增加关键位人工输入

README.md

@@ -43,11 +43,13 @@ flowchart LR
   ex2 --> gate3[Gate 私有 API 账户 B]
 ```
 
-1. 扫描端发现 **TRIGGER** 且通过推送门控 → **企业微信** 告警。  
+1. **GEMMA 漏斗** 供参考；在扫描端 **「关键位突破监控」** 录入上下沿（箱体/收敛 × 标准/趋势）。  
-2. 企微成功后 → 向面板中 **已启用** 的执行器 `POST /v1/signal`（方案 A 止盈/止损，同一 `signal_id`）。  
+2. 5m 门控通过 → **企业微信**（单一 SL/TP）→ 可选向已启用执行器 `POST /v1/signal`（同一 `signal_id` 可广播多账户）。  
-3. 各执行器自行决定是否接单（最低盈亏比等），**规则不在扫描端区分**。  
+3. 全市场 5m TRIGGER 默认 **不** 转发执行器（`key_monitor.auto_scan_forward_executor: false`）。  
 4. 转发请求 **不走** 扫描端 `proxy`，直连各执行器 `base_url`。  
 
+详见 [onchain_scout_gate/更新说明.md](onchain_scout_gate/更新说明.md)、[onchain_scout_gate/docs/关键位突破监控说明.md](onchain_scout_gate/docs/关键位突破监控说明.md)。
+
 设计归档：[onchain_scout_gate/docs/多执行器与信号转发归档.md](onchain_scout_gate/docs/多执行器与信号转发归档.md)
 
 ---

onchain_scout_gate/README.md

@@ -16,10 +16,17 @@ Python service for 7x24 monitoring of **Gate.io USDT-settled linear perpetual fu
 
 - **`monitor.btc_daily_gate_enabled`（默认关闭）**：可选的 **BTC 日线横盘过滤**——在判定为日线横盘 regime 下叠加 **K 线形态**等附加条件；实验性/非必选风控，**不作为对外产品主线说明**。实现见 `app/btc_regime.py`，可在 `config.yaml` 关闭。
 
+### 关键位突破监控（半自动 · 主线）
+
+- **GEMMA 漏斗**：仅参考；在面板 **「关键位突破监控」** 录入上/下沿与类型（箱体/收敛 × 标准/趋势）。
+- **5m 门控** 通过后：企业微信（单一 SL/TP）+ 可选转发 **gate_order_executor**（`key_monitor.forward_executor`）。
+- 默认 **不** 对全市场 5m TRIGGER 转发执行器（`key_monitor.auto_scan_forward_executor: false`）。
+- 说明：[`docs/关键位突破监控说明.md`](docs/关键位突破监控说明.md)；变更：[`更新说明.md`](更新说明.md)。
+
 ### 自动下单（gate_order_executor）
 
 - **下单执行器**：在 Web 面板 **「下单执行器 · 转发链」** 维护列表（`runtime/order_executors.json`），支持运行中增删；首次启动可从 `config.yaml` 的 `order_executor` 导入一条。
-- 仅在 **企业微信突破推送成功之后**，向列表中已启用的执行器 **广播** 同一 `POST /v1/signal`；价位与企微 **方案 A** 一致。详见 [`docs/多执行器与信号转发归档.md`](docs/多执行器与信号转发归档.md)。
+- **关键位** 触发且计划 RR 达标后，向已启用执行器 **广播** `POST /v1/signal`（单一止盈/止损，与录入方案一致）。详见 [`docs/多执行器与信号转发归档.md`](docs/多执行器与信号转发归档.md)。
 - 该 HTTP 请求 **不走** `proxy.url`，便于同机访问执行器。
 
 全市场模式下扫描量较大，建议把 `poll_interval_seconds` 调到 **300 秒或更长**，并遵守 Gate 公开频率限制。
@@ -54,6 +61,9 @@ onchain_scout_gate/
     gemma_client.py
     notifier.py
     order_executor_forward.py
+    key_monitor_service.py
+    key_gate.py
+    key_sl_tp.py
     storage.py
     models.py
     config.py

onchain_scout_gate/app/config.py

@@ -69,6 +69,28 @@ class WatchSymbol(BaseModel):
     symbol: str
 
 
+class KeyMonitorConfig(BaseModel):
+    """
+    人工关键位突破监控（漏斗下方录入）。
+    触发后按录入的标准/趋势方案计算单一 SL/TP，企微推送并可选转发执行器。
+    """
+
+    enabled: bool = True
+    poll_interval_seconds: int = Field(5, ge=2, le=120)
+    push_wecom: bool = True
+    forward_executor: bool = True
+    standard_stop_outside_pct: float = Field(0.3, ge=0.0, le=5.0)
+    trend_stop_outside_pct: float = Field(1.0, ge=0.0, le=10.0)
+    min_planned_rr: float = Field(1.5, gt=0.0)
+    volume_ma_bars: int = Field(20, ge=5)
+    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)
+    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
+
+
 class MonitorConfig(BaseModel):
     """
     监控侧过滤。
@@ -131,6 +153,7 @@ class Settings(BaseModel):
     proxy: ProxyConfig = Field(default_factory=ProxyConfig)
     order_executor: OrderExecutorConfig = Field(default_factory=OrderExecutorConfig)
     monitor: MonitorConfig = Field(default_factory=MonitorConfig)
+    key_monitor: KeyMonitorConfig = Field(default_factory=KeyMonitorConfig)
     gemma: GemmaConfig = Field(default_factory=GemmaConfig)
     daily_report: DailyReportConfig = Field(default_factory=DailyReportConfig)
     watch_symbols: list[WatchSymbol] = Field(default_factory=list)

onchain_scout_gate/app/key_gate.py

@@ -0,0 +1,99 @@
+"""关键位 5m 硬门控（逻辑自 crypto_monitor_gate _key_hard_checks，使用 Gate K 线）。"""
+
+from __future__ import annotations
+
+from statistics import mean
+
+from .candle_rows import rows_to_ohlcv
+
+
+def key_hard_checks_from_rows(
+    rows: list[list[str]],
+    *,
+    direction: str,
+    upper: float,
+    lower: float,
+    volume_ma_bars: int = 20,
+    volume_ratio_min: float = 1.3,
+    breakout_amp_min_pct: float = 0.03,
+    breakout_amp_max_pct: float = 0.5,
+    volume_rank: int | None = None,
+    volume_rank_total: int = 0,
+    volume_rank_max: int = 30,
+) -> dict:
+    """rows：Gate K 线行，最后一根应为最近一根已闭合 5m（调用方负责剔除未闭合）。"""
+    out: dict = {"ok": False}
+    _, ah, al, ac, av = rows_to_ohlcv(rows)
+    vol_lb = max(5, int(volume_ma_bars))
+    min_need = vol_lb + 3
+    if len(ac) < min_need:
+        out["reason"] = f"insufficient_candles have={len(ac)} need>={min_need}"
+        return out
+
+    breakout_close = float(ac[-2])
+    confirm_close = float(ac[-1])
+    breakout_high = float(ah[-2])
+    breakout_low = float(al[-2])
+    try:
+        open_b = float(rows[-2][1])
+    except (IndexError, TypeError, ValueError):
+        open_b = breakout_close
+
+    prev_vol = av[-vol_lb - 2 : -2]
+    avg20 = mean(prev_vol) if prev_vol else 0.0
+    vol_break = float(av[-2])
+    vol_ok = vol_break > avg20 * volume_ratio_min if avg20 > 0 else False
+
+    amp_pct = abs(breakout_close - open_b) / open_b * 100 if open_b > 0 else 0.0
+    amp_ok = (amp_pct > breakout_amp_min_pct) and (amp_pct < breakout_amp_max_pct)
+
