diff --git a/ChanKLC.py b/ChanKLC.py
index 73c9bad..f572c1f 100644
--- a/ChanKLC.py
+++ b/ChanKLC.py
@@ -68,6 +68,7 @@ class ChanKLC():
 		for klu in self.klus:
 			if self.high >= klu.bbup302 and klu.bbup302 > 0 and (self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2):
 				self.bb_out = True
+				#print(self.end_time, self.high, klu.bbup302, self.klc_fx_type)
 				if self.high >= klu.bbup30 and klu.bbup30 > 0:
 					self.klc_fx_type = Chan_KLC_FX.TOP4
 			if self.low <= klu.bblow302 and klu.bblow302 > 0 and (self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2):
diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py
index ec7aaac..46a71d1 100644
--- a/strategies/ChanLun_BTC_30.py
+++ b/strategies/ChanLun_BTC_30.py
@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
 # freqtrade plot-dataframe --strategy ChanLun_BTC_30 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
 
 # freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
-# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250510-20250520
+# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250712-
 # freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
 # freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_30.json -e 200 --timerange=20250201-20250401
 
@@ -62,6 +62,8 @@ class ChanLun_BTC_30(IStrategy):
 		"240": 0.025,
 		"360": 0
 	}
+	minimal_roi = {
+	}
 	can_short = True
 	lev = 1.0
 	stoploss = -0.2  # 设置为很大的负值，让custom_stoploss来控制
@@ -74,14 +76,14 @@ class ChanLun_BTC_30(IStrategy):
 
 	# 启用仓位调整功能以支持分批止盈
 	position_adjustment_enable = True
-	startup_candle_count = 780
+	startup_candle_count = 2880
 
 	time5 = 5
 	time15 = 15
 	time30 = 30
 	time60 = 60
 	time4h = 240
-	time30 = 3
+	time30 = 60
 	last_time = datetime.now()
 	chan = ChanLun()
 	chanpy = ChanPY()
@@ -117,9 +119,9 @@ class ChanLun_BTC_30(IStrategy):
 		#self.chan.plot_dual(dataframe_5, dataframe_30)
 		chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
 		dataframe_5['chanpy_state'] = chanpy_state
-		state_list = self.chan.get_klc_state_list(dataframe_3)
-		dataframe_3['state'] = state_list
-		dataframe_3['fx'] = state_list
+		state_list = self.chan.get_klc_state_list(dataframe_60)
+		dataframe_60['state'] = state_list
+		dataframe_60['fx'] = state_list
 		#bi_list_1 = self.chan.get_bi_list(dataframe)
 		#bi_list_5 = self.chan.get_bi_list(dataframe_5)
 		#bi_list_15 = self.chan.get_bi_list(dataframe_15)
@@ -145,9 +147,11 @@ class ChanLun_BTC_30(IStrategy):
 		klc_list = self.chan.get_klc_list(dataframe)
 		bi_list = self.chan.cal_bi_list(klc_list)
 		seg_list = self.chan.get_seg_list(bi_list)
+		zs_list = self.chan.get_zs_list(bi_list, seg_list)
 		seg = seg_list[-1]
 		bi = bi_list[-1]
-		print(seg.start_time, seg.dir, bi.start_time, bi.dir)
+		zs = zs_list[-1]
+		print(zs.start_time, zs.zg, zs.zd, zs.dir)
 	def print_bi(self, bi_list):
 		if bi_list and len(bi_list) > 2:
 			bi1 = bi_list[-1]
@@ -160,8 +164,8 @@ class ChanLun_BTC_30(IStrategy):
 		macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
 		bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
 		bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
-		bb30 = ta.BBANDS(df, timeperiod=90, nbdevup=3.0, nbdevdn=3.0, matype=0)
-		bb302 = ta.BBANDS(df, timeperiod=90, nbdevup=2.0, nbdevdn=2.0, matype=0)
+		bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0)
+		bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
 		
 		# 计算布林带中轨（移动平均线）
 		bb30_middle = ta.SMA(df, timeperiod=90)
@@ -226,7 +230,7 @@ class ChanLun_BTC_30(IStrategy):
 				new_exitprice = proposed_rate - 50
 		return new_exitprice	
 	
-	def adjust_trade_position(self, trade: Trade, current_time: datetime,
+	def adjust_trade_position1(self, trade: Trade, current_time: datetime,
 							  current_rate: float, current_profit: float,
 							  min_stake: Optional[float], max_stake: float,
 							  current_entry_rate: float, current_exit_rate: float,