添加三类买卖点识别和图上标注，还不错，感觉可以赚钱了，明天继续优化一下

ChanEnum.py

@@ -268,7 +268,15 @@ Chan_BSP_MAIN_TYPE = Literal['1', '2', '3']
 class Chan_BSP_DIR(Enum):
     BUY = auto()
     SELL = auto()
-    
+class Chan_BSP_TYPE(Enum):
+    B1 = auto()
+    B2 = auto()
+    B3 = auto()
+    S1 = auto()
+    S2 = auto()
+    S3 = auto()
+    NONE = auto()
+"""
 class Chan_BSP_TYPE(Enum):
     T1 = '1'
     T1P = '1p'
@@ -285,7 +293,7 @@ class Chan_BSP_TYPE(Enum):
     def main_type(self) -> Chan_BSP_MAIN_TYPE:
         return self.value[0]  # type: ignore
 
-
+"""
 class Chan_AUTYPE(Enum):
     QFQ = auto()
     HFQ = auto()

ChanKLC.py

@@ -1,7 +1,7 @@
 import copy
 from typing import Dict, Optional
 
-from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_EMA_POS, Chan_EMA_SEMANTIC
+from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_EMA_POS, Chan_EMA_SEMANTIC, Chan_BSP_TYPE
 import ChanKLU
 import ChanCTime
 
@@ -55,6 +55,7 @@ class ChanKLC():
 		self.klc_dir = Chan_KLINE_DIR.UP if klu.close > klu.open else Chan_KLINE_DIR.DOWN
 		self.ema_dir = klu.ema_dir
 		self.bsp = False
+		self.bsp_type = Chan_BSP_TYPE.NONE
 		# EMA状态字典：key为EMA名称，value为 {'pos': Chan_EMA_POS, 'semantic': Chan_EMA_SEMANTIC}
 		self.ema_status = {}
 		# 向后兼容：保留 ema52_status 和 ema52_pos
@@ -233,7 +234,10 @@ class ChanKLC():
 	# threshold_pct: 阈值百分比，用于自动计算绝对阈值
 	# 例如 0.001 表示 EMA 值的 0.1%，BTC $100,000 时 threshold = $100
 	threshold_pct = 0.001
-
+	def set_bsp_type(self, bsp_type):
+		if bsp_type and bsp_type != Chan_BSP_TYPE.NONE:
+			self.bsp_type = bsp_type
+			self.bsp = True
 	def cal_all_ema_status(self):
 		"""
 		统一计算所有EMA与K线的位置关系和语义状态

ChanLun.py

@@ -157,8 +157,8 @@ class ChanLun():
 		return self.tf_df.find_first_bsp(bi_list, bi_zs_list)
 	def find_second_bsp(self, bi_list, first_bsp_list):
 		return self.tf_df.find_second_bsp(bi_list, first_bsp_list)
-	def find_third_bsp(self, bi_list, bi_zs_list):
-		return self.tf_df.find_third_bsp(bi_list, bi_zs_list)
+	def find_all_bsp(self, bi_list, bi_zs_list):
+		return self.tf_df.find_all_bsp(bi_list, bi_zs_list)
 	def get_zs_list(self, bi_list, seg_list):
 		return self.tf_df.get_zs_list(bi_list, seg_list)
 	def cal_bi_zs(self, seg_list):

TF_DF.py

@@ -156,12 +156,12 @@ class TF_DF():
 		return klu_state_list
 	def check_fx(self, klc):
 		if klc.pre and klc.next:
-			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low and klc.macd> 0:
+			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
 				#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
 				klc.set_fx(Chan_FX_TYPE.TOP)
 				#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP")
 				return Chan_FX_TYPE.TOP
-			elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high and klc.macd < 0:
+			elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high:
 				#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0:
 				klc.set_fx(Chan_FX_TYPE.BOTTOM)
 				#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM")
@@ -1399,7 +1399,7 @@ class TF_DF():
 			if len(zs_list) > 0:
 				bi_zs_list.append(zs_list)
 		return bi_zs_list
-	def find_third_bsp(self, bi_list, bi_zs_list):
+	def find_all_bsp(self, bi_list, bi_zs_list):
 		"""
 		笔中枢的三类买卖点识别
 
