From 0b9f63409ce8b1268119277ffb30397600539f9a Mon Sep 17 00:00:00 2001
From: Porter <jackyu666@icloud.com>
Date: Mon, 15 Sep 2025 10:29:53 +0800
Subject: [PATCH] =?UTF-8?q?=E6=A0=B9=E6=8D=AE=E6=96=B0=E7=9A=84=E6=9D=A1?=
 =?UTF-8?q?=E4=BB=B6=E8=BF=9B=E8=A1=8C=E4=BA=A4=E6=98=93=EF=BC=8C=E6=B7=BB?=
 =?UTF-8?q?=E5=8A=A0=E4=BA=A4=E6=98=93=E8=A7=84=E5=88=99?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 .gitignore                   |   1 +
 ChanKLC.py                   |   4 +-
 ChanKLU.py                   |  29 +++++--
 ChanLun.py                   |   4 +-
 ChanMACDHistSet.py           |   2 +-
 strategies/ChanLun_BTC_30.py |  34 ++++----
 web/templates/index.html     | 146 ++++++++++++++++++++++++-----------
 交易记录/交易规则.docx       | Bin 0 -> 12767 bytes
 8 files changed, 149 insertions(+), 71 deletions(-)
 create mode 100644 交易记录/交易规则.docx

diff --git a/.gitignore b/.gitignore
index 6c9fc8d..0937f1f 100644
--- a/.gitignore
+++ b/.gitignore
@@ -27,3 +27,4 @@ feature_meta
 *.sqlite-shm
 *.sqlite-wal
 .DS_Store
+交易记录/~$交易规则.docx
diff --git a/ChanKLC.py b/ChanKLC.py
index 020afc1..7f78429 100644
--- a/ChanKLC.py
+++ b/ChanKLC.py
@@ -79,12 +79,12 @@ class ChanKLC():
 		if self.fx == Chan_FX_TYPE.TOP:
 			#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
 			if self.macdhist < 0 and self.macd > 0:
-				#self.klc_fx_type = Chan_KLC_FX.TOP5
+				self.klc_fx_type = Chan_KLC_FX.TOP5
 				self.bb_out = True
 		else:
 			if self.fx == Chan_FX_TYPE.BOTTOM:
 				if self.macdhist > 0 and self.macd < 0:
-					#self.klc_fx_type = Chan_KLC_FX.BOTTOM5
+					self.klc_fx_type = Chan_KLC_FX.BOTTOM5
 					self.bb_out = True
 		
