1

config/my_batch_volatility_pullback.json

@@ -143,27 +143,6 @@
     "category": "strategy",
     "description": "瞬时波动观察周期"
   },
-  {
-    "key": "VP_VOL_LOOKBACK_BARS",
-    "value": 5,
-    "type": "number",
-    "category": "strategy",
-    "description": "15m波动计算根数"
-  },
-  {
-    "key": "VP_LONG_MIN_DROP_PCT",
-    "value": 0.008,
-    "type": "number",
-    "category": "strategy",
-    "description": "做多：15m合计跌幅≥0.8%"
-  },
-  {
-    "key": "VP_SHORT_MIN_RISE_PCT",
-    "value": 0.008,
-    "type": "number",
-    "category": "strategy",
-    "description": "做空：15m合计涨幅≥0.8%"
-  },
   {
     "key": "VP_SIGNAL_STRENGTH",
     "value": 8,

config/my_batch_vp_more_opportunities.json

@@ -0,0 +1,122 @@
+[
+  {
+    "key": "VP_ALLOW_4H_NEUTRAL",
+    "value": true,
+    "type": "boolean",
+    "category": "strategy",
+    "description": "增机会：4H中性时按1H方向+波动触发"
+  },
+  {
+    "key": "VP_1H_FLUSH_MIN_PCT",
+    "value": 0.003,
+    "type": "number",
+    "category": "strategy",
+    "description": "1H进行中波动门槛 0.5%→0.3%"
+  },
+  {
+    "key": "VP_NEAR_PRIOR_LOW_PCT",
+    "value": 0.012,
+    "type": "number",
+    "category": "strategy",
+    "description": "入场区放宽：前低上方1.2%内"
+  },
+  {
+    "key": "VP_MAX_BELOW_PRIOR_LOW_PCT",
+    "value": 0.006,
+    "type": "number",
+    "category": "strategy",
+    "description": "允许刺破前低0.6%"
+  },
+  {
+    "key": "VP_NEAR_PRIOR_HIGH_PCT",
+    "value": 0.012,
+    "type": "number",
+    "category": "strategy"
+  },
+  {
+    "key": "VP_MAX_ABOVE_PRIOR_HIGH_PCT",
+    "value": 0.006,
+    "type": "number",
+    "category": "strategy"
+  },
+  {
+    "key": "VP_LONG_MIN_DROP_PCT",
+    "value": 0.004,
+    "type": "number",
+    "category": "strategy",
+    "description": "15m辅助触发 0.6%→0.4%"
+  },
+  {
+    "key": "VP_SHORT_MIN_RISE_PCT",
+    "value": 0.004,
+    "type": "number",
+    "category": "strategy"
+  },
+  {
+    "key": "VP_VOL_LOOKBACK_BARS",
+    "value": 3,
+    "type": "number",
+    "category": "strategy"
+  },
+  {
+    "key": "VP_PRIOR_STRUCTURE_BARS",
+    "value": 18,
+    "type": "number",
+    "category": "strategy",
+    "description": "结构位回看略放宽"
+  },
+  {
+    "key": "VP_SCAN_INTERVAL_SEC",
+    "value": 120,
+    "type": "number",
+    "category": "scan",
+    "description": "扫描 3min→2min"
+  },
+  {
+    "key": "SCAN_INTERVAL",
+    "value": 120,
+    "type": "number",
+    "category": "scan"
+  },
+  {
+    "key": "BETA_FILTER_THRESHOLD",
+    "value": -0.012,
+    "type": "number",
+    "category": "strategy",
+    "description": "大盘禁多略放宽：15m/1h跌1.2%才拦"
+  },
+  {
+    "key": "ENTRY_SYMBOL_COOLDOWN_SEC",
+    "value": 600,
+    "type": "number",
+    "category": "strategy",
+    "description": "同币冷却 20min→10min"
+  },
+  {
+    "key": "MAX_OPEN_POSITIONS",
+    "value": 3,
+    "type": "number",
+    "category": "risk"
+  },
+  {
+    "key": "TOP_N_SYMBOLS",
+    "value": 12,
+    "type": "number",
+    "category": "scan",
+    "description": "每轮多扫几个候选"
+  },
+  {
+    "key": "MIN_CHANGE_PERCENT",
+    "value": 0.8,
+    "type": "number",
+    "category": "scan",
+    "description": "前置涨跌幅 1%→0.8%"
+  },
+  {
+    "key": "MANUAL_REDUCED_SYMBOL_SIGNAL_BOOST",
+    "value": 0,
+    "type": "number",
+    "category": "strategy",
+    "description": "山寨不再额外+1信号门槛"
+  }
+]