+    direction = (direction or "long").strip().lower()
+    edge = float(upper) if direction == "long" else float(lower)
+    breakout_ok = (breakout_close > float(upper)) if direction == "long" else (breakout_close < float(lower))
+    confirm_ok_raw = (confirm_close > edge) if direction == "long" else (confirm_close < edge)
+    amp_ok = amp_ok and breakout_ok
+    confirm_ok = confirm_ok_raw and breakout_ok
+
+    rank_ok = (volume_rank is not None) and (int(volume_rank) <= volume_rank_max)
+
+    try:
+        seg = rows[-48:] if len(rows) >= 48 else rows
+        hh = max(float(x[2]) for x in seg)
+        ll = min(float(x[3]) for x in seg)
+        swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
+    except Exception:
+        swing4h_pct = 0.0
+
+    out.update(
+        {
+            "ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]),
+            "vol_ok": vol_ok,
+            "avg20": avg20,
+            "vol_break": vol_break,
+            "amp_ok": amp_ok,
+            "amp_pct": amp_pct,
+            "breakout_ok": breakout_ok,
+            "breakout_close": breakout_close,
+            "confirm_ok": confirm_ok,
+            "confirm_close": confirm_close,
+            "edge_price": edge,
+            "rank": volume_rank,
+            "rank_total": volume_rank_total,
+            "rank_ok": rank_ok,
+            "breakout_high": breakout_high,
+            "breakout_low": breakout_low,
+            "swing4h_pct": swing4h_pct,
+            "direction": direction,
+        }
+    )
+    return out
+
+
+def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list[str]:
+    return [
+        f"量能：{'通过' if checks.get('vol_ok') else '不通过'}（突破K量 {round(float(checks.get('vol_break') or 0), 4)} / 前20均量 {round(float(checks.get('avg20') or 0), 4)}，阈值{volume_ratio_min:g}x）",
+        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K幅度：{'通过' if checks.get('amp_ok') else '不通过'}（{round(float(checks.get('amp_pct') or 0), 4)}%，要求0.03%~0.5%）",
+        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）",
+    ]

onchain_scout_gate/app/key_monitor_service.py

@@ -0,0 +1,383 @@
+"""人工关键位：5m 门控轮询、企微、转发执行器。"""
+
+from __future__ import annotations
+
+import logging
+import uuid
+from dataclasses import dataclass, field
+
+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 (
+    calc_planned_rr,
+    normalize_sl_tp_mode,
+    plan_key_sl_tp,
+    sl_tp_mode_label,
+    sl_tp_plan_summary_text,
+    stop_outside_pct_for_mode,
+)
+from .notifier import WeComNotifier
+from .order_executor_forward import build_key_executor_payload, forward_signal_to_executors
+from .order_executors_store import read_forward_config, record_last_forward
+from .storage import Storage
+
+LOGGER = logging.getLogger(__name__)
+KLINE_BAR = "5m"
+
+
+@dataclass
+class KeyMonitorService:
+    settings: Settings
+    storage: Storage
+    gate: GateClient
+    notifier: WeComNotifier
+
+    _vol_rank_cache: dict = field(default_factory=dict)
+
+    async def preview_row(self, row: dict) -> dict:
+        """只读门控预览，不触发结案。"""
+        sym = str(row["symbol"])
+        inst = str(row["inst_id"])
+        direction = str(row["direction"])
+        upper = float(row["upper"])
+        lower = float(row["lower"])
+        cfg = self.settings.key_monitor
+        out: dict = {"symbol": sym, "gate_ok": False, "checks": {}}
+        if upper <= lower:
+            out["error"] = "upper_must_gt_lower"
+            return out
+        try:
+            raw_rows = await self.gate.get_candles(inst, KLINE_BAR, limit=80)
+            closed = raw_rows[:-1] if len(raw_rows) >= 3 else raw_rows
+            vol_map = await self.gate.get_usdt_swap_est_quote_volume_map()
+            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)
+            checks = key_hard_checks_from_rows(
+                closed,
+                direction=direction,
+                upper=upper,
+                lower=lower,
+                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,
+                volume_rank=rank,
+                volume_rank_total=len(sorted_insts),
+                volume_rank_max=cfg.daily_volume_rank_max,
+            )
+            out["checks"] = checks
+            out["gate_ok"] = bool(checks.get("ok"))
+            if closed:
+                out["last_close"] = float(closed[-1][4])
+        except Exception as exc:  # noqa: BLE001
+            out["error"] = str(exc)
+        return out
+
+    async def run_poll(self) -> None:
+        cfg = self.settings.key_monitor
+        if not cfg.enabled:
+            return
+        rows = await self.storage.list_key_monitors()
+        if not rows:
+            return
+        vol_map = await self.gate.get_usdt_swap_est_quote_volume_map()
+        sorted_insts = sorted(vol_map.keys(), key=lambda x: float(vol_map.get(x, 0.0)), reverse=True)
+        rank_map = {inst: idx + 1 for idx, inst in enumerate(sorted_insts)}
+        rank_total = len(sorted_insts)
+
+        for row in rows:
+            try:
+                await self._poll_one(row, vol_map=vol_map, rank_map=rank_map, rank_total=rank_total)
+            except Exception as exc:  # noqa: BLE001
