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This commit is contained in:
薇薇安
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d184eafae8
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@ -203,13 +203,13 @@ def _get_trading_config():
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'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
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'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）
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'EXCLUDE_MAJOR_COINS': True, # 排除主流币（BTC、ETH、BNB等），专注于山寨币
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'STOP_LOSS_PERCENT': 0.12, # 止损12%（保证金百分比）
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'STOP_LOSS_PERCENT': 0.06, # 止损6%（保证金百分比） - 2026-02-09优化：从12%收紧，避免深套
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'TAKE_PROFIT_PERCENT': 0.10, # 第二目标/单目标止盈10%
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'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）
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'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）
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'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2%
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'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损
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'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）
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'ATR_STOP_LOSS_MULTIPLIER': 1.0, # ATR止损倍数1.0（2026-02-09优化：从1.5收紧，快速截断亏损）
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'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）
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'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）
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'ATR_PERIOD': 14, # ATR计算周期14
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@ -253,16 +253,16 @@ def _get_trading_config():
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# ===== 仓位管理优化（山寨币专属）=====
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'USE_FIXED_RISK_SIZING': True, # 固定每笔风险，避免亏损扩大
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'FIXED_RISK_PERCENT': 0.01, # 每笔最多亏总资金1%（山寨币风险高）
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'MAX_LEVERAGE_SMALL_CAP': 8, # 小众币最大杠杆8倍
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'MAX_LEVERAGE_SMALL_CAP': 4, # 小众币最大杠杆4倍（2026-02-09优化：从8倍降低）
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'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05, # ATR超过5%时降低杠杆
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'LEVERAGE': 8, # 基础杠杆降到8倍（山寨币波动大）
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'LEVERAGE': 4, # 基础杠杆降到4倍（2026-02-09优化：从8倍降低，降低整体风险）
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'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整）
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'MAX_SINGLE_TRADE_LOSS_PERCENT': 20.0, # 单笔交易最大本金亏损率（20%），用于限制杠杆
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'MAX_LEVERAGE': 12, # 最大杠杆12倍，不要超过
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# 移动止损：必须开启！山寨币利润要保护
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'USE_TRAILING_STOP': True,
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'TRAILING_STOP_ACTIVATION': 0.05, # 盈利5%后激活（2026-01-27优化：更早保护利润，避免回吐）
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'TRAILING_STOP_PROTECT': 0.025, # 保护2.5%利润（2026-01-27优化：给回撤足够空间，避免被震荡扫出）
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'TRAILING_STOP_ACTIVATION': 0.03, # 盈利3%后激活（2026-02-09优化：从5%降低，更早保护利润）
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'TRAILING_STOP_PROTECT': 0.015, # 保护1.5%利润（2026-02-09优化：配合激活阈值降低）
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# 最小持仓时间锁：立即取消！山寨币30分钟可能暴涨暴跌50%
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'MIN_HOLD_TIME_SEC': 0, # 取消持仓时间锁
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@ -1,191 +0,0 @@
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[
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{
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"symbol": "FHEUSDT",
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"side": "SELL",
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"quantity": 328,
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"entry_price": 0.08613,
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"entry_value_usdt": 28.25064,
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"notional_usdt": 28.47696,
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"margin_usdt": 3.55962,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 0.08682,
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"pnl": -0.22632,
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"pnl_percent": -6.357982031789911,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "MUSDT",
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"side": "BUY",
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"quantity": 13,
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"entry_price": 1.6629,
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"entry_value_usdt": 21.6177,
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"notional_usdt": 19.5280163,
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"margin_usdt": 2.4410020375,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 1.5021551,
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"pnl": -2.0896837,
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"pnl_percent": -85.607618014944,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "ENSOUSDT",
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"side": "BUY",
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"quantity": 17.2,
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"entry_price": 1.3622,
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"entry_value_usdt": 23.42984,
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"notional_usdt": 23.1856,
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"margin_usdt": 2.8982,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 1.348,
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"pnl": -0.24424,
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"pnl_percent": -8.427299703264095,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "GPSUSDT",
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"side": "BUY",
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"quantity": 2129,
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"entry_price": 0.009901,
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"entry_value_usdt": 21.079229,
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"notional_usdt": 20.53067086,
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"margin_usdt": 2.5663338575,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 0.00964334,
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"pnl": -0.54855814,
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"pnl_percent": -21.375166695356587,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "WLFIUSDT",
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"side": "SELL",
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"quantity": 487,
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"entry_price": 0.0982,
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"entry_value_usdt": 47.8234,
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"notional_usdt": 49.8688,
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"margin_usdt": 6.2336,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 0.1024,
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"pnl": -2.0454,
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"pnl_percent": -32.8125,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "ZKUSDT",
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"side": "SELL",
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"quantity": 2163,
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"entry_price": 0.02166,
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"entry_value_usdt": 46.850579999999994,
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"notional_usdt": 46.74243,
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"margin_usdt": 5.84280375,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 0.02161,
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"pnl": 0.10815,
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"pnl_percent": 1.8509949097639982,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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},
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{
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"symbol": "ROSEUSDT",
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"side": "SELL",
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"quantity": 3556,
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"entry_price": 0.01252,
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"entry_value_usdt": 44.521119999999996,
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"notional_usdt": 44.34332,
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"margin_usdt": 5.542915,
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"original_notional_usdt": null,
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"original_margin_usdt": null,
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"mark_price": 0.01247,
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"pnl": 0.1778,
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"pnl_percent": 3.2076984763432246,
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"leverage": 8,
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"entry_time": null,
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"stop_loss_price": null,
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"take_profit_price": null,
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"take_profit_1": null,
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"take_profit_2": null,
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"atr": null,
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"entry_order_id": null,
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"entry_order_type": null,
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"open_orders": [],
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"active_sl_orders": "",
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"active_tp_orders": "",
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"binance_open_orders_raw": []
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}
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]
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