修复趋势突破

2026-05-23 17:25:54 +08:00
parent ffba2e60e6
commit 24bfb07be1
8 changed files with 83 additions and 10 deletions
@@ -86,6 +86,7 @@ class KeyMonitorConfig(BaseModel):
    volume_ratio_min: float = Field(1.3, gt=0.0)
    breakout_amp_min_pct: float = Field(0.03, ge=0.0)
    breakout_amp_max_pct: float = Field(0.5, gt=0.0)
+    trend_breakout_amp_max_pct: float = Field(1.5, gt=0.0)
    daily_volume_rank_max: int = Field(30, ge=1)
    # 全市场 5m TRIGGER 是否仍转发执行器（默认关；关键位走 forward_executor）
    auto_scan_forward_executor: bool = False
@@ -114,6 +114,8 @@ def key_hard_checks_from_rows(
            "breakout_open": open_b,
            "direction": direction,
            "swing4h_pct": swing4h_pct,
+            "amp_min_pct": breakout_amp_min_pct,
+            "amp_max_pct": breakout_amp_max_pct,
        }
    )
    return out
@@ -122,6 +124,8 @@ def key_hard_checks_from_rows(
 def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list[str]:
    breach = float(checks.get("breach_pct") if checks.get("breach_pct") is not None else checks.get("amp_pct") or 0)
    body = float(checks.get("body_pct") or 0)
+    amp_min = float(checks.get("amp_min_pct") or 0.03)
+    amp_max = float(checks.get("amp_max_pct") or 0.5)
    br_hi = checks.get("breakout_high")
    br_lo = checks.get("breakout_low")
    return [
@@ -129,9 +133,9 @@ def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list
        f"突破价位：{'通过' if checks.get('breakout_ok') else '不通过'}（突破K收盘 {round(float(checks.get('breakout_close') or 0), 8)}，关键位 {checks.get('edge_price')}）",
        (
            f"突破越过关键位：{'通过' if checks.get('amp_ok') else '不通过'}"
-            f"（越过 {round(breach, 4)}%，K线实体 {round(body, 4)}%，要求越过 0.03%~0.5%）"
+            f"（越过 {round(breach, 4)}%，K线实体 {round(body, 4)}%，要求越过 {amp_min:g}%~{amp_max:g}%）"
        ),
        f"第二根确认：{'通过' if checks.get('confirm_ok') else '不通过'}（确认收盘 {checks.get('confirm_close')}，关键位 {checks.get('edge_price')}）",
        f"日成交量排名：{'通过' if checks.get('rank_ok') else '不通过'}（{checks.get('rank')}/{checks.get('rank_total')}，要求前30）",
-        f"突破K极值：高 {br_hi}｜低 {br_lo}（止损据此 ± 外扩%）",
+        f"突破K极值：高 {br_hi}｜低 {br_lo}（空→高点+外扩%｜多→低点−外扩%）",
    ]
@@ -10,6 +10,7 @@ from .config import Settings
 from .gate import GateClient
 from .key_gate import key_hard_checks_from_rows, key_hard_lines_from_checks
 from .key_sl_tp import (
+    breakout_amp_max_for_mode,
    calc_planned_rr,
    normalize_sl_tp_mode,
    plan_key_sl_tp,
@@ -54,6 +55,12 @@ class KeyMonitorService:
            sorted_insts = sorted(vol_map.keys(), key=lambda x: float(vol_map.get(x, 0.0)), reverse=True)
            rank_map = {i: idx + 1 for idx, i in enumerate(sorted_insts)}
            rank = rank_map.get(inst)
+            sl_tp_mode = normalize_sl_tp_mode(row.get("sl_tp_mode"))
+            amp_max = breakout_amp_max_for_mode(
+                sl_tp_mode,
+                standard_max_pct=cfg.breakout_amp_max_pct,
+                trend_max_pct=cfg.trend_breakout_amp_max_pct,
+            )
            checks = key_hard_checks_from_rows(
                closed,
                direction=direction,
@@ -62,7 +69,7 @@ class KeyMonitorService:
                volume_ma_bars=cfg.volume_ma_bars,
                volume_ratio_min=cfg.volume_ratio_min,
                breakout_amp_min_pct=cfg.breakout_amp_min_pct,
-                breakout_amp_max_pct=cfg.breakout_amp_max_pct,
+                breakout_amp_max_pct=amp_max,
                volume_rank=rank,
                volume_rank_total=len(sorted_insts),
                volume_rank_max=cfg.daily_volume_rank_max,
@@ -119,6 +126,12 @@ class KeyMonitorService:
        closed = raw_rows[:-1]