+                sym = row.get("symbol", "?")
+                msg = f"key_monitor_poll_failed sym={sym} id={row.get('id')}: {exc}"
+                LOGGER.exception(msg)
+                await self.storage.add_log("ERROR", msg)
+
+    async def _poll_one(
+        self,
+        row: dict,
+        *,
+        vol_map: dict[str, float],
+        rank_map: dict[str, int],
+        rank_total: int,
+    ) -> None:
+        cfg = self.settings.key_monitor
+        sym = str(row["symbol"])
+        inst = str(row["inst_id"])
+        direction = str(row["direction"])
+        upper = float(row["upper"])
+        lower = float(row["lower"])
+        if upper <= lower:
+            return
+
+        raw_rows = await self.gate.get_candles(inst, KLINE_BAR, limit=80)
+        if len(raw_rows) < 3:
+            return
+        closed = raw_rows[:-1]
+
+        rank = rank_map.get(inst)
+        checks = key_hard_checks_from_rows(
+            closed,
+            direction=direction,
+            upper=upper,
+            lower=lower,
+            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,
+            volume_rank=rank,
+            volume_rank_total=rank_total,
+            volume_rank_max=cfg.daily_volume_rank_max,
+        )
+        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")
+
+        plan = plan_key_sl_tp(
+            sl_tp_mode,
+            direction,
+            upper,
+            lower,
+            checks,
+            outside_pct=outside,
+            trend_outside_pct=trend_out,
+            manual_take_profit=float(manual_tp) if manual_tp is not None else None,
+        )
+        if not plan:
+            await self._finalize(
+                row,
+                close_reason="plan_invalid",
+                last_alert_message=f"{sym} 关键位计划 SL/TP 无效",
+                checks=checks,
+                confirm_close=float(checks.get("confirm_close") or 0),
+                planned_sl=None,
+                planned_tp=None,
+                planned_rr=None,
+                executor_signal_id=None,
+                executor_status=None,
+            )
+            return
+
+        e, sl_raw, tp_raw, box_h = plan
+        planned_rr = calc_planned_rr(direction, e, sl_raw, tp_raw)
+        if planned_rr is None or planned_rr <= cfg.min_planned_rr:
+            hard_lines = key_hard_lines_from_checks(checks, volume_ratio_min=cfg.volume_ratio_min)
+            msg = (
+                f"⚠️ {sym} 关键位：计划 RR 未达标\n"
+                f"- 类型：{row['monitor_type']}｜{sl_tp_mode_label(sl_tp_mode)}\n"
+                f"- 方向：{'做多' if direction == 'long' else '做空'}\n"
+                f"- 确认收盘 E：{e}\n"
+                f"- 计划 RR：{planned_rr if planned_rr is not None else '无效'}（要求 >{cfg.min_planned_rr:g}）\n"
+                + "\n".join(f"- {x}" for x in hard_lines)
+            )
+            if cfg.push_wecom:
+                try:
+                    await self.notifier.send_text(msg)
+                except Exception as exc:  # noqa: BLE001
+                    await self.storage.add_log("ERROR", f"key_monitor_wecom_failed: {exc}")
+            await self._finalize(
+                row,
+                close_reason="rr_insufficient",
+                last_alert_message=msg,
+                checks=checks,
+                confirm_close=e,
+                planned_sl=sl_raw,
+                planned_tp=tp_raw,
+                planned_rr=planned_rr,
+                executor_signal_id=None,
+                executor_status=None,
+            )
+            return
+
+        hard_lines = key_hard_lines_from_checks(checks, volume_ratio_min=cfg.volume_ratio_min)
+        plan_line = sl_tp_plan_summary_text(
+            sl_tp_mode, direction, e, sl_raw, tp_raw, box_h,
+            outside_pct=outside, trend_outside_pct=trend_out,
+        )
+        signal_id = f"key-{inst}-{uuid.uuid4().hex[:12]}"
+        wecom_msg = self._build_wecom_message(
+            row=row,
+            checks=checks,
+            hard_lines=hard_lines,
+            plan_line=plan_line,
+            e=e,
+            sl_raw=sl_raw,
+            tp_raw=tp_raw,
+            box_h=box_h,
+            planned_rr=planned_rr,
+        )
+
+        if cfg.push_wecom:
+            try:
+                await self.notifier.send_text(wecom_msg)
+            except Exception as exc:  # noqa: BLE001
+                await self.storage.add_log("ERROR", f"key_monitor_wecom_failed sym={sym}: {exc}")
+
+        executor_status: str | None = None
+        close_reason = "triggered"
+        if cfg.forward_executor:
+            payload = build_key_executor_payload(
+                inst_id=inst,
+                direction=direction,
+                take_profit=tp_raw,
+                stop_loss=sl_raw,
+                reference_price=e,
+                signal_id=signal_id,
+            )
+            fwd = read_forward_config(self.settings)
+            secret = str(fwd.get("webhook_secret") or "").strip()
+            executors = list(fwd.get("executors") or [])
+            if not payload:
+                executor_status = "payload_invalid"