@@ -1444,6 +1444,18 @@ class TF_DF():
 			# 三类买点：向上离开中枢后回拉不破 zg
 			#print("Leave bi:", leave_bi.start_time, leave_bi.end_time, leave_bi.dir, leave_bi.is_sure, leave_bi.low, leave_bi.high)
 			if leave_bi.dir == Chan_BI_DIR.UP:
+				first_bsp_bi_div = self.check_bi_div(zs, leave_bi)
+				# 确认一类卖点：离开断能量小于进入段能量
+				if first_bsp_bi_div:
+					bsp = ChanBSP(
+						leave_bi, len(bsp_list),
+						Chan_BSP_TYPE.S1,
+						Chan_BSP_DIR.SELL,
+						leave_bi.sure_time,
+						1, zs, None
+            		)
+					leave_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.S1)
+					bsp_list.append(bsp)
 				# 回拉笔
 				pullback_bi = leave_bi.next
 				#print(pullback_bi.start_klc.start_time, pullback_bi.dir, pullback_bi.is_sure, pullback_bi.low, pullback_bi.high)
@@ -1452,15 +1464,41 @@ class TF_DF():
 						# 确认三类买点：回拉笔的低点不跌回中枢
 						bsp = ChanBSP(
 							pullback_bi, len(bsp_list),
-							Chan_BSP_TYPE.T3,
+							Chan_BSP_TYPE.B3,
 							Chan_BSP_DIR.BUY,
 							pullback_bi.sure_time,
 							1, zs, None
 						)
+						pullback_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.B3)
+						bsp_list.append(bsp)
+				# 二类卖点
+				if first_bsp_bi_div:
+					second_bsp_bi = pullback_bi.next
+					if second_bsp_bi and second_bsp_bi.is_sure and second_bsp_bi.end_klc.high < leave_bi.end_klc.high:
+						# 确认二类卖点：一类卖点后回拉不超过一类卖点高点
+						bsp = ChanBSP(
+							second_bsp_bi, len(bsp_list),
+							Chan_BSP_TYPE.S2,
+							Chan_BSP_DIR.SELL,
+							second_bsp_bi.sure_time,
+							1, zs, None
+						)
+						second_bsp_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.B2)
 						bsp_list.append(bsp)
-
 			# 三类卖点：向下离开中枢后反弹不破 zd
 			elif leave_bi.dir == Chan_BI_DIR.DOWN:
+				first_bsp_bi_div = self.check_bi_div(zs, leave_bi)
+				# 确认一类买点：离开段能量小于进入段
+				if first_bsp_bi_div:
+					bsp = ChanBSP(
+						leave_bi, len(bsp_list),
+						Chan_BSP_TYPE.B1,
+						Chan_BSP_DIR.BUY,
+						leave_bi.sure_time,
+						1, zs, None
+            		)
+					leave_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.B1)
+					bsp_list.append(bsp)
 				# 反弹笔
 				bounce_bi = leave_bi.next
 				#print(bounce_bi.start_klc.start_time, bounce_bi.dir, bounce_bi.is_sure, bounce_bi.low, bounce_bi.high)
@@ -1469,14 +1507,35 @@ class TF_DF():
 						# 确认三类卖点：反弹笔的高点不回到中枢
 						bsp = ChanBSP(
 							bounce_bi, len(bsp_list),
-							Chan_BSP_TYPE.T3,
+							Chan_BSP_TYPE.S3,
 							Chan_BSP_DIR.SELL,
 							bounce_bi.sure_time,
 							1, zs, None
 						)
+						bounce_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.S3)
+						bsp_list.append(bsp)
+				# 二类卖点
+				if first_bsp_bi_div:
+					second_bsp_bi = bounce_bi.next
+					if second_bsp_bi and second_bsp_bi.is_sure and second_bsp_bi.end_klc.low > leave_bi.end_klc.low:
+						# 确认二类买点：一类买点后回拉不超过一类卖点高点
+						bsp = ChanBSP(
+							second_bsp_bi, len(bsp_list),
+							Chan_BSP_TYPE.B2,
+							Chan_BSP_DIR.BUY,
+							second_bsp_bi.sure_time,
+							1, zs, None
+						)
+						second_bsp_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.B2)
 						bsp_list.append(bsp)
 		return bsp_list
-
+	def check_bi_div(self, zs, leave_bi):
+		enter_bi = zs.bi_list[0].pre
+		macdhist_div = 0
+		if enter_bi and enter_bi.dir == leave_bi.dir:
+			macdhist_div = abs(leave_bi.macd_hist) - abs(enter_bi.macd_hist)
+		#print(enter_bi.end_time, leave_bi.end_time, macdhist_div < 0)
+		return macdhist_div < 0
 	def find_first_bsp(self, bi_list, bi_zs_list):
 		"""
 		笔中枢的一类买卖点识别
@@ -1776,7 +1835,7 @@ class TF_DF():
 												bi_out_count += 1
 												first_bi_out = bi
 												if (bi.dir == Chan_BI_DIR.UP and seg.dir == Chan_SEG_DIR.DOWN) or (bi.dir == Chan_BI_DIR.DOWN and seg.dir == Chan_SEG_DIR.UP):
-													bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.T3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
+													bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.B3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
 													bsp_list.append(bsp)
 												#print("First bi out 3", first_bi_out.start_klc.start_time)
 												in_again = False
@@ -1812,7 +1871,7 @@ class TF_DF():
 										bi_out_count += 1
 										first_bi_out = bi
 										if (bi.dir == Chan_BI_DIR.UP and seg.dir == Chan_SEG_DIR.DOWN) or (bi.dir == Chan_BI_DIR.DOWN and seg.dir == Chan_SEG_DIR.UP):
-											bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.T3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
+											bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.B3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
 											bsp_list.append(bsp)
 										#print("First bi out 4", first_bi_out.start_klc.start_time)
 										in_again = False
@@ -1820,12 +1879,12 @@ class TF_DF():
 										if seg.dir == Chan_SEG_DIR.UP and bi.dir == Chan_BI_DIR.UP:
 											#print(bi.start_klc.start_time, bi.high, seg.high)
 											if bi.high == seg.high:
-												bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.SELL if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.BUY, bi.sure_time, zs_count, zs, seg)
+												bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.S3, Chan_BSP_DIR.SELL if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.BUY, bi.sure_time, zs_count, zs, seg)
 												bsp_list.append(bsp)
 										else:
 											if seg.dir == Chan_SEG_DIR.DOWN and bi.dir == Chan_BI_DIR.DOWN:
 												if bi.low == seg.low:
-													bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.BUY if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, bi.sure_time, zs_count, zs, seg)
+													bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.B3, Chan_BSP_DIR.BUY if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, bi.sure_time, zs_count, zs, seg)
 													bsp_list.append(bsp)
 		#self.print_zs(zs_list)
 		return zs_list

