1

config/my_batch_major_coins.json

@@ -0,0 +1,23 @@
+[
+  {"key":"AUTO_TRADE_SYMBOL_WHITELIST","value":"BTCUSDT,ETHUSDT,BNBUSDT,SOLUSDT","type":"string","category":"strategy"},
+  {"key":"EXCLUDE_MAJOR_COINS","value":false,"type":"boolean","category":"scan"},
+  {"key":"AUTO_TRADE_ONLY_TRENDING","value":true,"type":"boolean","category":"strategy"},
+  {"key":"AUTO_TRADE_ALLOW_4H_NEUTRAL","value":false,"type":"boolean","category":"strategy"},
+  {"key":"MIN_SIGNAL_STRENGTH","value":8,"type":"number","category":"strategy"},
+  {"key":"RANGING_MARKET_SIGNAL_BOOST","value":2,"type":"number","category":"strategy"},
+  {"key":"TOP_N_SYMBOLS","value":8,"type":"number","category":"scan"},
+  {"key":"MAX_SCAN_SYMBOLS","value":120,"type":"number","category":"scan"},
+  {"key":"MIN_VOLUME_24H","value":80000000,"type":"number","category":"scan"},
+  {"key":"MIN_VOLUME_24H_STRICT","value":120000000,"type":"number","category":"scan"},
+  {"key":"MAX_OPEN_POSITIONS","value":2,"type":"number","category":"risk"},
+  {"key":"MAX_DAILY_ENTRIES","value":6,"type":"number","category":"risk"},
+  {"key":"USE_FIXED_RISK_SIZING","value":true,"type":"boolean","category":"risk"},
+  {"key":"FIXED_RISK_PERCENT","value":0.005,"type":"number","category":"risk"},
+  {"key":"LEVERAGE","value":2,"type":"number","category":"risk"},
+  {"key":"MIN_LEVERAGE","value":2,"type":"number","category":"risk"},
+  {"key":"MAX_LEVERAGE","value":5,"type":"number","category":"risk"},
+  {"key":"MAX_LEVERAGE_SMALL_CAP","value":3,"type":"number","category":"risk"},
+  {"key":"BETA_FILTER_ENABLED","value":true,"type":"boolean","category":"strategy"},
+  {"key":"BETA_FILTER_THRESHOLD","value":-0.008,"type":"number","category":"strategy"},
+  {"key":"NO_OPEN_HOURS_BJ","value":"2,3,4,5","type":"string","category":"risk"}
+]

