This commit is contained in:
薇薇安 2026-02-13 18:40:26 +08:00
parent cb5f513904
commit d4fa954682

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@ -221,193 +221,30 @@ const GlobalConfig = () => {
//
const presets = {
swing: {
name: '波段回归(推荐)',
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。',
configs: {
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 8,
MAX_POSITION_PERCENT: 0.10,
MAX_TOTAL_POSITION_PERCENT: 0.45,
MAX_LEVERAGE: 10,
MIN_POSITION_PERCENT: 0.0,
MIN_SIGNAL_STRENGTH: 8,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 20.0,
STOP_LOSS_PERCENT: 10.0,
MIN_STOP_LOSS_PRICE_PCT: 0.5,
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
MIN_HOLD_TIME_SEC: 1800,
SMART_ENTRY_ENABLED: false,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 1.0, // 1%
},
},
fill: {
name: '成交优先(更少漏单)',
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。',
configs: {
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 6,
MIN_SIGNAL_STRENGTH: 7,
AUTO_TRADE_ONLY_TRENDING: false,
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
SMART_ENTRY_ENABLED: true,
LIMIT_ORDER_OFFSET_PCT: 0.1,
ENTRY_CONFIRM_TIMEOUT_SEC: 120,
ENTRY_CHASE_MAX_STEPS: 2,
ENTRY_STEP_WAIT_SEC: 20,
ENTRY_MARKET_FALLBACK_AFTER_SEC: 60,
ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3,
ENTRY_MAX_DRIFT_PCT_RANGING: 0.15,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 20.0,
STOP_LOSS_PERCENT: 10.0,
MIN_STOP_LOSS_PRICE_PCT: 0.5,
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 1.0, // 1%
},
},
strict: {
name: '精选低频(高胜率倾向)',
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。',
configs: {
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 6,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
MIN_SIGNAL_STRENGTH: 8,
AUTO_TRADE_ONLY_TRENDING: true,
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
SMART_ENTRY_ENABLED: false,
LIMIT_ORDER_OFFSET_PCT: 0.1,
ENTRY_CONFIRM_TIMEOUT_SEC: 180,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 20.0,
STOP_LOSS_PERCENT: 10.0,
MIN_STOP_LOSS_PRICE_PCT: 0.5,
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 1.0, // 1%
},
},
steady: {
name: '稳定出单(均衡收益/频率)',
desc: '在"会下单"的基础上略提高出单频率:更短扫描间隔 + 更宽松门槛 + 保守智能入场(追价受限),适合想要稳定有单但不想回到高频。',
configs: {
SCAN_INTERVAL: 900,
TOP_N_SYMBOLS: 8,
MIN_SIGNAL_STRENGTH: 6,
AUTO_TRADE_ONLY_TRENDING: false,
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
SMART_ENTRY_ENABLED: true,
LIMIT_ORDER_OFFSET_PCT: 0.12,
ENTRY_CONFIRM_TIMEOUT_SEC: 120,
ENTRY_CHASE_MAX_STEPS: 3,
ENTRY_STEP_WAIT_SEC: 15,
ENTRY_MARKET_FALLBACK_AFTER_SEC: 45,
ENTRY_MAX_DRIFT_PCT_TRENDING: 0.4,
ENTRY_MAX_DRIFT_PCT_RANGING: 0.2,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.5,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 25.0,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.025, // 2.5%
},
},
conservative: {