config/BTC_Perpetual_Futures.json

@@ -0,0 +1,83 @@
+{
+    "$schema": "https://schema.freqtrade.io/schema.json",
+    "max_open_trades": 1,
+    "stake_currency": "USDT",
+    "stake_amount": "unlimited",
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "dry_run": true,
+    "db_url": "sqlite:///tradesv3.btc_perpetual.sqlite",
+    "dry_run_wallet": 1000,
+    "cancel_open_orders_on_exit": true,
+    "trading_mode": "futures",
+    "margin_mode": "isolated",
+    "can_short": true,
+    "timeframe": "1m",
+    "process_only_new_candles": false,
+    "unfilledtimeout": {
+        "entry": 1,
+        "exit": 1,
+        "exit_timeout_count": 5,
+        "unit": "minutes"
+    },
+    "entry_pricing": {
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1,
+        "price_last_balance": 0.0,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "exit_pricing": {
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "binance",
+        "key": "YOUR_BINANCE_API_KEY",
+        "secret": "YOUR_BINANCE_API_SECRET",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+            "BTC/USDT:USDT"
+        ],
+        "pair_blacklist": [
+            "BNB/.*"
+        ]
+    },
+    "pairlists": [
+        {
+            "method": "StaticPairList",
+            "number_assets": 1,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 1800
+        }
+    ],
+    "telegram": {
+        "enabled": true,
+        "token": "YOUR_TELEGRAM_BOT_TOKEN",
+        "chat_id": "YOUR_TELEGRAM_CHAT_ID"
+    },
+    "api_server": {
+        "enabled": true,
+        "listen_ip_address": "0.0.0.0",
+        "listen_port": 8820,
+        "verbosity": "error",
+        "enable_openapi": false,
+        "jwt_secret_key": "change_me_to_a_random_secret_key",
+        "ws_token": "change_me_to_a_random_ws_token",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "FreqTrade007"
+    },
+    "bot_name": "BTC_Perpetual_Bot",
+    "initial_state": "running",
+    "force_entry_enable": false,
+    "internals": {
+        "process_throttle_secs": 2
+    }
+}