        rank = rank_map.get(inst)
+        sl_tp_mode = normalize_sl_tp_mode(row.get("sl_tp_mode"))
+        amp_max = breakout_amp_max_for_mode(
+            sl_tp_mode,
+            standard_max_pct=cfg.breakout_amp_max_pct,
+            trend_max_pct=cfg.trend_breakout_amp_max_pct,
+        )
        checks = key_hard_checks_from_rows(
            closed,
            direction=direction,
@@ -127,7 +140,7 @@ class KeyMonitorService:
            volume_ma_bars=cfg.volume_ma_bars,
            volume_ratio_min=cfg.volume_ratio_min,
            breakout_amp_min_pct=cfg.breakout_amp_min_pct,
-            breakout_amp_max_pct=cfg.breakout_amp_max_pct,
+            breakout_amp_max_pct=amp_max,
            volume_rank=rank,
            volume_rank_total=rank_total,
            volume_rank_max=cfg.daily_volume_rank_max,
@@ -135,7 +148,6 @@ class KeyMonitorService:
        if not checks.get("ok"):
            return

-        sl_tp_mode = normalize_sl_tp_mode(row.get("sl_tp_mode"))
        outside = float(row.get("stop_outside_pct") or stop_outside_pct_for_mode(sl_tp_mode))
        trend_out = cfg.trend_stop_outside_pct
        manual_tp = row.get("manual_take_profit")
@@ -36,6 +36,16 @@ def stop_outside_pct_for_mode(sl_tp_mode: str) -> float:
    return 1.0 if normalize_sl_tp_mode(sl_tp_mode) == "trend_manual" else 0.3


+def breakout_amp_max_for_mode(
+    sl_tp_mode: str,
+    *,
+    standard_max_pct: float,
+    trend_max_pct: float,
+) -> float:
+    """标准突破越过关键位上限默认 0.5%；趋势突破放宽（默认 1.5%）。"""
+    return float(trend_max_pct) if normalize_sl_tp_mode(sl_tp_mode) == "trend_manual" else float(standard_max_pct)
+
+
 def plan_key_sl_tp(
    mode: str,
    direction: str,
@@ -127,10 +137,16 @@ def sl_tp_plan_summary_text(
    trend_outside_pct: float,
 ) -> str:
    mode_n = normalize_sl_tp_mode(mode)
+    dir_n = (direction or "long").strip().lower()
    if mode_n == "trend_manual":
+        sl_side = (
+            f"空=突破K高点+{trend_outside_pct:g}%"
+            if dir_n == "short"
+            else f"多=突破K低点−{trend_outside_pct:g}%"
+        )
        return (
            f"方案：{sl_tp_mode_label(mode_n)}｜E={e}｜"
-            f"SL=突破K极值外{trend_outside_pct:g}%｜TP={tp_raw}（录入）"
+            f"SL={sl_side}｜TP={tp_raw}（录入）"
        )
    return (
        f"方案：{sl_tp_mode_label(mode_n)}｜E={e}｜"
@@ -530,10 +530,11 @@ def create_app(settings: Settings) -> FastAPI:
        km = settings.key_monitor
        return (
            f"周期 5m｜突破K/确认K：倒数第2/第1根闭合K｜量能：突破K量 > 前{km.volume_ma_bars}均量×{km.volume_ratio_min}｜"
-            f"突破越过关键位 {km.breakout_amp_min_pct:g}%~{km.breakout_amp_max_pct:g}%（非K线实体）｜"
+            f"越过关键位：标准 {km.breakout_amp_min_pct:g}%~{km.breakout_amp_max_pct:g}%｜"
+            f"趋势 {km.breakout_amp_min_pct:g}%~{km.trend_breakout_amp_max_pct:g}%｜"
            f"计划RR须 > {km.min_planned_rr:g}｜日成交额排名前{km.daily_volume_rank_max}｜"
-            f"箱体/收敛方案：标准突破（止损突破K外{km.standard_stop_outside_pct:g}%｜止盈1×H）或 "
-            f"趋势突破（止损突破K外{km.trend_stop_outside_pct:g}%｜止盈手填）｜"
+            f"箱体/收敛方案：标准突破（止损突破K低/高外{km.standard_stop_outside_pct:g}%｜止盈1×H）或 "
+            f"趋势突破（空=突破K高点+{km.trend_stop_outside_pct:g}%｜多=突破K低点−{km.trend_stop_outside_pct:g}%｜止盈手填）｜"
            f"触发后企微+{'转发执行器' if km.forward_executor else '不转发执行器'}"
        )