From d184eafae86106320f38eea27b93c5249f077f85 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= Date: Mon, 9 Feb 2026 15:51:18 +0800 Subject: [PATCH] 1 --- trading_system/config.py | 12 +- 持仓记录_2026-02-08T12-22-25.json | 191 -------------------------- 2 files changed, 6 insertions(+), 197 deletions(-) delete mode 100644 持仓记录_2026-02-08T12-22-25.json diff --git a/trading_system/config.py b/trading_system/config.py index f4254d7..a506eb4 100644 --- a/trading_system/config.py +++ b/trading_system/config.py @@ -203,13 +203,13 @@ def _get_trading_config(): '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） + '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 'TAKE_PROFIT_PERCENT': 0.10, # 第二目标/单目标止盈10% '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） '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） 'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2% 'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损 - '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） + '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） '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） '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） 'ATR_PERIOD': 14, # ATR计算周期14 @@ -253,16 +253,16 @@ def _get_trading_config(): # ===== 仓位管理优化（山寨币专属）===== 'USE_FIXED_RISK_SIZING': True, # 固定每笔风险，避免亏损扩大 'FIXED_RISK_PERCENT': 0.01, # 每笔最多亏总资金1%（山寨币风险高） - 'MAX_LEVERAGE_SMALL_CAP': 8, # 小众币最大杠杆8倍 + 'MAX_LEVERAGE_SMALL_CAP': 4, # 小众币最大杠杆4倍（2026-02-09优化：从8倍降低） 'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05, # ATR超过5%时降低杠杆 - 'LEVERAGE': 8, # 基础杠杆降到8倍（山寨币波动大） + '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） 'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整） '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 'MAX_LEVERAGE': 12, # 最大杠杆12倍，不要超过 # 移动止损：必须开启！山寨币利润要保护 'USE_TRAILING_STOP': True, - '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） - '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） + '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） + 'TRAILING_STOP_PROTECT': 0.015, # 保护1.5%利润（2026-02-09优化：配合激活阈值降低） # 最小持仓时间锁：立即取消！山寨币30分钟可能暴涨暴跌50% 'MIN_HOLD_TIME_SEC': 0, # 取消持仓时间锁 diff --git a/持仓记录_2026-02-08T12-22-25.json b/持仓记录_2026-02-08T12-22-25.json deleted file mode 100644 index 02fac90..0000000 --- a/持仓记录_2026-02-08T12-22-25.json +++ /dev/null @@ -1,191 +0,0 @@ -[ - { - "symbol": "FHEUSDT", - "side": "SELL", - "quantity": 328, - "entry_price": 0.08613, - "entry_value_usdt": 28.25064, - "notional_usdt": 28.47696, - "margin_usdt": 3.55962, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 0.08682, - "pnl": -0.22632, - "pnl_percent": -6.357982031789911, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "MUSDT", - "side": "BUY", - "quantity": 13, - "entry_price": 1.6629, - "entry_value_usdt": 21.6177, - "notional_usdt": 19.5280163, - "margin_usdt": 2.4410020375, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 1.5021551, - "pnl": -2.0896837, - "pnl_percent": -85.607618014944, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "ENSOUSDT", - "side": "BUY", - "quantity": 17.2, - "entry_price": 1.3622, - "entry_value_usdt": 23.42984, - "notional_usdt": 23.1856, - "margin_usdt": 2.8982, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 1.348, - "pnl": -0.24424, - "pnl_percent": -8.427299703264095, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "GPSUSDT", - "side": "BUY", - "quantity": 2129, - "entry_price": 0.009901, - "entry_value_usdt": 21.079229, - "notional_usdt": 20.53067086, - "margin_usdt": 2.5663338575, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 0.00964334, - "pnl": -0.54855814, - "pnl_percent": -21.375166695356587, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "WLFIUSDT", - "side": "SELL", - "quantity": 487, - "entry_price": 0.0982, - "entry_value_usdt": 47.8234, - "notional_usdt": 49.8688, - "margin_usdt": 6.2336, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 0.1024, - "pnl": -2.0454, - "pnl_percent": -32.8125, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "ZKUSDT", - "side": "SELL", - "quantity": 2163, - "entry_price": 0.02166, - "entry_value_usdt": 46.850579999999994, - "notional_usdt": 46.74243, - "margin_usdt": 5.84280375, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 0.02161, - "pnl": 0.10815, - "pnl_percent": 1.8509949097639982, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - }, - { - "symbol": "ROSEUSDT", - "side": "SELL", - "quantity": 3556, - "entry_price": 0.01252, - "entry_value_usdt": 44.521119999999996, - "notional_usdt": 44.34332, - "margin_usdt": 5.542915, - "original_notional_usdt": null, - "original_margin_usdt": null, - "mark_price": 0.01247, - "pnl": 0.1778, - "pnl_percent": 3.2076984763432246, - "leverage": 8, - "entry_time": null, - "stop_loss_price": null, - "take_profit_price": null, - "take_profit_1": null, - "take_profit_2": null, - "atr": null, - "entry_order_id": null, - "entry_order_type": null, - "open_orders": [], - "active_sl_orders": "", - "active_tp_orders": "", - "binance_open_orders_raw": [] - } -] \ No newline at end of file