strategies/BTC_Perpetual_Futures.py

@@ -0,0 +1,259 @@
+# --- Do not remove these libs ---
+from freqtrade.strategy import IStrategy, stoploss_from_absolute
+import sys
+import os
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from ChanLun import ChanLun
+from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR
+# --------------------------------
+from technical.util import resample_to_interval, resampled_merge
+import talib.abstract as ta
+from pandas import DataFrame
+from datetime import datetime, timedelta
+from freqtrade.persistence import Trade, Order
+from typing import Optional
+import logging
+
+logger = logging.getLogger(__name__)
+
+# freqtrade trade -c ./user_data/Chan/config/BTC_Perpetual_Futures.json --strategy BTC_Perpetual_Futures --strategy-path ./user_data/Chan/strategies
+# freqtrade backtesting -c ./user_data/Chan/config/BTC_Perpetual_Futures.json --strategy BTC_Perpetual_Futures --strategy-path ./user_data/Chan/strategies --timerange=20260101-
+# freqtrade download-data -c ./user_data/Chan/config/BTC_Perpetual_Futures.json -t 1m --pairs BTC/USDT:USDT --timerange=20260101-
+
+
+class BTC_Perpetual_Futures(IStrategy):
+	"""
+	BTC永续合约交易策略 - 优化版
+	- 基于缠论(ChanLun)技术分析 + RSI/MACD/布林带/ATR 多指标共振
+	- 支持做多和做空
+	- 基于ATR的动态止损
+	- 成交量确认过滤
+	"""
+	INTERFACE_VERSION: int = 3
+
+	# ROI配��� - 分阶段止盈
+	minimal_roi = {
+		"0": 0.08,      # 立即: 8%止盈
+		"60": 0.05,     # 1小时后: 5%止盈
+		"180": 0.02,    # 3小时后: 2%止盈
+		"360": 0        # 6小时后: 保本出场
+	}
+
+	can_short = True
+	lev = 1.0           # 杠杆倍数，建议新手用1-3倍
+
+	stoploss = -0.04    # 默认4%止损（custom_stoploss会覆盖）
+	use_custom_stoploss = True
+
+	trailing_stop = False
+	position_adjustment_enable = False
+	startup_candle_count = 1440  # 需要1440根1分钟K线预热
+
+	# 时间框架常量
+	time5 = 5
+	time15 = 15
+	time30 = 30
+	time60 = 60
+
+	chan = ChanLun()
+
+	def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		"""添加多时间框架技术指标"""
+		# 重采样到5分钟和30分钟
+		dataframe_5m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time5)
+		dataframe_30m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time30)
+
+		# 添加技术指标
+		dataframe = self._add_indicators(dataframe)
+		dataframe_5m = self._add_indicators(dataframe_5m)
+		dataframe_30m = self._add_indicators(dataframe_30m)
+
+		# 缠论状态分析
+		dataframe_5m['state'] = self.chan.get_klu_state(dataframe_5m)
+		dataframe_30m['state'] = self.chan.get_klu_state(dataframe_30m)
+
+		# 合并多时间框架数据
+		dataframe = resampled_merge(dataframe, dataframe_5m)
+		dataframe = resampled_merge(dataframe, dataframe_30m)
+
+		return dataframe
+
+	def _add_indicators(self, df: DataFrame) -> DataFrame:
+		"""添加技术指标"""
+		# MACD
+		macd = ta.MACD(df, fastperiod=12, slowperiod=26, signalperiod=9)
+		df['macd'] = macd['macd']
+		df['macdsignal'] = macd['macdsignal']
+		df['macdhist'] = macd['macdhist']
+
+		# 布林带 (20周期, 2倍标准差)
+		bb = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
+		df['bb_upper'] = bb['upperband']
+		df['bb_middle'] = bb['middleband']
+		df['bb_lower'] = bb['lowerband']
+
+		# ATR - 用于动态止损
+		df['atr'] = ta.ATR(df, timeperiod=14)
+
+		# EMA均线系统
+		df['ema5'] = ta.EMA(df, timeperiod=5)
+		df['ema10'] = ta.EMA(df, timeperiod=10)
+		df['ema26'] = ta.EMA(df, timeperiod=26)
+		df['ema52'] = ta.EMA(df, timeperiod=52)
+
+		# RSI
+		df['rsi'] = ta.RSI(df, timeperiod=14)
+
+		# 成交量比（当前成交量 / 10周期均量）
+		avg_vol = df['volume'].rolling(window=10).mean()
+		df['volume_ratio'] = (df['volume'] / avg_vol).fillna(1.0)
+
+		return df
+
+	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		"""
+		进场信号定义 - 优化版
+		- 做多: 缠论底部信号(-10/-20) + RSI<65 + 放量 + EMA确认
+		- 做空: 缠论顶部信号(10/20) + RSI>35 + 放量 + EMA确认
+		"""
+		state_30m = 'resample_{}_state'.format(self.get_ticker_indicator() * self.time30)
+		ema52_30m = 'resample_{}_ema52'.format(self.get_ticker_indicator() * self.time30)
+		close_30m = 'resample_{}_close'.format(self.get_ticker_indicator() * self.time30)
+		shift = self.time30
+
+		# 做多信号：只在缠论-10信号 + 强势过滤
+		dataframe.loc[
+			(dataframe[state_30m].shift(shift) == "-10") &
+			(dataframe['rsi'] < 65) &
+			(dataframe['rsi'] > 20) &  # RSI不过冷
+			(dataframe['volume_ratio'] > 1.2) &  # 放量确认
+			(dataframe['close'] > dataframe['ema52']) &  # 价格在EMA52上方
