From e609d45fcdb34ba16a95202213f1c7383b2e6073 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= Date: Thu, 26 Feb 2026 12:28:57 +0800 Subject: [PATCH] =?UTF-8?q?fix(config=5Fmanager,=20api,=20trading=5Fsystem?= =?UTF-8?q?):=20=E6=B7=BB=E5=8A=A0=E5=B8=82=E5=9C=BA=E6=96=B9=E6=A1=88?= =?UTF-8?q?=E4=B8=8B=E7=9A=84=E5=A4=9A=E7=A9=BA=E9=99=90=E5=88=B6=E9=85=8D?= =?UTF-8?q?=E7=BD=AE?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 在配置管理模块中，新增了 `BLOCK_SHORT_WHEN_BULL_MARKET` 和 `BLOCK_LONG_WHEN_BEAR_MARKET` 配置项，以控制在牛市和熊市中禁止开空和开多的策略。同时，更新了相关模块以支持这些新配置，确保在不同市场条件下的交易策略能够有效执行。这一改动旨在增强风险控制能力，确保交易决策与市场趋势一致。 --- backend/api/routes/config.py | 12 ++++++++++++ backend/config_manager.py | 3 +++ trading_system/config.py | 4 ++++ trading_system/strategy.py | 10 ++++++++++ trading_system/trade_recommender.py | 10 ++++++++++ 5 files changed, 39 insertions(+) diff --git a/backend/api/routes/config.py b/backend/api/routes/config.py index 672b49d..3775cab 100644 --- a/backend/api/routes/config.py +++ b/backend/api/routes/config.py @@ -503,6 +503,18 @@ async def get_global_configs( "category": "strategy", "description": "是否启用移动止损（默认关闭，让利润奔跑）", }, + "BLOCK_SHORT_WHEN_BULL_MARKET": { + "value": True, + "type": "boolean", + "category": "strategy", + "description": "市场方案=牛市时禁止开空（与 MARKET_SCHEME 一致时生效，默认 True）", + }, + "BLOCK_LONG_WHEN_BEAR_MARKET": { + "value": True, + "type": "boolean", + "category": "strategy", + "description": "市场方案=熊市时禁止开多（与 MARKET_SCHEME 一致时生效，默认 True）", + }, "ONLY_AUTO_TRADE_CREATES_RECORDS": { "value": True, "type": "boolean", diff --git a/backend/config_manager.py b/backend/config_manager.py index c758d7f..b48aedf 100644 --- a/backend/config_manager.py +++ b/backend/config_manager.py @@ -956,6 +956,9 @@ class ConfigManager: 'MARKET_SCHEME': str(eff_get('MARKET_SCHEME', 'normal') or 'normal').lower(), 'BLOCK_LONG_WHEN_4H_DOWN': eff_get('BLOCK_LONG_WHEN_4H_DOWN', False), # 4H 下跌时禁止开多（熊市/保守用） 'BLOCK_SHORT_WHEN_4H_UP': eff_get('BLOCK_SHORT_WHEN_4H_UP', True), # 4H 上涨时禁止开空（默认 True，避免逆势做空） + # 全局市场方案下禁空/禁多：牛市不推空单、熊市不推多单 + 'BLOCK_SHORT_WHEN_BULL_MARKET': eff_get('BLOCK_SHORT_WHEN_BULL_MARKET', True), # 市场方案=牛市时禁止开空 + 'BLOCK_LONG_WHEN_BEAR_MARKET': eff_get('BLOCK_LONG_WHEN_BEAR_MARKET', True), # 市场方案=熊市时禁止开多 } # 根据市场方案覆盖关键参数（便于快速切换熊市/牛市/保守等预设） diff --git a/trading_system/config.py b/trading_system/config.py index b92b69e..91db1e4 100644 --- a/trading_system/config.py +++ b/trading_system/config.py @@ -359,6 +359,10 @@ DEFAULT_TRADING_CONFIG = { # 持仓监控详细日志：用于排查问题时观察每次检查的当前价/目标价/ROE 等 'POSITION_DETAILED_LOG_ENABLED': False, + # ===== 市场方案与多空过滤（与 MARKET_SCHEME 配合）===== + # 牛市不推空单、熊市不推多单（由 config_manager 根据 MARKET_SCHEME 