         BLOCK_LONG_WHEN_4H_DOWN: true,
+        BLOCK_SHORT_WHEN_4H_UP: true,
         BETA_FILTER_ENABLED: true,
       },
     },
@@ -498,6 +502,7 @@ const GlobalConfig = () => {
     SYSTEM_ORDER_ID_PREFIX: { value: 'SYS', type: 'string', category: 'position', description: '系统单标识：下单时写入 newClientOrderId 前缀，同步时仅对「开仓订单 clientOrderId 以此前缀开头」的持仓补建；设空则用「是否有止损止盈单」判断。' },
     MARKET_SCHEME: { value: 'normal', type: 'string', category: 'strategy', description: '市场方案：normal / bear / bull / conservative。切换后自动覆盖止损、仓位、4H趋势过滤等参数。' },
     BLOCK_LONG_WHEN_4H_DOWN: { value: false, type: 'boolean', category: 'strategy', description: '4H 趋势下跌时禁止开多。bear / conservative 方案下自动为 true。' },
+    BLOCK_SHORT_WHEN_4H_UP: { value: true, type: 'boolean', category: 'strategy', description: '4H 趋势上涨时禁止开空。默认 true，避免逆势做空导致止损。' },
     AUTO_MARKET_SCHEME_ENABLED: { value: false, type: 'boolean', category: 'strategy', description: '开启后，crontab 定时运行 update_market_scheme.py --apply 时自动更新 MARKET_SCHEME（根据 BTC 行情识别牛/熊/正常）。' },
   }
 

trading_system/market_scanner.py

@@ -660,6 +660,8 @@ class MarketScanner:
             except Exception:
                 pass
             
+            ema50_4h = None
+            macd_4h = None
             use_cached_indicators = False
             if cached_indicators and cached_indicators.get('last_kline_time') == last_kline_time:
                 # 缓存命中，使用缓存的技术指标
@@ -672,6 +674,8 @@ class MarketScanner:
                 ema20 = cached_indicators.get('ema20')
                 ema50 = cached_indicators.get('ema50')
                 ema20_4h = cached_indicators.get('ema20_4h')
+                ema50_4h = cached_indicators.get('ema50_4h')
+                macd_4h = cached_indicators.get('macd_4h')
                 market_regime = cached_indicators.get('marketRegime')
             else:
                 # 缓存未命中，重新计算技术指标
@@ -683,12 +687,14 @@ class MarketScanner:
                 ema20 = TechnicalIndicators.calculate_ema(close_prices, period=20)
                 ema50 = TechnicalIndicators.calculate_ema(close_prices, period=50)
                 
-                # 计算4H周期的EMA20用于多周期共振检查
+                # 计算4H周期的EMA、MACD用于多周期共振检查
                 ema20_4h = TechnicalIndicators.calculate_ema(close_prices_4h, period=20) if len(close_prices_4h) >= 20 else None
-                
+                ema50_4h = TechnicalIndicators.calculate_ema(close_prices_4h, period=50) if len(close_prices_4h) >= 50 else None
+                macd_4h = TechnicalIndicators.calculate_macd(close_prices_4h) if len(close_prices_4h) >= 35 else None
+
                 # 判断市场状态
                 market_regime = TechnicalIndicators.detect_market_regime(close_prices)
-                
+
                 # 保存技术指标计算结果到缓存（TTL: 30秒，与K线缓存一致）
                 try:
                     indicators_cache = {
@@ -700,6 +706,8 @@ class MarketScanner:
                         'ema20': ema20,
                         'ema50': ema50,
                         'ema20_4h': ema20_4h,
+                        'ema50_4h': ema50_4h,
+                        'macd_4h': macd_4h,
                         'marketRegime': market_regime,
                     }
                     await self.client.redis_cache.set(cache_key_indicators, indicators_cache, ttl=30)
@@ -749,16 +757,24 @@ class MarketScanner:
             