+                close_reason = "executor_failed"
+            elif not fwd.get("enabled") or not secret:
+                executor_status = "executor_disabled"
+                close_reason = "executor_skipped"
+            elif not executors:
+                executor_status = "no_active_executor"
+                close_reason = "executor_failed"
+            else:
+                try:
+                    results = await forward_signal_to_executors(
+                        self.settings,
+                        executors=executors,
+                        webhook_secret=secret,
+                        timeout_seconds=float(fwd.get("timeout_seconds") or 15.0),
+                        payload=payload,
+                    )
+                    any_ok = False
+                    for r in results:
+                        eid = str(r.get("executor_id") or "")
+                        body = r.get("body") if isinstance(r.get("body"), dict) else {}
+                        st = body.get("status") if isinstance(body, dict) else None
+                        try:
+                            record_last_forward(
+                                self.settings,
+                                eid,
+                                http_status=int(r.get("http_status") or 0),
+                                ok=bool(r.get("ok")),
+                                exec_status=str(st) if st is not None else None,
+                            )
+                        except Exception:  # noqa: BLE001
+                            pass
+                        if r.get("ok"):
+                            any_ok = True
+                            executor_status = str(st or "ok")
+                            await self.storage.add_log(
+                                "INFO",
+                                f"key_executor_ok sym={sym} name={r.get('name')} signal_id={signal_id} status={st}",
+                            )
+                    if any_ok:
+                        close_reason = "executor_forwarded"
+                    else:
+                        executor_status = "forward_failed"
+                        close_reason = "executor_failed"
+                        await self.storage.add_log("WARN", f"key_executor_all_failed sym={sym}")
+                except Exception as exc:  # noqa: BLE001
+                    executor_status = f"error:{exc}"
+                    close_reason = "executor_failed"
+                    await self.storage.add_log("ERROR", f"key_executor_forward_exception sym={sym}: {exc}")
+
+        await self.storage.add_alert(
+            symbol=sym,
+            venue=f"KEY-{row['monitor_type']}",
+            trigger_types=[row["monitor_type"], sl_tp_mode_label(sl_tp_mode)],
+            score=float(planned_rr or 0),
+            details={
+                "key_monitor_id": row["id"],
+                "checks": checks,
+                "plan": {"E": e, "SL": sl_raw, "TP": tp_raw, "H": box_h, "RR": planned_rr},
+                "executor_signal_id": signal_id,
+                "executor_status": executor_status,
+            },
+        )
+        await self._finalize(
+            row,
+            close_reason=close_reason,
+            last_alert_message=wecom_msg,
+            checks=checks,
+            confirm_close=e,
+            planned_sl=sl_raw,
+            planned_tp=tp_raw,
+            planned_rr=planned_rr,
+            executor_signal_id=signal_id,
+            executor_status=executor_status,
+        )
+
+    async def _finalize(
+        self,
+        row: dict,
+        *,
+        close_reason: str,
+        last_alert_message: str | None,
+        checks: dict,
+        confirm_close: float | None,
+        planned_sl: float | None,
+        planned_tp: float | None,
+        planned_rr: float | None,
+        executor_signal_id: str | None,
+        executor_status: str | None,
+    ) -> None:
+        await self.storage.finalize_key_monitor(
+            row,
+            close_reason=close_reason,
+            last_alert_message=last_alert_message,
+            confirm_close=confirm_close,
+            planned_sl=planned_sl,
+            planned_tp=planned_tp,
+            planned_rr=planned_rr,
+            executor_signal_id=executor_signal_id,
+            executor_status=executor_status,
+            checks=checks,
+        )
+        await self.storage.add_log(
+            "INFO",
+            f"key_monitor_closed id={row.get('id')} sym={row.get('symbol')} reason={close_reason}",
+        )
+
+    def _build_wecom_message(
+        self,
+        *,
+        row: dict,
+        checks: dict,
+        hard_lines: list[str],
+        plan_line: str,
+        e: float,
+        sl_raw: float,
+        tp_raw: float,
+        box_h: float,
+        planned_rr: float | None,
+    ) -> str:
+        sym = row["symbol"]
+        direction = row["direction"]
+        dir_cn = "做多" if direction == "long" else "做空"
+        rr_txt = f"{planned_rr:.4f}" if planned_rr is not None else "-"
+
+        def _px(x: float) -> str:
+            s = f"{x:.8f}".rstrip("0").rstrip(".")