+			(dataframe['macd'] > dataframe['macdsignal']),  # MACD金叉
+			['enter_long', 'enter_tag']] = (1, 'chan_long')
+
+		# 做空信号：只在缠论10信号 + 强势过滤
+		dataframe.loc[
+			(dataframe[state_30m].shift(shift) == "10") &
+			(dataframe['rsi'] > 35) &
+			(dataframe['rsi'] < 80) &  # RSI不过热
+			(dataframe['volume_ratio'] > 1.2) &  # 放量确认
+			(dataframe['close'] < dataframe['ema52']) &  # 价格在EMA52下方
+			(dataframe['macd'] < dataframe['macdsignal']),  # MACD死叉
+			['enter_short', 'enter_tag']] = (1, 'chan_short')
+
+		return dataframe
+
+	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		"""
+		出场信号定义
+		- 做多出场: 缠论顶部反转信号
+		- 做空出场: 缠论底部反转信号
+		"""
+		state_30m = 'resample_{}_state'.format(self.get_ticker_indicator() * self.time30)
+		shift = self.time30
+
+		dataframe.loc[
+			(dataframe[state_30m].shift(shift) == "10"),
+			['exit_long', 'exit_tag']] = (1, 'chan_exit_long')
+
+		dataframe.loc[
+			(dataframe[state_30m].shift(shift) == "-10"),
+			['exit_short', 'exit_tag']] = (1, 'chan_exit_short')
+
+		return dataframe
+
+	def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
+						current_rate: float, current_profit: float, after_fill: bool,
+						**kwargs) -> float | None:
+		"""
+		基于ATR的动态止损
+		止损距离 = 开仓价 ± 1.5*ATR
+		"""
+		try:
+			entry_atr = trade.get_custom_data(key="entry_atr")
+			if entry_atr is None:
+				dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
+				if dataframe is not None and len(dataframe) > 0 and 'atr' in dataframe.columns:
+					entry_atr = float(dataframe.iloc[-1]['atr'])
+				else:
+					return -0.04
+
+			if trade.is_short:
+				stop_price = trade.open_rate + (float(entry_atr) * 1.5)
+			else:
+				stop_price = trade.open_rate - (float(entry_atr) * 1.5)
+
+			return stoploss_from_absolute(stop_price, current_rate, is_short=trade.is_short)
+
+		except Exception as e:
+			logger.warning(f"custom_stoploss error: {e}")
+			return None
+
+	def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+					current_profit: float, **kwargs):
+		"""快速止盈：浮盈超过0.5%直接出场"""
+		if current_profit > 0.005:
+			return "quick_profit"
+		return None
+
+	def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+							time_in_force: str, current_time: datetime, entry_tag: str | None,
+							side: str, **kwargs) -> bool:
+		"""进场前最终过滤：ATR太小或RSI极端时拒绝"""
+		try:
+			dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+			if dataframe is None or len(dataframe) == 0:
+				return False
+
+			last = dataframe.iloc[-1]
+			atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time30)
+			atr_val = float(last.get(atr_str, 0) or 0)
+			if atr_val < 0.001:
+				return False
+
+			return True
+		except Exception as e:
+			logger.warning(f"confirm_trade_entry error: {e}")
+			return True
+
+	def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
+		"""订单成交时保存ATR用于止损计算"""
+		try:
+			if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
+				dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
+				if dataframe is not None and len(dataframe) > 0:
+					atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time30)
+					last = dataframe.iloc[-1]
+					entry_atr = float(last.get(atr_str, 0) or 0) * 3
+					trade.set_custom_data(key="entry_atr", value=entry_atr)
+		except Exception as e:
+			logger.warning(f"order_filled error: {e}")
+
+	def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
+						   entry_tag: str | None, side: str, **kwargs) -> float:
+		"""入场价微调，减少滑点"""
+		if trade:
+			if trade.is_short:
+				return proposed_rate - 50
+			else:
+				return proposed_rate + 50
+		return proposed_rate
+
+	def custom_exit_price(self, pair: str, trade: Trade,
+						  current_time: datetime, proposed_rate: float,
+						  current_profit: float, exit_tag: str | None, **kwargs) -> float:
+		"""出场价微调，减少滑点"""
+		if trade:
+			if trade.is_short:
+				return proposed_rate + 50
+			else:
+				return proposed_rate - 50
+		return proposed_rate
+
+	def leverage(self, pair: str, current_time: datetime, current_rate: float,
+				 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
+				 **kwargs) -> float:
+		return self.lev
+
+	def get_ticker_indicator(self) -> int:
+		return int(self.timeframe[:-1])