name: '保守配置(新手推荐)',
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。',
configs: {
SCAN_INTERVAL: 900,
MIN_CHANGE_PERCENT: 2.0,
MIN_SIGNAL_STRENGTH: 5,
TOP_N_SYMBOLS: 10,
MAX_POSITION_PERCENT: 0.05, // 5%
MAX_LEVERAGE: 5, // 5x
MAX_SCAN_SYMBOLS: 150,
MIN_VOLATILITY: 0.02,
STOP_LOSS_PERCENT: 5.0, // 5%
TAKE_PROFIT_PERCENT: 10.0,
MIN_STOP_LOSS_PRICE_PCT: 0.5,
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.5, // 0.5%
}
},
balanced: {
name: '平衡配置',
desc: '推荐使用平衡频率和质量止损止盈适中盈亏比1.5:1',
configs: {
SCAN_INTERVAL: 600,
MIN_CHANGE_PERCENT: 1.5,
MIN_SIGNAL_STRENGTH: 4,
TOP_N_SYMBOLS: 12,
MAX_SCAN_SYMBOLS: 250,
MIN_VOLATILITY: 0.018,
STOP_LOSS_PERCENT: 8.0,
TAKE_PROFIT_PERCENT: 25.0,
MIN_STOP_LOSS_PRICE_PCT: 2.0,
MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.5,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.025, // 2.5%
}
},
altcoin: {
name: '山寨币策略(推荐)',
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。',
configs: {
//
ATR_STOP_LOSS_MULTIPLIER: 2.0, // 2.5 -> 2.0
STOP_LOSS_PERCENT: 10.0, // 10%
MIN_STOP_LOSS_PRICE_PCT: 0.005, // 0.5%
MIN_TAKE_PROFIT_PRICE_PCT: 0.006, // 0.6%
RISK_REWARD_RATIO: 2.0,
TAKE_PROFIT_1_PERCENT: 0.2,
TAKE_PROFIT_PERCENT: 0.30,
MIN_RR_FOR_TP1: 1.2,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
STOP_LOSS_PERCENT: 0.10, // 10%
MIN_STOP_LOSS_PRICE_PCT: 0.005, // 0.5%
MIN_TAKE_PROFIT_PRICE_PCT: 0.006, // 0.6%
RISK_REWARD_RATIO: 2.0,
TAKE_PROFIT_1_PERCENT: 0.20, // 20%
TAKE_PROFIT_PERCENT: 0.30, // 30%
MIN_RR_FOR_TP1: 1.2,
MIN_HOLD_TIME_SEC: 1800,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 1.5, // 1.5% ()
FIXED_RISK_PERCENT: 0.015, // 1.5%
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_TRAILING_STOP: true,
TRAILING_STOP_ACTIVATION: 0.15,
TRAILING_STOP_PROTECT: 0.05,
TRAILING_STOP_ACTIVATION: 0.15,
TRAILING_STOP_PROTECT: 0.05,
MAX_POSITION_PERCENT: 0.15, // 15% (20%)
MAX_TOTAL_POSITION_PERCENT: 0.60, // 60% (80%)
MAX_POSITION_PERCENT: 0.15, // 15%
MAX_TOTAL_POSITION_PERCENT: 0.60, // 60%
MAX_DAILY_ENTRIES: 10,
MAX_OPEN_POSITIONS: 5,
LEVERAGE: 10,
@ -446,155 +283,104 @@ const GlobalConfig = () => {
MAX_TREND_MOVE_BEFORE_ENTRY: 0.05,
},
},
high_growth: {
name: '高收益激进策略',
desc: '针对小资金快速翻仓8%风险/单2倍ATR紧止损盈亏比1.5:1快进快出。注意回撤风险较高。',
conservative: {
name: '保守稳健(低风险)',
desc: '【极低风险】适合新手或震荡市0.5%风险/单止损极严5%强平保护)。避免大幅回撤。',
configs: {
SCAN_INTERVAL: 900,
MIN_CHANGE_PERCENT: 0.02, // 2%
MIN_SIGNAL_STRENGTH: 5,
TOP_N_SYMBOLS: 10,
MAX_POSITION_PERCENT: 0.05, // 5%
MAX_LEVERAGE: 5, // 5x
MAX_SCAN_SYMBOLS: 150,
MIN_VOLATILITY: 0.02,
STOP_LOSS_PERCENT: 0.05, // 5%
TAKE_PROFIT_PERCENT: 0.15, // 15%
TAKE_PROFIT_1_PERCENT: 0.10, // 10%
MIN_STOP_LOSS_PRICE_PCT: 0.005,
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
STOP_LOSS_PERCENT: 0.08,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_1_PERCENT: 0.15,