+            return s or "0"
+
+        return (
+            "🎯 Gate 关键位突破确认\n"
+            "━━━━━━━━━━━━━━\n"
+            f"🔹 交易对：{sym}-USDT 永续\n"
+            f"📋 结构类型：{row['monitor_type']}｜{sl_tp_mode_label(row.get('sl_tp_mode'))}\n"
+            f"🧭 方向：{dir_cn}\n"
+            f"📐 上沿：{_px(float(row['upper']))}｜下沿：{_px(float(row['lower']))}｜箱体高 H：{_px(box_h)}\n"
+            "✅ 硬条件：\n"
+            + "\n".join(f"  · {x}" for x in hard_lines)
+            + "\n"
+            f"📌 执行计划：{plan_line}\n"
+            f"  · 确认收盘 E：{_px(e)}\n"
+            f"  · 止损 SL：{_px(sl_raw)}\n"
+            f"  · 止盈 TP：{_px(tp_raw)}\n"
+            f"  · 计划 RR：{rr_txt} : 1\n"
+            "💡 已按录入方案转发执行器（单一价位，无 A/B 区间）。"
+        )

onchain_scout_gate/app/key_sl_tp.py

@@ -0,0 +1,138 @@
+"""关键位箱体/收敛：止盈止损方案（自 crypto_monitor key_sl_tp_lib 内化，仅 standard + trend_manual）。"""
+
+from __future__ import annotations
+
+KEY_SL_TP_MODES = frozenset({"standard", "trend_manual"})
+
+KEY_SL_TP_MODE_LABELS = {
+    "standard": "标准突破",
+    "trend_manual": "趋势突破",
+}
+
+KEY_MONITOR_TYPES = frozenset({"箱体突破", "收敛突破"})
+
+
+def normalize_sl_tp_mode(raw: object) -> str:
+    m = (raw or "standard").strip().lower()
+    if m in ("trend_manual", "trend", "manual"):
+        return "trend_manual"
+    if m in KEY_SL_TP_MODES:
+        return m
+    return "standard"
+
+
+def sl_tp_mode_label(mode: object) -> str:
+    return KEY_SL_TP_MODE_LABELS.get(normalize_sl_tp_mode(mode), normalize_sl_tp_mode(mode))
+
+
+def normalize_monitor_type(raw: object) -> str:
+    t = (raw or "").strip()
+    if t in KEY_MONITOR_TYPES:
+        return t
+    return "箱体突破"
+
+
+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 plan_key_sl_tp(
+    mode: str,
+    direction: str,
+    upper: float,
+    lower: float,
+    checks: dict,
+    *,
+    outside_pct: float,
+    trend_outside_pct: float,
+    manual_take_profit: float | None = None,
+) -> tuple[float, float, float, float] | None:
+    """
+    以确认 K 收盘 E 计算计划 SL/TP。
+    返回 (E, sl_raw, tp_raw, box_h) 或 None。
+    """
+    try:
+        e = float(checks["confirm_close"])
+        h = abs(float(upper) - float(lower))
+    except (TypeError, ValueError, KeyError):
+        return None
+    if h <= 0:
+        return None
+    direction = (direction or "long").strip().lower()
+    mode_n = normalize_sl_tp_mode(mode)
+
+    if mode_n == "trend_manual":
+        try:
+            br_hi = float(checks["breakout_high"])
+            br_lo = float(checks["breakout_low"])
+            tp_raw = float(manual_take_profit)  # type: ignore[arg-type]
+        except (TypeError, ValueError, KeyError):
+            return None
+        m = float(trend_outside_pct) / 100.0
+        if direction == "long":
+            sl_raw = br_lo * (1.0 - m) if br_lo > 0 else 0.0
+            if tp_raw <= e or sl_raw <= 0:
+                return None
+        else:
+            sl_raw = br_hi * (1.0 + m) if br_hi > 0 else 0.0
+            if tp_raw >= e or sl_raw <= 0:
+                return None
+        return e, sl_raw, tp_raw, h
+
+    try:
+        br_hi = float(checks["breakout_high"])
+        br_lo = float(checks["breakout_low"])
+    except (TypeError, ValueError, KeyError):
+        return None
+    om = float(outside_pct) / 100.0
+    if direction == "long":
+        sl_raw = br_lo * (1.0 - om) if br_lo > 0 else 0.0
+        tp_raw = e + h
+    else:
+        sl_raw = br_hi * (1.0 + om) if br_hi > 0 else 0.0
+        tp_raw = e - h
+    if sl_raw <= 0 or tp_raw <= 0:
+        return None
+    return e, sl_raw, tp_raw, h
+
+
+def calc_planned_rr(direction: str, entry: float, sl: float, tp: float) -> float | None:
+    try:
+        e, sl_v, tp_v = float(entry), float(sl), float(tp)
+    except (TypeError, ValueError):
+        return None
+    if e <= 0 or sl_v <= 0 or tp_v <= 0:
+        return None
+    direction = (direction or "long").strip().lower()
+    if direction == "long":
+        risk = e - sl_v
+        reward = tp_v - e
+    else:
+        risk = sl_v - e
+        reward = e - tp_v
+    if risk <= 0 or reward <= 0:
+        return None
+    return reward / risk
+
+
+def sl_tp_plan_summary_text(
+    mode: str,
+    direction: str,
+    e: float,
+    sl_raw: float,
+    tp_raw: float,
+    box_h: float,
+    *,
+    outside_pct: float,
+    trend_outside_pct: float,
+) -> str:
+    mode_n = normalize_sl_tp_mode(mode)
+    if mode_n == "trend_manual":
+        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）"