strategies/ChanLun_BTC_30.py

@@ -349,12 +349,16 @@ class ChanLun_BTC_30(IStrategy):
 		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "10")
+				(dataframe[state30].shift(shift30) == "10") |
+				(dataframe[state30].shift(shift30) == "20") |
+				(dataframe[state30].shift(shift30) == "30")
 			),
 			['exit_long', 'exit_tag']] = (1, 'long_close_30')
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "-10")
+				(dataframe[state30].shift(shift30) == "-10") |
+				(dataframe[state30].shift(shift30) == "-20") |
+				(dataframe[state30].shift(shift30) == "-30")
 			),
 			['exit_short', 'exit_tag']] = (1, 'short_close_30')
 		return dataframe

web/app.py

@@ -532,7 +532,9 @@ def analyze_chan(df, symbol=None, timeframe=None):
         bi_zs_list = []
     bsp_list = []
     if len(bi_zs_list) > 0:
-        bsp_list = chan.find_third_bsp(bi_list, bi_zs_list)
+        bsp_list = chan.find_all_bsp(bi_list, bi_zs_list)
+    for bsp in bsp_list:
+        print(bsp.end_time, bsp.type, bsp.dir)
     # 添加买卖点识别
     for bi in bi_list:
         bi.cal_macdhist()
@@ -646,6 +648,7 @@ def analyze_chan(df, symbol=None, timeframe=None):
         'seg_list': seg_list,
         'zs_list': zs_list,
         'bi_zs_list': bi_zs_list,  # 添加BI中枢列表
+        'bsp_list': bsp_list,  # 添加买卖点列表
         'klc_fx_info': klc_fx_info,  # KLC分型信息
         'chan_macd': chan_macd_data,   # 添加ChanMACD分析数据
         'ema52_dict': ema52_dict  # 添加多时间周期EMA52数据
@@ -1379,7 +1382,36 @@ def analyze():
             # 添加多时间周期EMA52数据
             'ema52_dict': analysis_result.get('ema52_dict', {}),
             # 直接输出KLC趋势标记（使用已有trend字段）
-            'klc_trend': klc_trend
+            'klc_trend': klc_trend,
+            # 添加主周期买卖点列表
+            # 注意：部分枚举在转为字符串时可能形如 "Chan_BSP_TYPE.BSP1(1)"，
+            # 这里进行健壮的解析，确保前端拿到的始终是 "BSP1" / "BUY" 这种简洁形式，
+            # 以便与前端的 BSP_STYLE 键（如 "BSP1_BUY"）正确匹配。
+            'bsp_list': [{
+                'time': format_time_safely(bsp.end_time, client_tz),
+                'price': float(bsp.klc.low if 'BUY' in str(bsp.dir) else bsp.klc.high),
+            # -- 规范化 type 名称，例如：
+            #   "Chan_BSP_TYPE.BSP1"        -> "BSP1"
+            #   "Chan_BSP_TYPE.BSP1(1)"     -> "BSP1"
+            #   "BSP1"                      -> "BSP1"
+                'type': (
+                    lambda raw: (
+                        (raw.split('.')[-1] if '.' in raw else raw).split('(')[0]
+                    )
+                )(str(bsp.type)),
+            # -- 规范化 dir 名称，例如：
+            #   "Chan_BSP_DIR.BUY"          -> "BUY"
+            #   "Chan_BSP_DIR.BUY(1)"       -> "BUY"
+            #   "BUY"                       -> "BUY"
+                'dir': (
+                    lambda raw: (
+                        (raw.split('.')[-1] if '.' in raw else raw).split('(')[0]
+                    )
+                )(str(bsp.dir)),
+                'is_sure': bool(bsp.is_sure),
+                'sure_time': format_time_safely(bsp.sure_time, client_tz) if bsp.sure_time else None,
+                'zs_count': int(bsp.zs_count) if hasattr(bsp, 'zs_count') else 0
+            } for bsp in analysis_result.get('bsp_list', [])]
         })
         