 	def cal_macd_state(self, dir):
diff --git a/ChanKLU.py b/ChanKLU.py
index 52296e3..fd52f6a 100644
--- a/ChanKLU.py
+++ b/ChanKLU.py
@@ -651,12 +651,31 @@ class ChanKLU:
 		if (self.macd == 0 and self.signal == 0 and self.macdhist == 0) or self.ema52 == 0:
 			self.macd_state = Chan_MACD_STATE.UNKNOWN
 			return self.macd_state
-		if self.macd > 0:
-			if self.macd < self.signal and self.close > self.ema52 and self.low < self.ema52:
-				self.near0_return = 0
+		# 归零轴判断
+		if self.signal > 0:
+			if self.macd < self.signal:
+				if 0 < self.low - self.ema52 < 100:
+					self.near0_return = 6
+				elif self.close > self.ema52 and self.low < self.ema52 and self.open > self.ema52:
+					self.near0_return = 7
+				elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
+					self.near0_return = 8
+				elif self.close < self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
+					self.near0_return = 9
+				elif self.close > self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
+					self.near0_return = 10
 		else:
-			if self.macd > self.signal and self.close < self.ema52 and self.high > self.ema52:
-				self.near0_return = 0
+			if self.macd > self.signal:
+				if 0 < self.ema52 - self.high < 100:
+					self.near0_return = 61
+				elif self.close < self.ema52 and self.high > self.ema52 and self.open < self.ema52:
+					self.near0_return = 71
+				elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
+					self.near0_return = 81
+				elif self.close > self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
+					self.near0_return = 91
+				elif self.close > self.ema52 and self.high > self.ema52 and self.open > self.ema52 and self.low < self.ema52:
+					self.near0_return = 101
 		# CROSS0 仅以 Signal 穿越零轴判定
 		if self.pre.signal >= 0 and self.signal < 0:
 			self.macd_state = Chan_MACD_STATE.CROSS0_DOWN
diff --git a/ChanLun.py b/ChanLun.py
index abf60d7..a5d3c77 100644
--- a/ChanLun.py
+++ b/ChanLun.py
@@ -88,14 +88,14 @@ class ChanLun():
 		for klu in klu_list:
 			if klu.macd > 0:
 				if klu.separate_div:
-					state_list.append("20")
+					state_list.append("30")
 				elif klu.continue_div:
 					state_list.append("20")
 				else:
 					state_list.append("00")
 			else:
 				if klu.separate_div:
-					state_list.append("-20")
+					state_list.append("-30")
 				elif klu.continue_div:
 					state_list.append("-20")
 				else:
diff --git a/ChanMACDHistSet.py b/ChanMACDHistSet.py
index 2570ac1..879a4e9 100644
--- a/ChanMACDHistSet.py
+++ b/ChanMACDHistSet.py
@@ -82,7 +82,7 @@ class ChanMACDHistSet():
             klu = self.peak_div_list[-1]
             if klu.macd * klu.macdhist > 0:
                 end_klu.continue_div = True
-                print(end_klu.time, "Continue Div")
+                #print(end_klu.time, "Continue Div")
         if self.start_klu.index == end_klu.index:
             self.peak_klu = self.start_klu
         if self.start_klu.index + 1 == end_klu.index:
diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py
index 815fe9f..f540fba 100644
--- a/strategies/ChanLun_BTC_30.py
+++ b/strategies/ChanLun_BTC_30.py
@@ -50,7 +50,7 @@ class ChanLun_BTC_30(IStrategy):
 		"240": 0
 	}
 	# 15m and 30m
-	minimal_roi_1 = {
+	minimal_roi = {
 		"0": 0.1,
 		"240": 0.05,
 		"480": 0.03,
@@ -220,9 +220,9 @@ class ChanLun_BTC_30(IStrategy):
 		new_entryprice = proposed_rate
 		if trade:
 			if trade.is_short:
-				new_entryprice = proposed_rate - 5
+				new_entryprice = proposed_rate - 50
 			else:
-				new_entryprice = proposed_rate + 5
+				new_entryprice = proposed_rate + 50
 		return new_entryprice
 
 	def custom_exit_price(self, pair: str, trade: Trade,
@@ -231,9 +231,9 @@ class ChanLun_BTC_30(IStrategy):
 		new_exitprice = proposed_rate
 		if trade:
 			if trade.is_short:
-				new_exitprice = proposed_rate + 5
+				new_exitprice = proposed_rate + 50
 			else:
-				new_exitprice = proposed_rate - 5
+				new_exitprice = proposed_rate - 50
 		return new_exitprice	
 	
 	def adjust_trade_position(self, trade: Trade, current_time: datetime,
@@ -319,32 +319,36 @@ class ChanLun_BTC_30(IStrategy):
 			#logger.info(f"保存开仓时ATR值: {entry_atr}")
 		return None
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-		shift_time = self.time60
-		state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
-		
+		shift60 = self.time60
+		state60 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift60)
+		shift30 = self.time30
+		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(	
-				(dataframe[state_str].shift(shift_time) == "-20")
+				(dataframe[state30].shift(shift30) == "-20")
 			),
 			['enter_long', 'enter_tag']] = (1, 'long_30')
 		dataframe.loc[
 			(
-				(dataframe[state_str].shift(shift_time) == "20")
+				(dataframe[state30].shift(shift30) == "20")
 			),
 			['enter_short', 'enter_tag']] = (1, 'short_30')
 		return dataframe
 	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-		shift_time = self.time60
-		state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
-		
+		shift60 = self.time60
+		state60 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift60)
+		shift30 = self.time30
+		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(
-				(dataframe[state_str].shift(shift_time) == "20")
+				(dataframe[state30].shift(shift30) == "20") |
+				(dataframe[state30].shift(shift30) == "30")
 			),
 			['exit_long', 'exit_tag']] = (1, 'long_close_30')
 		dataframe.loc[
 			(
-				(dataframe[state_str].shift(shift_time) == "-20")
+				(dataframe[state30].shift(shift30) == "-20") |
+				(dataframe[state30].shift(shift30) == "-30")
 			),
 			['exit_short', 'exit_tag']] = (1, 'short_close_30')
 		return dataframe
diff --git a/web/templates/index.html b/web/templates/index.html
index 91909db..53b4bbf 100644
--- a/web/templates/index.html
+++ b/web/templates/index.html
@@ -3054,62 +3054,114 @@
                             }
                         );
 
-                        // 从 ChanMACD 的 klu_list 提取 continue_div / separate_div 标记，供主K线图显示
+                        // 同时从主/次周期的 klu_list 提取 SD/CD 标记，分别使用不同样式
                         try {
-                            const kluList = Array.isArray(cm.klu_list) ? cm.klu_list : [];
-                            const kluDivMarkers = [];
-                            kluList.forEach((item) => {
-                                if (!item || !item.time) return;
-                                const ts = Math.floor(new Date(item.time).getTime() / 1000);
-                                if (isNaN(ts)) return;
-                                // separate_div 为 true：上方蓝色箭头
-                                if (item.separate_div === true) {
-                                    kluDivMarkers.push({
-                                        time: ts,
-                                        position: 'aboveBar',
-                                        color: '#03a9f4',
-                                        shape: 'arrowUp',
-                                        text: 'SD',
-                                        size: 0.6
-                                    });
-                                }
-                                // continue_div 为 true：下方橙色箭头
-                                if (item.continue_div === true) {
-                                    kluDivMarkers.push({
-                                        time: ts,
-                                        position: 'belowBar',
-                                        color: '#ff9800',
-                                        shape: 'arrowDown',
-                                        text: 'CD',
-                                        size: 0.6
-                                    });
-                                }
-                                // near0_return > 0：在主图显示具体数值
-                                if (item.near0_return && Number(item.near0_return) > 0) {
-                                    kluDivMarkers.push({
-                                        time: ts,
-                                        position: 'belowBar',
-                                        color: '#8bc34a',
-                                        shape: 'circle',
-                                        text: `N${Number(item.near0_return)}`,
-                                        size: 0.6
-                                    });
-                                }
-                            });
-                            window.kluDivMarkers = kluDivMarkers;
+                            const mainCm = currentData.chan_macd || {};
+                            const elementCm = currentData.element_chan_macd || {};
+
+                            const mainMarkers = [];
+                            const elementMarkers = [];
+
+                            // 主周期 U 标记（蓝/橙，与原样式一致）
+                            if ((typeof window.showUOnMain === 'undefined' ? true : window.showUOnMain) && Array.isArray(mainCm.klu_list)) {
+                                mainCm.klu_list.forEach((item) => {
+                                    if (!item || !item.time) return;
+                                    const ts = Math.floor(new Date(item.time).getTime() / 1000);
+                                    if (isNaN(ts)) return;
+                                    if (item.separate_div === true) {
+                                        mainMarkers.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: 'SD', size: 0.6 });
+                                    }
+                                    if (item.continue_div === true) {
+                                        mainMarkers.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
+                                    }
+                                    if (item.near0_return && Number(item.near0_return) > 0) {
+                                        mainMarkers.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 });
+                                    }
+                                });
+                            }
+
+                            // 次周期 U 标记（使用不同配色以区分）
+                            if ((typeof window.showUOnElement === 'undefined' ? true : window.showUOnElement) && Array.isArray(elementCm.klu_list)) {
+                                elementCm.klu_list.forEach((item) => {
+                                    if (!item || !item.time) return;
+                                    const ts = Math.floor(new Date(item.time).getTime() / 1000);
+                                    if (isNaN(ts)) return;
+                                    if (item.separate_div === true) {
+                                        elementMarkers.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: 'SD', size: 0.6 });
+                                    }
+                                    if (item.continue_div === true) {
+                                        elementMarkers.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });
+                                    }
+                                    if (item.near0_return && Number(item.near0_return) > 0) {
+                                        elementMarkers.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 });
+                                    }
+                                });
+                            }
+
+                            // 保存到全局，供主图合并标记使用
+                            window.kluDivMarkersMain = mainMarkers;
+                            window.kluDivMarkersElement = elementMarkers;
                         } catch (e) {
                             console.warn('处理 KLU 背驰标记出错:', e);
-                            window.kluDivMarkers = [];
+                            window.kluDivMarkersMain = [];
+                            window.kluDivMarkersElement = [];
                         }
                     } else {
                         console.log('⚠️ 没有ChanMACD分析数据');
                         // 无数据时清空本次的 KLU 背驰标记
-                        window.kluDivMarkers = [];
+                        window.kluDivMarkersMain = [];
+                        window.kluDivMarkersElement = [];
                     }
                 } else {
                     console.log('⚠️ ChanMACD图表创建条件不满足');
                 }
                 
+                // 独立于当前显示周期：计算主/次周期 SD/CD 标记（用于主图合并显示）
+                try {
+                    const mainCmAll = currentData.chan_macd || {};
+                    const elementCmAll = currentData.element_chan_macd || {};
+                    const mainMarkersAll = [];
+                    const elementMarkersAll = [];
+                    if ((typeof window.showUOnMain === 'undefined' ? true : window.showUOnMain) && Array.isArray(mainCmAll.klu_list)) {
+                        mainCmAll.klu_list.forEach((item) => {
+                            if (!item || !item.time) return;
+                            const ts = Math.floor(new Date(item.time).getTime() / 1000);
+                            if (isNaN(ts)) return;
+                            if (item.separate_div === true) {
+                                mainMarkersAll.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: 'SD', size: 0.6 });
+                            }
+                            if (item.continue_div === true) {
+                                mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
+                            }
+                            if (item.near0_return && Number(item.near0_return) > 0) {
+                                mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#8bc34a', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 });
+                            }
+                        });
+                    }
+                    if ((typeof window.showUOnElement === 'undefined' ? true : window.showUOnElement) && Array.isArray(elementCmAll.klu_list)) {
+                        elementCmAll.klu_list.forEach((item) => {
+                            if (!item || !item.time) return;
+                            const ts = Math.floor(new Date(item.time).getTime() / 1000);
+                            if (isNaN(ts)) return;
+                            if (item.separate_div === true) {
+                                elementMarkersAll.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: 'SD', size: 0.6 });
+                            }
+                            if (item.continue_div === true) {
+                                elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });
+                            }
+                            if (item.near0_return && Number(item.near0_return) > 0) {
+                                elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#009688', shape: 'circle', text: `N${Number(item.near0_return)}`, size: 0.6 });
+                            }
+                        });
+                    }
+                    window.kluDivMarkersMain = mainMarkersAll;
+                    window.kluDivMarkersElement = elementMarkersAll;
+                } catch (e) {
+                    console.warn('独立计算 KLU 背驰标记出错:', e);
+                    window.kluDivMarkersMain = [];
+                    window.kluDivMarkersElement = [];
+                }
+
                 // 实现三图联动滚动
                 
                 // 同步图表的时间范围
@@ -5380,7 +5432,8 @@
                     const combinedMarkers = [
                         ...(window.mainFxMarkers || []),
                         ...allElementFxMarkers,
-                        ...(window.kluDivMarkers || [])
+                        ...(window.kluDivMarkersMain || []),
+                        ...(window.kluDivMarkersElement || [])
                     ];
                     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）');
@@ -5403,7 +5456,8 @@
                     // 只设置主周期分型 + UnitTF 标记
                     const onlyMainAndU = [
                         ...(window.mainFxMarkers || []),
-                        ...(window.kluDivMarkers || [])
+                        ...(window.kluDivMarkersMain || []),
+                        ...(window.kluDivMarkersElement || [])
                     ];
                     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, '）');
diff --git a/交易记录/交易规则.docx b/交易记录/交易规则.docx
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