+        )
+    return (
+        f"方案：{sl_tp_mode_label(mode_n)}｜E={e}｜"
+        f"SL=突破K外{outside_pct:g}%｜TP=E±1×H({box_h})"
+    )

onchain_scout_gate/app/models.py

@@ -39,3 +39,51 @@ class KvStore(Base):
     key: Mapped[str] = mapped_column(String(64), primary_key=True)
     value: Mapped[str] = mapped_column(Text)
     updated_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow)
+
+
+class KeyMonitor(Base):
+    """人工录入的关键位突破监控（活跃）。"""
+
+    __tablename__ = "key_monitors"
+
+    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
+    symbol: Mapped[str] = mapped_column(String(32), index=True)
+    inst_id: Mapped[str] = mapped_column(String(48), index=True)
+    monitor_type: Mapped[str] = mapped_column(String(32))
+    direction: Mapped[str] = mapped_column(String(8))
+    upper: Mapped[float] = mapped_column(Float)
+    lower: Mapped[float] = mapped_column(Float)
+    sl_tp_mode: Mapped[str] = mapped_column(String(24), default="standard")
+    manual_take_profit: Mapped[float | None] = mapped_column(Float, nullable=True)
+    stop_outside_pct: Mapped[float] = mapped_column(Float, default=0.3)
+    breakeven_enabled: Mapped[int] = mapped_column(Integer, default=0)
+    note: Mapped[str | None] = mapped_column(Text, nullable=True)
+    created_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow, index=True)
+
+
+class KeyMonitorHistory(Base):
+    """已结案的关键位（可导出复盘）。"""
+
+    __tablename__ = "key_monitor_history"
+
+    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
+    key_monitor_id: Mapped[int | None] = mapped_column(Integer, nullable=True)
+    symbol: Mapped[str] = mapped_column(String(32), index=True)
+    inst_id: Mapped[str] = mapped_column(String(48))
+    monitor_type: Mapped[str] = mapped_column(String(32))
+    direction: Mapped[str] = mapped_column(String(8))
+    upper: Mapped[float] = mapped_column(Float)
+    lower: Mapped[float] = mapped_column(Float)
+    sl_tp_mode: Mapped[str] = mapped_column(String(24))
+    manual_take_profit: Mapped[float | None] = mapped_column(Float, nullable=True)
+    stop_outside_pct: Mapped[float] = mapped_column(Float)
+    confirm_close: Mapped[float | None] = mapped_column(Float, nullable=True)
+    planned_sl: Mapped[float | None] = mapped_column(Float, nullable=True)
+    planned_tp: Mapped[float | None] = mapped_column(Float, nullable=True)
+    planned_rr: Mapped[float | None] = mapped_column(Float, nullable=True)
+    executor_signal_id: Mapped[str | None] = mapped_column(String(64), nullable=True)
+    executor_status: Mapped[str | None] = mapped_column(String(64), nullable=True)
+    checks_json: Mapped[str | None] = mapped_column(Text, nullable=True)
+    last_alert_message: Mapped[str | None] = mapped_column(Text, nullable=True)
+    close_reason: Mapped[str] = mapped_column(String(48), index=True)
+    closed_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow, index=True)

onchain_scout_gate/app/monitor.py

@@ -93,6 +93,8 @@ class MonitorService:
         return frozenset(out)
 
     async def _maybe_forward_order_executor(self, sym: str, inst: str, push_metrics: dict) -> None:
+        if not self.settings.key_monitor.auto_scan_forward_executor:
+            return
         fwd = read_forward_config(self.settings)
         if not fwd.get("enabled"):
             return

onchain_scout_gate/app/notifier.py

@@ -63,18 +63,16 @@ class WeComNotifier:
         stop_pct = max(0.0, min(stop_pct, 10.0))
         long_m = 1.0 - stop_pct / 100.0
         short_m = 1.0 + stop_pct / 100.0
-        stop_a = _px(breakout_low * long_m if signal_side == "LONG" else breakout_high * short_m)
-        stop_b = _px(range_low * long_m if signal_side == "LONG" else range_high * short_m)
         if abs(stop_pct - round(stop_pct)) < 1e-9:
             stop_pct_label = str(int(round(stop_pct)))
         else:
             stop_pct_label = f"{stop_pct:.4f}".rstrip("0").rstrip(".") or "0"
         box_size = (range_high - range_low)
-        tp_a = _px(confirm_close + box_size if signal_side == "LONG" else confirm_close - box_size)
+        stop_sl = _px(breakout_low * long_m if signal_side == "LONG" else breakout_high * short_m)
-        tp_b = _px(confirm_close + box_size * 1.5 if signal_side == "LONG" else confirm_close - box_size * 1.5)
+        tp_sl = _px(confirm_close + box_size if signal_side == "LONG" else confirm_close - box_size)
         t_cn = format_beijing_wall(utc_now())
         content = (
-            "🚨 Gate 突破预警信号\n"