TAKE_PROFIT_PERCENT: 0.25,
MIN_RR_FOR_TP1: 1.0,
MIN_HOLD_TIME_SEC: 900,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.08, // 8%
USE_TRAILING_STOP: true,
TRAILING_STOP_ACTIVATION: 0.10,
TRAILING_STOP_PROTECT: 0.03,
MAX_POSITION_PERCENT: 0.30,
MAX_TOTAL_POSITION_PERCENT: 0.90,
LEVERAGE: 12,
MAX_LEVERAGE: 25,
MIN_LEVERAGE: 10,
USE_DYNAMIC_LEVERAGE: true,
MIN_VOLUME_24H: 5000000,
MIN_VOLATILITY: 0.025,
TOP_N_SYMBOLS: 15,
AUTO_TRADE_ONLY_TRENDING: false,
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
FIXED_RISK_PERCENT: 0.005, // 0.5%
}
},
more_opportunities: {
name: '增加机会(放宽过滤',
desc: '放宽过滤条件以增加下单机会:允许 4H 中性、大盘共振阈值放宽到 -1%、做多 RSI≤70、做空 RSI≥25。适合想要更多交易机会时使用。',
swing: {
name: '波段趋势(中线)',
desc: '【中线推荐】关闭智能入场,回归纯限价+30分钟扫描。1%风险/单,适合捕捉日内趋势。',
configs: {
AUTO_TRADE_ALLOW_4H_NEUTRAL: true, // 4H
BETA_FILTER_THRESHOLD: -0.01, // -1% -0.5%
MAX_RSI_FOR_LONG: 70, // RSI 70 65
MIN_RSI_FOR_SHORT: 25, // RSI 25 30
ATR_STOP_LOSS_MULTIPLIER: 3.0,
RISK_REWARD_RATIO: 3.0,
TAKE_PROFIT_1_PERCENT: 0.2,
TAKE_PROFIT_PERCENT: 0.30,
MIN_RR_FOR_TP1: 1.5,
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
BETA_FILTER_ENABLED: true, //
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 8,
MAX_POSITION_PERCENT: 0.10,
MAX_TOTAL_POSITION_PERCENT: 0.45,
MAX_LEVERAGE: 10,
MIN_POSITION_PERCENT: 0.0,
MIN_SIGNAL_STRENGTH: 8,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 0.30, // 30%
TAKE_PROFIT_1_PERCENT: 0.20, // 20%
STOP_LOSS_PERCENT: 0.10, // 10%
MIN_STOP_LOSS_PRICE_PCT: 0.005,
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
MIN_HOLD_TIME_SEC: 1800,
SMART_ENTRY_ENABLED: false,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.01, // 1%
},
},
profit_scale: {
name: '盈利放大(适度激进)',
desc: '在推荐策略基础上:仓位放大 1.25 倍、单笔上限 12%、杠杆上限 20、每笔风险 2.5%、最多 5 仓。盈利阶段可一键放大收益,仍受单笔上限约束。',
strict: {
name: '严格精选(高胜率',
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。',
configs: {
POSITION_SCALE_FACTOR: 1.25,
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 6,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
MAX_TOTAL_POSITION_PERCENT: 0.45,
FIXED_RISK_PERCENT: 0.025,
MAX_OPEN_POSITIONS: 5,
MAX_DAILY_ENTRIES: 10,
ATR_STOP_LOSS_MULTIPLIER: 3.0,
RISK_REWARD_RATIO: 3.0,
TAKE_PROFIT_1_PERCENT: 0.2,
TAKE_PROFIT_PERCENT: 0.30,
MIN_RR_FOR_TP1: 1.5,
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
MAX_RSI_FOR_LONG: 65,
MIN_RSI_FOR_SHORT: 30,
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
BETA_FILTER_ENABLED: true,
MIN_SIGNAL_STRENGTH: 8,
},
},
classic_profit: {
name: '之前盈利风格',
desc: '对齐 2 月初有盈利时的下单方式:固定 8 倍杠杆、单笔 12%、每笔风险 2.5%,不做动态降杠杆,单笔保证金与盈利空间更接近当时。',
configs: {
LEVERAGE: 8,
USE_DYNAMIC_LEVERAGE: false, // 8x
MIN_LEVERAGE: 8,
MAX_LEVERAGE: 20,
MAX_POSITION_PERCENT: 0.12,
MAX_TOTAL_POSITION_PERCENT: 0.45,
FIXED_RISK_PERCENT: 0.025, // 2%
MAX_LEVERAGE_SMALL_CAP: 8,
ATR_STOP_LOSS_MULTIPLIER: 3.0,