             # 获取4H周期当前价格（用于判断4H趋势）
             price_4h = close_prices_4h[-1] if len(close_prices_4h) > 0 else current_price
-            
+
-            # 判断4H周期趋势方向
+            # 判断4H周期趋势方向（优先从 Redis 缓存读取，与 strategy 共用）
-            trend_4h = None
+            try:
-            if ema20_4h is not None:
+                from .trend_4h_cache import get_trend_4h_cached
-                if price_4h > ema20_4h:
+                trend_4h = await get_trend_4h_cached(
-                    trend_4h = 'up'
+                    self.client.redis_cache if self.client else None,
-                elif price_4h < ema20_4h:
+                    symbol, price_4h, ema20_4h, ema50_4h, macd_4h,
-                    trend_4h = 'down'
+                )
-                else:
+            except Exception as e:
-                    trend_4h = 'neutral'
+                logger.debug(f"{symbol} trend_4h 缓存获取失败: {e}")
+                trend_4h = None
+                if ema20_4h is not None:
+                    if price_4h > ema20_4h:
+                        trend_4h = 'up'
+                    elif price_4h < ema20_4h:
+                        trend_4h = 'down'
+                    else:
+                        trend_4h = 'neutral'
             
             # 策略权重配置（与strategy.py保持一致）
             TREND_SIGNAL_WEIGHTS = {
@@ -881,6 +897,8 @@ class MarketScanner:
                 'ema20': ema20,
                 'ema50': ema50,
                 'ema20_4h': ema20_4h,  # 4H周期EMA20，用于多周期共振
+                'ema50_4h': ema50_4h,  # 4H周期EMA50
+                'macd_4h': macd_4h,    # 4H周期MACD
                 'price_4h': close_prices_4h[-1] if len(close_prices_4h) > 0 else current_price,  # 4H周期当前价格
                 'marketRegime': market_regime,
                 'signalScore': signal_score,  # 保留用于兼容性

trading_system/redis_ttl.py

@@ -24,6 +24,7 @@ TTL_KLINES_REST = 1800          # REST 拉取的 K 线默认 30 分钟
 TTL_KLINES_REST_OLD = 300       # 旧格式 klines:{s}:{i}:{limit} 默认 5 分钟
 TTL_LISTEN_KEY = 55 * 60        # 55 分钟（listenKey 缓存）
 TTL_TREND_STATE = 3600
+TTL_TREND_4H = 600             # 10 分钟（trend_4h 基于 4H K 线，同根 K 线内变化缓慢）
 TTL_INDICATORS = 30
 TTL_RECO_SNAPSHOT = 7200
 TTL_RECO_ITEM = 3600

trading_system/strategy.py

@@ -205,6 +205,13 @@ class TradingStrategy:
                             f"{symbol} 4H 趋势下跌，禁止开多（BLOCK_LONG_WHEN_4H_DOWN=true），跳过"
                         )
                         continue
+                    # 4H 上涨禁止开空（对称过滤：避免逆势做空，减少上涨行情中空单止损）
+                    block_short_4h_up = bool(config.TRADING_CONFIG.get("BLOCK_SHORT_WHEN_4H_UP", True))
+                    if block_short_4h_up and trade_direction == "SELL" and trade_signal.get("trend_4h") == "up":
+                        logger.info(
+                            f"{symbol} 4H 趋势上涨，禁止开空（BLOCK_SHORT_WHEN_4H_UP=true），跳过"
+                        )
+                        continue
                     # 开仓前资金费率过滤：避免在费率极端不利于己方时进场
                     if not await self._check_funding_rate_filter(symbol, trade_direction):
                         logger.info(f"{symbol} 资金费率过滤未通过，跳过开仓")
@@ -552,9 +559,17 @@ class TradingStrategy:
         ema20_4h = symbol_info.get('ema20_4h')
         ema50_4h = symbol_info.get('ema50_4h')
         macd_4h = symbol_info.get('macd_4h')
-        
+
-        # 判断4H周期趋势方向（多指标投票）
+        # 优先从 Redis 缓存读取 trend_4h（基于 WS K 线，同根 4H 内减少重复计算）
-        trend_4h = self._judge_trend_4h(price_4h, ema20_4h, ema50_4h, macd_4h)
+        try:
+            from .trend_4h_cache import get_trend_4h_cached
+            redis_cache = self.client.redis_cache if self.client else None
+            trend_4h = await get_trend_4h_cached(
+                redis_cache, symbol, price_4h, ema20_4h, ema50_4h, macd_4h
+            )
+        except Exception as e:
+            logger.debug(f"{symbol} trend_4h 缓存获取失败，回退本地计算: {e}")
+            trend_4h = self._judge_trend_4h(price_4h, ema20_4h, ema50_4h, macd_4h)
         