+            "🚨 Gate 扫描突破参考（自动箱体）\n"
             "━━━━━━━━━━━━━━\n"
             f"🔹 交易对：{pair_line}\n"
             f"⏱️ K线周期：{bar_cn}\n"
@@ -90,9 +88,10 @@ class WeComNotifier:
             "📌 关键价位：\n"
             f"  {'箱体下沿' if signal_side == 'LONG' else '箱体上沿'}：{key_ref}\n"
             f"  确认K收盘价：{_px(confirm_close)}\n"
-            "💡 操作提示：\n"
+            "💡 参考计划（非关键位录入）：\n"
-            f"  1. 入场区间A：止盈 {signal_cn} 箱体1.0倍距离（{tp_a}），止损 突破K高低点±{stop_pct_label}%（{stop_a}）\n"
+            f"  · 止盈：{signal_cn} 箱体1.0倍（{tp_sl}）\n"
-            f"  2. 入场区间B：止盈 {signal_cn} 箱体1.5倍距离（{tp_b}），止损 箱体边沿±{stop_pct_label}%（{stop_b}）\n"
+            f"  · 止损：突破K极值外 {stop_pct_label}%（{stop_sl}）\n"
+            "  · 正式下单请以「关键位突破监控」录入上下沿后的方案为准。\n"
             f"⏰ 触发时间：{t_cn}（北京时间 UTC+8）"
         )
         payload = {
@@ -106,6 +105,18 @@ class WeComNotifier:
             resp = await client.post(self.conf.webhook, json=payload)
             resp.raise_for_status()
 
+    async def send_text(self, content: str) -> None:
+        payload = {
+            "msgtype": "text",
+            "text": {
+                "content": content,
+                "mentioned_mobile_list": self.conf.mentioned_mobile_list,
+            },
+        }
+        async with httpx.AsyncClient(**self._client_kwargs()) as client:
+            resp = await client.post(self.conf.webhook, json=payload)
+            resp.raise_for_status()
+
     async def send_funnel_priority(
         self,
         symbol: str,

onchain_scout_gate/app/order_executor_forward.py

@@ -12,11 +12,57 @@ from .config import Settings
 logger = logging.getLogger(__name__)
 
 
+def build_key_executor_payload(
+    *,
+    inst_id: str,
+    direction: str,
+    take_profit: float,
+    stop_loss: float,
+    reference_price: float,
+    signal_id: str | None = None,
+) -> dict[str, Any] | None:
+    """人工关键位：单一 SL/TP 转发执行器。"""
+    direction = (direction or "").strip().lower()
+    if direction not in ("long", "short"):
+        return None
+    if take_profit <= 0 or stop_loss <= 0 or reference_price <= 0:
+        return None
+    ct = inst_id.strip().upper()
+    sid = signal_id or f"key-{ct}-{uuid.uuid4().hex[:12]}"
+    return {
+        "signal_id": sid,
+        "contract": ct,
+        "side": direction,
+        "take_profit": float(take_profit),
+        "stop_loss": float(stop_loss),
+        "reference_price": float(reference_price),
+    }
+
+
 def build_order_executor_payload(*, inst_id: str, metrics: dict) -> dict[str, Any] | None:
     """
-    与企微突破文案「方案 A」一致：止盈 = 确认收盘 ± 1 倍箱宽；止损 = 突破 K 高低点外侧 stop_buffer_pct（默认 0.2%，与面板一致）。
+    若 metrics 含 planned_take_profit / planned_stop_loss（关键位触发），优先使用；
-    返回 gate_order_executor POST /v1/signal 的 JSON；无法构造则 None。
+    否则为自动扫描参考：确认收盘 ± 1×箱宽止盈，突破 K 极值外 stop_buffer_pct 止损。
     """
+    if metrics.get("planned_take_profit") is not None and metrics.get("planned_stop_loss") is not None:
+        direction = str(metrics.get("direction") or metrics.get("signal_side") or "").lower()
+        if direction in ("long", "short"):
+            pass
+        elif str(metrics.get("signal_side") or "") == "LONG":
+            direction = "long"
+        elif str(metrics.get("signal_side") or "") == "SHORT":
+            direction = "short"
+        else:
+            return None
+        return build_key_executor_payload(
+            inst_id=inst_id,
+            direction=direction,
+            take_profit=float(metrics["planned_take_profit"]),
+            stop_loss=float(metrics["planned_stop_loss"]),
+            reference_price=float(metrics.get("reference_price") or metrics.get("confirm_close") or 0),
+            signal_id=str(metrics.get("signal_id") or "") or None,
+        )
+
     signal_side = str(metrics.get("signal_side") or "NONE")
     if signal_side not in ("LONG", "SHORT"):
         return None
@@ -35,22 +81,18 @@ def build_order_executor_payload(*, inst_id: str, metrics: dict) -> dict[str, An
     if signal_side == "LONG":
         stop_loss = breakout_low * long_m
         take_profit = confirm_close + box_size
+        direction = "long"
     else:
         stop_loss = breakout_high * short_m
         take_profit = confirm_close - box_size
-    if take_profit <= 0 or stop_loss <= 0:
+        direction = "short"
-        return None
+    return build_key_executor_payload(
-    side = "long" if signal_side == "LONG" else "short"
+        inst_id=inst_id,
-    ct = inst_id.strip().upper()
+        direction=direction,
