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薇薇安 2026-02-09 15:51:18 +08:00
parent 79adc79f98
commit d184eafae8
2 changed files with 6 additions and 197 deletions
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12
trading_system/config.py
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@ -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 '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） '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 '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_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） '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_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% '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 '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） '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） '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 '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）===== # ===== 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 '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） '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 '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） '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_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 '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 # 移动止损：必须开启！山寨币利润要保护
'USE_TRAILING_STOP': True, '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_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': 0.025, # 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_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% # 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 'MIN_HOLD_TIME_SEC': 0, # 取消持仓时间锁

191
持仓记录_2026-02-08T12-22-25.json
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@ -1,191 +0,0 @@
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"mark_price": 0.08682,
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]