trading_system/config.py

@@ -184,7 +184,7 @@ def _get_config_value(key, default=None):
 DEFAULT_TRADING_CONFIG = {
     # ===== 用户风险旋钮（山寨币专属策略）=====
     'AUTO_TRADE_ENABLED': True,      # 自动交易总开关
-    'MAX_OPEN_POSITIONS': 4,         # 同时持仓数量上限（总仓位12% / 单笔1.5% = 最多4个）
+    'MAX_OPEN_POSITIONS': 2,         # 主流币模式：同时持仓上限2个，降低相关性与回撤叠加
     'MAX_DAILY_ENTRIES': 15,          # 每日最多15笔（快速验证模式：提高上限以快速验证策略）
     # 全局熔断：按账户维度限制“继续恶化”
     'DAILY_LOSS_LOCK_ENABLED': True,   # 开启日亏损熔断
@@ -217,10 +217,10 @@ DEFAULT_TRADING_CONFIG = {
     'MIN_POSITION_PERCENT': 0.01,  # 最小仓位1%
     'MIN_MARGIN_USDT': 2.0,  # 最小保证金2美元（降低门槛，允许高杠杆小资金交易，避免被 risk_manager 拦截）
     'MIN_CHANGE_PERCENT': 0.5,  # 最小价格变动0.5%
-    'TOP_N_SYMBOLS': 30,  # 扩大候选池到30个，增加机会
+    'TOP_N_SYMBOLS': 8,  # 主流币模式：缩小候选池，提高信号质量
     'SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT': 20,  # 智能补单候选增加
-    'MAX_SCAN_SYMBOLS': 500,  # 扫描前500个
+    'MAX_SCAN_SYMBOLS': 120,  # 主流币模式：减少扫描面，降低噪声与计算负载
-    'EXCLUDE_MAJOR_COINS': True,  # 排除主流币
+    'EXCLUDE_MAJOR_COINS': False,  # 主流币模式：不排除主流币
     'STOP_LOSS_PERCENT': 0.05,  # 基础止损5%（配合ATR动态止损，作为保底）
     'TAKE_PROFIT_PERCENT': 0.25,  # 第二目标止盈25%（略拉近止盈以提高触达率）
     'TAKE_PROFIT_1_PERCENT': 0.12,  # 第一目标止盈12%（山寨币不必久拿，早点落袋为安，降低反转风险）
@@ -267,7 +267,7 @@ DEFAULT_TRADING_CONFIG = {
     'MIN_VOLUME_24H': 30000000,  # 24小时成交额≥3000万美元，过滤垃圾币
     'MIN_VOLUME_24H_STRICT': 50000000,  # 严格过滤≥5000万美元
     'MIN_VOLATILITY': 0.03,  # 最小波动率3%，过滤死币
-    'MIN_SIGNAL_STRENGTH': 7,  # 信号强度≥7（山寨短线：适度放宽以多抓机会，配合扫描器回退弱信号；偏保守可改为8）
+    'MIN_SIGNAL_STRENGTH': 8,  # 主流币模式：提高信号门槛，减少低质量入场
     # ===== 资金费率过滤（开仓前）=====
     'FUNDING_RATE_FILTER_ENABLED': True,  # 开仓前检查资金费率，避免在费率极端不利于己方时进场
     'MAX_FUNDING_RATE_FOR_LONG': 0.001,   # 做多时 lastFundingRate 超过此值则跳过（0.1%=多头付费高）
@@ -321,14 +321,14 @@ DEFAULT_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%（回归盈利期风控水平）
+    'FIXED_RISK_PERCENT': 0.005,  # 主流币模式：每笔风险0.5%，优先稳定
-    'MAX_LEVERAGE_SMALL_CAP': 4,  # 高波动/小众币最大杠杆（回归盈利期设置）
+    'MAX_LEVERAGE_SMALL_CAP': 3,  # 主流币模式：限制高波动标的杠杆上限
-    'MIN_LEVERAGE': 4,  # 动态杠杆下限，允许在风险较大时降低杠杆
+    'MIN_LEVERAGE': 2,  # 主流币模式：动态杠杆下限
     'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05,  # ATR超过5%时降低杠杆
-    'LEVERAGE': 4,  # 基础杠杆（回归盈利期设置）
+    'LEVERAGE': 2,  # 主流币模式：基础低杠杆
     '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（回归盈利期上限）
+    'MAX_LEVERAGE': 5,  # 主流币模式：限制最大杠杆，控制尾部风险
     # 移动止损与保本：全局总开关（关闭后不执行移动止损、不执行盈利保本）
     'PROFIT_PROTECTION_ENABLED': True,  # True=启用移动止损与保本，False=全部关闭
     'USE_TRAILING_STOP': True,  # 在 PROFIT_PROTECTION_ENABLED 为 True 时生效
@@ -355,11 +355,11 @@ DEFAULT_TRADING_CONFIG = {
     # 当 marketRegime=unknown（K线不足/未判定）时，是否允许自动交易；默认关闭
     'AUTO_TRADE_ALLOW_UNKNOWN': False,
     # 是否允许 4H 趋势为 neutral 时自动交易（山寨短线：默认开，4H 中性也开单以多抓机会；偏保守可改为 False）
-    'AUTO_TRADE_ALLOW_4H_NEUTRAL': True,
+    'AUTO_TRADE_ALLOW_4H_NEUTRAL': False,
     # 震荡市额外提高的最小信号门槛（0-3 建议范围）；默认 +2，减少边缘信号
     'RANGING_MARKET_SIGNAL_BOOST': 2,
     # 自动交易白名单（逗号分隔）。非空则仅名单内合约自动下单；空=不限制。扫描仍可覆盖全市场，仅自动分支拦截。
-    'AUTO_TRADE_SYMBOL_WHITELIST': '',
+    'AUTO_TRADE_SYMBOL_WHITELIST': 'BTCUSDT,ETHUSDT,BNBUSDT,SOLUSDT',
 
     # ===== 趋势入场过滤（防止追在半山腰）=====
     # 是否启用基于趋势状态的入场过滤：