scripts/apply_vp_more_opportunities.sh

@@ -0,0 +1,17 @@
+#!/usr/bin/env bash
+# VP 增机会档：放宽波动/结构/扫描门槛（在已启用 VP 基础上叠加）
+# 用法: ./scripts/apply_vp_more_opportunities.sh [--dry-run]
+set -euo pipefail
+ROOT="$(cd "$(dirname "$0")/.." && pwd)"
+cd "$ROOT"
+PYTHON_BIN=""
+for _py in "${ROOT}/.venv/bin/python" "${ROOT}/trading_system/.venv/bin/python" "${ROOT}/backend/.venv/bin/python"; do
+  [ -x "$_py" ] && PYTHON_BIN="$_py" && break
+done
+PYTHON_BIN="${PYTHON_BIN:-$(command -v python3)}"
+DRY_RUN=()
+[[ "${1:-}" == "--dry-run" ]] && DRY_RUN=(--dry-run)
+exec "$PYTHON_BIN" "$ROOT/scripts/apply_config_patch_only.py" \
+  --from "$ROOT/config/my_batch_vp_more_opportunities.json" \
+  --updated-by "vp_more_opportunities" \
+  "${DRY_RUN[@]}"

trading_system/config.py

@@ -424,6 +424,7 @@ DEFAULT_TRADING_CONFIG = {
     'VP_NEAR_PRIOR_HIGH_PCT': 0.008,
     'VP_MAX_ABOVE_PRIOR_HIGH_PCT': 0.004,
     'VP_SCAN_INTERVAL_SEC': 180,
+    'VP_ALLOW_4H_NEUTRAL': False,
 
     # ===== 智能入场（方案C）=====
     # 根治方案：默认关闭。关闭后回归“纯限价单模式”（不追价/不市价兜底/未成交撤单跳过）

trading_system/volatility_pullback.py

@@ -212,9 +212,22 @@ async def _evaluate_instant_flush(
 ) -> Dict[str, Any]:
     """1H 进行中 K 线快速波动 + 前结构低/高点入场（更贴近手动抄底/摸顶）。"""
     t4 = (trend_4h or "neutral").strip().lower()
-    if t4 not in ("up", "down"):
+    trend_1h = judge_trend_1h(
-        return _fail(f"4H 趋势未明确(4H={t4})，即时模式需 up/down", trend_4h)
+        price_f, symbol_info.get("ema20"), symbol_info.get("ema50")
-    direction = "BUY" if t4 == "up" else "SELL"
+    )
+    t1 = trend_1h
+    allow_neutral_4h = bool(_cfg("VP_ALLOW_4H_NEUTRAL", False))
+
+    if t4 in ("up", "down"):
+        direction = "BUY" if t4 == "up" else "SELL"
+    elif allow_neutral_4h and t1 in ("up", "down"):
+        direction = "BUY" if t1 == "up" else "SELL"
+    else:
+        return _fail(
+            f"4H 趋势未明确(4H={t4})"
+            + (f"，1H={t1}" if allow_neutral_4h else "，即时模式需 up/down"),
+            trend_4h,
+        )
 
     lookback = max(8, int(_cfg("VP_RANGE_LOOKBACK_BARS", 24) or 24))
     prior_bars = max(3, int(_cfg("VP_PRIOR_STRUCTURE_BARS", 12) or 12))
@@ -243,7 +256,6 @@ async def _evaluate_instant_flush(
     short_min_rise = float(_cfg("VP_SHORT_MIN_RISE_PCT", 0.006) or 0.006)
 
     vol_change = await _period_change(client, symbol, vol_iv, vol_bars)
-    trend_1h = judge_trend_1h(price_f, symbol_info.get("ema20"), symbol_info.get("ema50"))
 
     reasons: List[str] = []
     if direction == "BUY":
@@ -275,7 +287,10 @@ async def _evaluate_instant_flush(
         if vol_ok:
             reasons.append(f"{vol_iv}跌{(vol_change or 0)*100:.2f}%")
         reasons.append(f"贴近前低{prior_low:.6f}")
-        reasons.append(f"4H向上")
+        if t4 == "up":
+            reasons.append("4H向上")
+        else:
+            reasons.append(f"4H中性+1H向上")
         struct_key, struct_val = "prior_structure_low", prior_low
     else:
         flush_ok = flush["flush_up_pct"] >= flush_min
@@ -299,7 +314,10 @@ async def _evaluate_instant_flush(
         if vol_ok:
             reasons.append(f"{vol_iv}涨{(vol_change or 0)*100:.2f}%")
         reasons.append(f"贴近前高{prior_high:.6f}")
-        reasons.append(f"4H向下")
+        if t4 == "down":
+            reasons.append("4H向下")
+        else:
+            reasons.append(f"4H中性+1H向下")
         struct_key, struct_val = "prior_structure_high", prior_high
 
     strength = int(_cfg("VP_SIGNAL_STRENGTH", 8) or 8)