         signal_strength = 0
         reasons = []

trading_system/trend_4h_cache.py

@@ -0,0 +1,96 @@
+"""
+trend_4h 缓存模块
+
+基于已有 WS K 线缓存，将计算得到的 trend_4h（up/down/neutral）写入 Redis，
+供 strategy、market_scanner 等复用，减少重复 EMA/MACD 计算。
+Redis Key: trend_4h:{symbol}，TTL 10 分钟。
+"""
+import logging
+from typing import Optional, Dict, Any
+
+logger = logging.getLogger(__name__)
+
+KEY_PREFIX = "trend_4h:"
+try:
+    from .redis_ttl import TTL_TREND_4H
+except ImportError:
+    TTL_TREND_4H = 600  # 10 分钟
+
+
+def _judge_trend_4h(
+    price_4h: float,
+    ema20_4h: Optional[float],
+    ema50_4h: Optional[float],
+    macd_4h: Optional[Dict],
+) -> str:
+    """
+    多指标投票判断 4H 趋势（与 strategy._judge_trend_4h 一致）。
+    Returns: 'up' | 'down' | 'neutral'
+    """
+    if ema20_4h is None:
+        return 'neutral'
+    score = 0
+    if price_4h > ema20_4h:
+        score += 1
+    elif price_4h < ema20_4h:
+        score -= 1
+    if ema50_4h is not None:
+        if ema20_4h > ema50_4h:
+            score += 1
+        elif ema20_4h < ema50_4h:
+            score -= 1
+    if macd_4h and isinstance(macd_4h, dict):
+        macd_hist = macd_4h.get('histogram', 0)
+        if macd_hist > 0:
+            score += 1
+        elif macd_hist < 0:
+            score -= 1
+    if score >= 2:
+        return 'up'
+    if score <= -2:
+        return 'down'
+    return 'neutral'
+
+
+async def get_trend_4h_cached(
+    redis_cache: Any,
+    symbol: str,
+    price_4h: float,
+    ema20_4h: Optional[float],
+    ema50_4h: Optional[float],
+    macd_4h: Optional[Dict],
+    ttl_sec: int = None,
+) -> str:
+    """
+    优先从 Redis 读取 trend_4h，未命中则计算并写入缓存。
+
+    Args:
+        redis_cache: RedisCache 实例（可为 None，则直接计算不缓存）
+        symbol: 交易对
+        price_4h, ema20_4h, ema50_4h, macd_4h: 计算 trend_4h 所需输入
+        ttl_sec: 缓存 TTL，默认使用 redis_ttl.TTL_TREND_4H（10 分钟）
+
+    Returns:
+        'up' | 'down' | 'neutral'
+    """
+    if ttl_sec is None:
+        ttl_sec = TTL_TREND_4H
+    key = f"{KEY_PREFIX}{symbol}"
+    if redis_cache:
+        try:
+            await redis_cache.connect()
+            cached = await redis_cache.get(key)
+            if cached and cached in ('up', 'down', 'neutral'):
+                return cached
+        except Exception as e:
+            logger.debug(f"trend_4h 缓存读取失败 {symbol}: {e}")
+
+    trend = _judge_trend_4h(price_4h, ema20_4h, ema50_4h, macd_4h)
+
+    if redis_cache:
+        try:
+            await redis_cache.set(key, trend, ttl=ttl_sec)
+        except Exception as e:
+            logger.debug(f"trend_4h 缓存写入失败 {symbol}: {e}")
+
+    return trend