feat: add false breakout key monitor for BTC/ETH on three exchanges

Place limit orders outside key levels with fixed SL and 1.5 RR, 24h expiry, separate stats, and full-margin mode guard.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-09 10:13:53 +08:00
parent 2786acf884
commit 7cb55f6557
10 changed files with 903 additions and 88 deletions
+7 -2
View File
@@ -41,10 +41,12 @@ def calc_fib_plan(direction, upper, lower, ratio):
def stored_key_signal_type(monitor_type):
"""写入 order_monitors / trade_records 的 key_signal_type(箱体/收敛/斐波)。"""
"""写入 order_monitors / trade_records 的 key_signal_type(箱体/收敛/斐波/假突破)。"""
mt = (monitor_type or "").strip()
if mt in FIB_KEY_MONITOR_TYPES:
return mt
if mt == "假突破":
return mt
return None
@@ -53,6 +55,7 @@ KEY_ENTRY_REASON_BY_SIGNAL = {
"收敛突破": "关键位收敛突破",
"斐波回调0.618": "关键位斐波0.618",
"斐波回调0.786": "关键位斐波0.786",
"假突破": "关键位假突破",
"趋势回调": "趋势回调",
}
@@ -62,10 +65,12 @@ def entry_reason_from_key_signal(key_signal_type):
def key_signal_type_for_trade_record(key_signal_type, box_auto_types):
"""平仓写入 trade_records 时保留箱体/收敛/斐波来源。"""
"""平仓写入 trade_records 时保留箱体/收敛/斐波/假突破来源。"""
kst = (key_signal_type or "").strip()
if kst in FIB_KEY_MONITOR_TYPES:
return kst
if kst == "假突破":
return kst
if box_auto_types and kst in box_auto_types:
return kst
return None