覆盖） + 'BLOCK_SHORT_WHEN_BULL_MARKET': True, # 市场方案=牛市时禁止开空 + 'BLOCK_LONG_WHEN_BEAR_MARKET': True, # 市场方案=熊市时禁止开多 # ===== 系统单标识（用于同步时区分本系统开仓 vs 手动开仓）===== # 下单时写入 newClientOrderId = SYSTEM_ORDER_ID_PREFIX_时间戳_随机，同步/补建时根据订单 clientOrderId 前缀判断是否系统单 'SYSTEM_ORDER_ID_PREFIX': 'SYS', diff --git a/trading_system/strategy.py b/trading_system/strategy.py index 1a1dd85..6a92615 100644 --- a/trading_system/strategy.py +++ b/trading_system/strategy.py @@ -212,6 +212,16 @@ class TradingStrategy: f"{symbol} 4H 趋势上涨，禁止开空（BLOCK_SHORT_WHEN_4H_UP=true），跳过" ) continue + # 市场方案=牛市时禁止开空、熊市时禁止开多（与 MARKET_SCHEME 一致） + scheme = str(config.TRADING_CONFIG.get("MARKET_SCHEME", "normal") or "normal").lower() + block_short_bull = bool(config.TRADING_CONFIG.get("BLOCK_SHORT_WHEN_BULL_MARKET", True)) + block_long_bear = bool(config.TRADING_CONFIG.get("BLOCK_LONG_WHEN_BEAR_MARKET", True)) + if scheme == "bull" and block_short_bull and trade_direction == "SELL": + logger.info(f"{symbol} 市场方案=牛市，禁止开空（BLOCK_SHORT_WHEN_BULL_MARKET=true），跳过") + continue + if scheme == "bear" and block_long_bear and trade_direction == "BUY": + logger.info(f"{symbol} 市场方案=熊市，禁止开多（BLOCK_LONG_WHEN_BEAR_MARKET=true），跳过") + continue # 开仓前资金费率过滤：避免在费率极端不利于己方时进场 if not await self._check_funding_rate_filter(symbol, trade_direction): logger.info(f"{symbol} 资金费率过滤未通过，跳过开仓") diff --git a/trading_system/trade_recommender.py b/trading_system/trade_recommender.py index f83a6dd..31b3692 100644 --- a/trading_system/trade_recommender.py +++ b/trading_system/trade_recommender.py @@ -369,6 +369,16 @@ class TradeRecommender: 'strength': max(0, signal_strength - 2), 'trend_4h': trend_4h } + # 市场方案=牛市不推空单、熊市不推多单（与 MARKET_SCHEME 一致） + scheme = str(config.TRADING_CONFIG.get("MARKET_SCHEME", "normal") or "normal").lower() + block_short_bull = bool(config.TRADING_CONFIG.get("BLOCK_SHORT_WHEN_BULL_MARKET", True)) + block_long_bear = bool(config.TRADING_CONFIG.get("BLOCK_LONG_WHEN_BEAR_MARKET", True)) + if scheme == "bull" and block_short_bull and direction == "SELL": + reasons.append("❌ 市场方案=牛市，禁止开空（BLOCK_SHORT_WHEN_BULL_MARKET=true），跳过推荐") + return {'should_trade': False, 'direction': direction, 'reason': ', '.join(reasons) if reasons else '牛市禁空', 'strength': max(0, signal_strength - 2), 'trend_4h': trend_4h} + if scheme == "bear" and block_long_bear and direction == "BUY": + reasons.append("❌ 市场方案=熊市，禁止开多（BLOCK_LONG_WHEN_BEAR_MARKET=true），跳过推荐") + return {'should_trade': False, 'direction': direction, 'reason': ', '.join(reasons) if reasons else '熊市禁多', 'strength': max(0, signal_strength - 2), 'trend_4h': trend_4h} # 判断是否应该推荐（使用传入的参数，如果没有则使用config中的值） if min_signal_strength is None: