diff --git a/ChanEnum.py b/ChanEnum.py
index 3754d21..9ee4f06 100644
--- a/ChanEnum.py
+++ b/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()
diff --git a/ChanKLC.py b/ChanKLC.py
index a0d6fc2..7634009 100644
--- a/ChanKLC.py
+++ b/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
diff --git a/ChanLun.py b/ChanLun.py
index 20aff1d..ffd7f52 100644
--- a/ChanLun.py
+++ b/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):
diff --git a/TF_DF.py b/TF_DF.py
index 0e5efd2..d2cdbb7 100644
--- a/TF_DF.py
+++ b/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
diff --git a/config/BTC_Perpetual_Futures.json b/config/BTC_Perpetual_Futures.json
new file mode 100644
index 0000000..2bcb666
--- /dev/null
+++ b/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
+ }
+}
diff --git a/strategies/BTC_Perpetual_Futures.py b/strategies/BTC_Perpetual_Futures.py
new file mode 100644
index 0000000..b4dfbdc
--- /dev/null
+++ b/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])
diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py
index 932a2c6..f4ba615 100644
--- a/strategies/ChanLun_BTC_30.py
+++ b/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
diff --git a/web/app.py b/web/app.py
index 5fe85b6..3b506ca 100644
--- a/web/app.py
+++ b/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
diff --git a/web/templates/index.html b/web/templates/index.html
index 3a56c7c..d3f5bc0 100644
--- a/web/templates/index.html
+++ b/web/templates/index.html
@@ -912,6 +912,10 @@
+
+
+
+
@@ -950,6 +954,10 @@
+
+
+
+
@@ -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:', {