     
@@ -1547,6 +1579,17 @@ def analyze():
             
             # 添加小周期 KLC 趋势标记
             result['element_klc_trend'] = element_klc_trend
+            
+            # 添加次周期买卖点列表
+            result['element_bsp_list'] = [{
+                'time': format_time_safely(bsp.end_time, client_tz),
+                'price': float(bsp.klc.low if str(bsp.dir) == 'Chan_BSP_DIR.BUY' else bsp.klc.high),
+                'type': str(bsp.type).replace('Chan_BSP_TYPE.', ''),
+                'dir': str(bsp.dir).replace('Chan_BSP_DIR.', ''),
+                'is_sure': bool(bsp.is_sure),
+                'sure_time': format_time_safely(bsp.sure_time, client_tz) if bsp.sure_time else None,
+                'zs_count': int(bsp.zs_count) if hasattr(bsp, 'zs_count') else 0
+            } for bsp in element_analysis.get('bsp_list', [])]
 
             pass
     

web/templates/index.html

@@ -912,6 +912,10 @@
                             <input class="form-check-input" type="checkbox" id="toggleUOnMain">
                             <label class="form-check-label" for="toggleUOnMain">显示U</label>
                         </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showMainBsp">
+                            <label class="form-check-label" for="showMainBsp">买卖点</label>
+                        </div>
                     </div>
                     <div class="d-flex align-items-center mt-2">
                         <label class="form-label me-0 mb-0">次周期:</label>
@@ -950,6 +954,10 @@
                             <input class="form-check-input" type="checkbox" id="toggleUOnElement">
                             <label class="form-check-label" for="toggleUOnElement">显示U</label>
                         </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showElementBsp">
+                            <label class="form-check-label" for="showElementBsp">买卖点</label>
+                        </div>
                     </div>
                 </div>
             </div>
@@ -4691,9 +4699,135 @@
                             } catch (e) { console.error('次周期未完成BI中枢处理出错:', e); }
                         });
                 }
-                // 添加买卖点标记
-                if ($('#showTradePoints').is(':checked')) {
-                    console.log('绘制买卖点 - 已启用');
+                // 添加买卖点标记（新版：基于 bsp_list / element_bsp_list，按与 KLC 分型相同方式合并到主图标记）
+                if ($('#showMainBsp').is(':checked') || $('#showElementBsp').is(':checked')) {
+                    console.log('绘制买卖点(BSP) - 已启用');
+                    
+                    // BSP 样式定义
+                    const BSP_STYLE = {
+                        'BSP1_BUY':  { color: '#FF1744', text: 'B1', position: 'belowBar', size: 0.5 },
+                        'BSP2_BUY':  { color: '#F50057', text: 'B2', position: 'belowBar', size: 0.5 },
+                        'BSP3_BUY':  { color: '#D500F9', text: 'B3', position: 'belowBar', size: 0.5 },
+                        'BSP1_SELL': { color: '#00E676', text: 'S1', position: 'aboveBar', size: 0.5 },
+                        'BSP2_SELL': { color: '#00B0FF', text: 'S2', position: 'aboveBar', size: 0.5 },
+                        'BSP3_SELL': { color: '#8B4513', text: 'S3', position: 'aboveBar', size: 0.5 },
+                    };
+                    
+                    const getBspStyleKey = (bsp) => {
+                        // 统一 BSP key：
+                        // - type 可能是 "BSP1"/"BSP2"/"BSP3"，
+                        // - 也可能是后端给的 "B1"/"B2"/"B3" 或 "S1"/"S2"/"S3"
+                        // 最终都映射为 "BSP1_BUY" / "BSP1_SELL" 这类 key，方便复用现有样式定义
+                        let type = (bsp.type || '').toUpperCase();
+                        const dir = (bsp.dir || '').toUpperCase();
+
+                        // 若是 "B1" / "B2" / "B3" 或 "S1" / "S2" / "S3" 形式，则提取数字并映射成 "BSP{n}"
+                        const simpleMatch = type.match(/^([BS])(\d)$/);
+                        if (simpleMatch) {
+                            const n = simpleMatch[2];  // "1" / "2" / "3"
+                            type = 'BSP' + n;
+                        }
+
+                        return type + '_' + dir;
+                    };
+                    
+                    // 收集所有 BSP 标记
+                    const allBspMarkers = [];
+                    
+                    // 主周期买卖点
+                    // 兼容不同字段命名：优先使用 bsp_list，若不存在则尝试 bsp
+                    const mainBspList = currentData.bsp_list || currentData.bsp || [];
+                    // 调试：打印前几条主周期 BSP 的 key，方便排查样式不匹配问题
+                    if (mainBspList.length > 0) {
+                        console.log(
+                            '主周期 BSP 示例 (前5条):',
+                            mainBspList.slice(0, 5).map(b => ({
+                                raw_type: b.type,
+                                raw_dir: b.dir,
+                                key: getBspStyleKey(b)
+                            }))
+                        );
+                    }
+                    if ($('#showMainBsp').is(':checked') && mainBspList.length > 0) {
+                        console.log(`绘制主周期买卖点，共${mainBspList.length}条`);
+                        mainBspList.forEach(function(bsp) {
+                            try {
+                                const ts = Math.floor(new Date(bsp.time).getTime() / 1000);
+                                if (isNaN(ts)) return;
+                                const key = getBspStyleKey(bsp);
+                                const style = BSP_STYLE[key] || { color: '#999', shape: 'circle', text: '?', position: 'inBar' };
+                                const sureText = bsp.is_sure ? '' : '?';
+                                allBspMarkers.push({
+                                    time: ts,
+                                    position: style.position,
+                                    color: style.color,
+                                    shape: style.shape,
+                                    text: style.text + sureText,
+                                    size: 2
+                                });
+                            } catch (e) {
+                                console.error('主周期BSP处理出错:', e);
+                            }
+                        });
+                    }
+                    
+                    // 次周期买卖点
+                    // 兼容不同字段命名：优先使用 element_bsp_list，若不存在则尝试 element_bsp
+                    const elementBspList = currentData.element_bsp_list || currentData.element_bsp || [];
+                    // 调试：打印前几条次周期 BSP 的 key
+                    if (elementBspList.length > 0) {
+                        console.log(
+                            '次周期 BSP 示例 (前5条):',
+                            elementBspList.slice(0, 5).map(b => ({
+                                raw_type: b.type,
+                                raw_dir: b.dir,
+                                key: getBspStyleKey(b)
+                            }))
+                        );
+                    }
+                    if ($('#showElementBsp').is(':checked') && elementBspList.length > 0) {
+                        console.log(`绘制次周期买卖点，共${elementBspList.length}条`);
+                        elementBspList.forEach(function(bsp) {
+                            try {
+                                const ts = Math.floor(new Date(bsp.time).getTime() / 1000);
+                                if (isNaN(ts)) return;
+                                const key = getBspStyleKey(bsp);
+                                const style = BSP_STYLE[key] || { color: '#999', shape: 'circle', text: '?', position: 'inBar' };
+                                const sureText = bsp.is_sure ? '' : '?';
+                                // 次周期使用稍小的标记和不同前缀以区分
+                                allBspMarkers.push({
+                                    time: ts,
+                                    position: style.position,
+                                    color: style.color,
+                                    shape: style.shape,
+                                    text: 'e' + style.text + sureText,
+                                    size: 1
+                                });
+                            } catch (e) {
+                                console.error('次周期BSP处理出错:', e);
+                            }
+                        });
+                    }
+                    
+                    // 将 BSP 标记挂到全局，后面与 KLC 分型等标记一起合并到主系列上
+                    if (allBspMarkers.length > 0) {
+                        // 按时间排序（lightweight-charts 要求标记按时间升序）
+                        allBspMarkers.sort((a, b) => a.time - b.time);
+                        window.bspMarkers = allBspMarkers;
+                        console.log(`准备合并 ${allBspMarkers.length} 个BSP标记到主图标记中`);
+                    } else {
+                        window.bspMarkers = [];
+                    }
+                } else {
+                    // 关闭 BSP 显示时，清空全局 BSP 标记
+                    window.bspMarkers = [];
+                }
+                
+                // 添加买卖点标记（旧版，保留兼容）
+                // 这里为了与主面板上的「买卖点」开关保持一致，
+                // 同时响应顶部的 `#showMainBsp` 复选框
+                if ($('#showTradePoints').is(':checked') || $('#showMainBsp').is(':checked')) {
+                    console.log('绘制买卖点 - 已启用（来源: showTradePoints / showMainBsp）');
                     
                     // 优先使用小周期数据，如果不存在则使用主周期数据
                     const tradePointsData = currentData.element_trade_points || currentData.trade_points;
@@ -4837,29 +4971,31 @@
                                 lastValueVisible: false,
                                 priceLineVisible: false,
                                 lineVisible: false,
+                                color: 'transparent',
                                 title: '买点'
                             });
                             
-                            // 设置临时的数据点
-                            buyMarkersSeries.setData([{ time: buyMarkers[0].time, value: 0 }]);
+                            // 使用主K线的收盘价作为基准数据，保证买点标记与价格在同一纵轴范围
+                            if (Array.isArray(candles) && candles.length > 0) {
+                                const baseData = candles.map(c => ({ time: c.time, value: c.close }));
+                                buyMarkersSeries.setData(baseData);
+                            } else {
+                                // 兜底：至少一个数据点，避免报错
+                                buyMarkersSeries.setData([{ time: buyMarkers[0].time, value: buyMarkers[0].price || 0 }]);
+                            }
                             
                             try {
-                                // 设置买点标记，并添加偏移
+                                // 设置买点标记：文字在价格上方，仅显示文字不显示形状
                                 buyMarkersSeries.setMarkers(
                                     buyMarkers.map(marker => {
-                                        // 使用固定偏移而非百分比
-                                        const fixedOffset = PRICE_FIXED_OFFSET[marker.type] || 20;
-                                        
-                                        // 为同一时间点的多个买点额外增加堆叠偏移
-                                        const stackOffset = marker.stackIndex > 0 ? 
-                                            10 * marker.stackIndex : 0;
-                                        
-                                        // 使用实际价格位置添加标记，不使用偏移
+                                        // 使用实际价格位置，买点显示在K线上方
                                         return {
                                             ...marker,
-                                            position: 'aboveBar', // 显示在K线上方
-                                            // 使用原始价格
-                                            price: marker.price
+                                            position: 'aboveBar', // 买点：价格上方
+                                            price: marker.price,
+                                            // 隐藏形状，仅保留文字
+                                            size: 0,
+                                            color: 'rgba(0, 0, 0, 0)'
                                         };
                                     })
                                 );
@@ -4874,29 +5010,31 @@
                                 lastValueVisible: false,
                                 priceLineVisible: false,
                                 lineVisible: false,
+                                color: 'transparent',
                                 title: '卖点'
                             });
                             
-                            // 设置临时的数据点
-                            sellMarkersSeries.setData([{ time: sellMarkers[0].time, value: 0 }]);
+                            // 使用主K线的收盘价作为基准数据，保证卖点标记与价格在同一纵轴范围
+                            if (Array.isArray(candles) && candles.length > 0) {
+                                const baseData = candles.map(c => ({ time: c.time, value: c.close }));
+                                sellMarkersSeries.setData(baseData);
+                            } else {
+                                // 兜底：至少一个数据点，避免报错
+                                sellMarkersSeries.setData([{ time: sellMarkers[0].time, value: sellMarkers[0].price || 0 }]);
+                            }
                             
                             try {
-                                // 设置卖点标记，并添加偏移
+                                // 设置卖点标记：文字在价格下方，仅显示文字不显示形状
                                 sellMarkersSeries.setMarkers(
                                     sellMarkers.map(marker => {
-                                        // 使用固定偏移而非百分比
-                                        const fixedOffset = PRICE_FIXED_OFFSET[marker.type] || 20;
-                                        
-                                        // 为同一时间点的多个卖点额外增加堆叠偏移
-                                        const stackOffset = marker.stackIndex > 0 ? 
-                                            10 * marker.stackIndex : 0;
-                                        
-                                        // 使用实际价格位置添加标记，不使用偏移
+                                        // 使用实际价格位置，卖点显示在K线下方
                                         return {
                                             ...marker,
-                                            position: 'belowBar', // 显示在K线下方
-                                            // 使用原始价格
-                                            price: marker.price
+                                            position: 'belowBar', // 卖点：价格下方
+                                            price: marker.price,
+                                            // 隐藏形状，仅保留文字
+                                            size: 0,
+                                            color: 'rgba(0, 0, 0, 0)'
                                         };
                                     })
                                 );
@@ -5663,10 +5801,18 @@
                         ...allElementFxMarkers,
                         ...(window.kluDivMarkersMain || []),
                         ...(window.kluDivMarkersElement || []),
-                        ...trendMarkersToUse
+                        ...trendMarkersToUse,
+                        ...(window.bspMarkers || [])
                     ];
                     if (combinedMarkers.length > 0) {
-                        console.log('合并设置', combinedMarkers.length, '个标记（主周期分型:', (window.mainFxMarkers || []).length, '个，小周期分型:', allElementFxMarkers.length, '个，UnitTF:', (window.unittfMarkers || []).length, '个）');
+                        console.log(
+                            '合并设置', combinedMarkers.length, '个标记（主周期分型:',
+                            (window.mainFxMarkers || []).length,
+                            '个，小周期分型:', allElementFxMarkers.length,
+                            '个，UnitTF:', (window.unittfMarkers || []).length,
+                            '个，BSP标记:', (window.bspMarkers || []).length,
+                            '个）'
+                        );
                         
                         // 根据当前主系列类型设置标记
                         const klineType = ($('#klineType').val() || (showOriginalKline ? 'candlestick' : 'line'));
@@ -5754,11 +5900,16 @@
                         });
                         trendMarkersToUse = trendMarkersToUse.concat(elementMarkers);
                     }
+                    // 这里的 onlyMainAndU 实际上是「最终要挂到主K线上」的一组标记
+                    // 之前没有把 window.bspMarkers 合进去，导致上面已经合并了 BSP 标记，
+                    // 但在这里再次调用 setMarkers 时把 BSP 覆盖掉了，从而前端看不到买卖点。
+                    // 修复：把 BSP 标记一并合并进来。
                     const onlyMainAndU = [
                         ...(window.mainFxMarkers || []),
                         ...(window.kluDivMarkersMain || []),
                         ...(window.kluDivMarkersElement || []),
-                        ...trendMarkersToUse
+                        ...trendMarkersToUse,
+                        ...(window.bspMarkers || [])
                     ];
                     if (onlyMainAndU.length > 0) {
                         console.log('仅设置', onlyMainAndU.length, '个主周期/UnitTF标记（主周期分型:', (window.mainFxMarkers || []).length, '，UnitTF:', (window.unittfMarkers || []).length, '）');
@@ -7739,6 +7890,14 @@
             window.showUOnElement = $('#toggleUOnElement').is(':checked');
             refreshChartOnly();
         });
+
+        // 买卖点显示开关
+        $('#showMainBsp').change(function() {
+            updateChartDisplay();
+        });
+        $('#showElementBsp').change(function() {
+            updateChartDisplay();
+        });
         
         // 在控制台输出当前显示状态
         console.log('当前显示状态:', {