RISK_REWARD_RATIO: 3.0,
TAKE_PROFIT_1_PERCENT: 0.2,
TAKE_PROFIT_PERCENT: 0.30,
MIN_RR_FOR_TP1: 1.5,
AUTO_TRADE_ONLY_TRENDING: true,
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
MAX_RSI_FOR_LONG: 65,
MIN_RSI_FOR_SHORT: 30,
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
BETA_FILTER_ENABLED: true,
MIN_SIGNAL_STRENGTH: 8,
},
},
classic_profit_amplify: {
name: '之前盈利·放大',
desc: '在「之前盈利风格」基础上把杠杆提到 10 倍:同保证金下名义更大,盈利与亏损都会按比例放大。适合想进一步放大收益时使用。',
configs: {
LEVERAGE: 10,
USE_DYNAMIC_LEVERAGE: false, // 10x
MIN_LEVERAGE: 10,
MAX_LEVERAGE: 20,
MAX_POSITION_PERCENT: 0.12,
MAX_TOTAL_POSITION_PERCENT: 0.45,
FIXED_RISK_PERCENT: 0.025,
MAX_LEVERAGE_SMALL_CAP: 10,
ATR_STOP_LOSS_MULTIPLIER: 3.0,
RISK_REWARD_RATIO: 3.0,
TAKE_PROFIT_1_PERCENT: 0.2,
SMART_ENTRY_ENABLED: false,
LIMIT_ORDER_OFFSET_PCT: 0.001, // 0.1% 0.001 ( PCT key )
ENTRY_CONFIRM_TIMEOUT_SEC: 180,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.0,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
RISK_REWARD_RATIO: 1.5,
TAKE_PROFIT_PERCENT: 0.30,
MIN_RR_FOR_TP1: 1.5,
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
MAX_RSI_FOR_LONG: 65,
MIN_RSI_FOR_SHORT: 30,
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
BETA_FILTER_ENABLED: true,
MIN_SIGNAL_STRENGTH: 8,
TAKE_PROFIT_1_PERCENT: 0.20,
STOP_LOSS_PERCENT: 0.08, // 8%
MIN_STOP_LOSS_PRICE_PCT: 0.005,
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.01, // 1%
},
},
aggressive: {
name: '激进高频',
desc: '晚间波动大时使用交易频率高止损较紧但止盈合理盈亏比1.5:1',
name: '激进短线(高风险)',
desc: '针对晚间高波动2%风险/单,交易频率高,止损较紧但止盈合理。注意:回撤风险较高。',
configs: {
SCAN_INTERVAL: 300,
MIN_CHANGE_PERCENT: 1.0,
MIN_CHANGE_PERCENT: 0.01, // 1%
MIN_SIGNAL_STRENGTH: 3,
TOP_N_SYMBOLS: 18,
MAX_SCAN_SYMBOLS: 350,
MIN_VOLATILITY: 0.015,
STOP_LOSS_PERCENT: 5.0,
TAKE_PROFIT_PERCENT: 25.0,
MIN_STOP_LOSS_PRICE_PCT: 1.5,
MIN_TAKE_PROFIT_PRICE_PCT: 2.0,
STOP_LOSS_PERCENT: 0.10, // 10%
TAKE_PROFIT_PERCENT: 0.40, // 40%
TAKE_PROFIT_1_PERCENT: 0.25, // 25%
MIN_STOP_LOSS_PRICE_PCT: 0.005,
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
USE_TRAILING_STOP: false,
ATR_STOP_LOSS_MULTIPLIER: 2.5,
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
@ -602,25 +388,7 @@ const GlobalConfig = () => {
MIN_HOLD_TIME_SEC: 1800,
USE_DYNAMIC_ATR_MULTIPLIER: false,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 0.04, // 4%
}
},
script_v1: {
name: '高收益趋势 (脚本配置)',
desc: '原 update_global_config.py 脚本中的配置。高止盈(60%) + 紧止损(10%) + 移动止损保护。适合捕捉大单边行情。',
configs: {
TAKE_PROFIT_PERCENT: 60.0,
TAKE_PROFIT_1_PERCENT: 30.0,
STOP_LOSS_PERCENT: 10.0,
TRAILING_STOP_ACTIVATION: 30.0,
TRAILING_STOP_PROTECT: 5.0,
LEVERAGE: 4,
RISK_REWARD_RATIO: 3.0,
ATR_TAKE_PROFIT_MULTIPLIER: 4.5,
ATR_STOP_LOSS_MULTIPLIER: 1.5,
USE_FIXED_RISK_SIZING: true,
FIXED_RISK_PERCENT: 1.0, // 1%
MAX_LEVERAGE_SMALL_CAP: 4,
FIXED_RISK_PERCENT: 0.02, // 2%
}
}
}