-    signal_id = f"scout-{ct}-{uuid.uuid4().hex[:12]}"
+        take_profit=take_profit,
-    return {
+        stop_loss=stop_loss,
-        "signal_id": signal_id,
+        reference_price=confirm_close,
-        "contract": ct,
+    )
-        "side": side,
-        "take_profit": float(take_profit),
-        "stop_loss": float(stop_loss),
-        "reference_price": float(confirm_close),
-    }
 
 
 async def _post_one_executor(

onchain_scout_gate/app/storage.py

@@ -7,7 +7,7 @@ from sqlalchemy import desc, select
 from sqlalchemy.dialects.sqlite import insert as sqlite_insert
 from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine
 
-from .models import AlertRecord, Base, KvStore, RuntimeLog
+from .models import AlertRecord, Base, KeyMonitor, KeyMonitorHistory, KvStore, RuntimeLog
 
 DEFAULT_CHART_BAR = "1D"
 
@@ -152,5 +152,189 @@ class Storage:
             for row in rows
         ]
 
+    async def add_key_monitor(
+        self,
+        *,
+        symbol: str,
+        inst_id: str,
+        monitor_type: str,
+        direction: str,
+        upper: float,
+        lower: float,
+        sl_tp_mode: str,
+        manual_take_profit: float | None,
+        stop_outside_pct: float,
+        breakeven_enabled: int,
+        note: str | None = None,
+    ) -> int:
+        async with self.session_factory() as session:
+            row = KeyMonitor(
+                symbol=symbol.strip().upper(),
+                inst_id=inst_id.strip().upper(),
+                monitor_type=monitor_type,
+                direction=direction.strip().lower(),
+                upper=upper,
+                lower=lower,
+                sl_tp_mode=sl_tp_mode,
+                manual_take_profit=manual_take_profit,
+                stop_outside_pct=stop_outside_pct,
+                breakeven_enabled=breakeven_enabled,
+                note=note,
+            )
+            session.add(row)
+            await session.commit()
+            await session.refresh(row)
+            return int(row.id)
+
+    async def list_key_monitors(self) -> list[dict]:
+        async with self.session_factory() as session:
+            stmt = select(KeyMonitor).order_by(desc(KeyMonitor.created_at))
+            rows = (await session.execute(stmt)).scalars().all()
+        return [_key_monitor_to_dict(r) for r in rows]
+
+    async def get_key_monitor(self, kid: int) -> dict | None:
+        async with self.session_factory() as session:
+            row = await session.get(KeyMonitor, kid)
+        return _key_monitor_to_dict(row) if row else None
+
+    async def delete_key_monitor(self, kid: int) -> bool:
+        async with self.session_factory() as session:
+            row = await session.get(KeyMonitor, kid)
+            if not row:
+                return False
+            await session.delete(row)
+            await session.commit()
+            return True
+
+    async def finalize_key_monitor(
+        self,
+        row: dict,
+        *,
+        close_reason: str,
+        last_alert_message: str | None,
+        confirm_close: float | None,
+        planned_sl: float | None,
+        planned_tp: float | None,
+        planned_rr: float | None,
+        executor_signal_id: str | None,
+        executor_status: str | None,
+        checks: dict | None,
+    ) -> int:
+        async with self.session_factory() as session:
+            hist = KeyMonitorHistory(
+                key_monitor_id=int(row["id"]),
+                symbol=row["symbol"],
+                inst_id=row["inst_id"],
+                monitor_type=row["monitor_type"],
+                direction=row["direction"],
+                upper=float(row["upper"]),
+                lower=float(row["lower"]),
+                sl_tp_mode=row["sl_tp_mode"],
+                manual_take_profit=row.get("manual_take_profit"),
+                stop_outside_pct=float(row["stop_outside_pct"]),
+                confirm_close=confirm_close,
+                planned_sl=planned_sl,
+                planned_tp=planned_tp,
+                planned_rr=planned_rr,
+                executor_signal_id=executor_signal_id,
+                executor_status=executor_status,
+                checks_json=json.dumps(checks or {}, ensure_ascii=False),
+                last_alert_message=last_alert_message,
+                close_reason=close_reason,
+            )
+            session.add(hist)
+            active = await session.get(KeyMonitor, int(row["id"]))
+            if active:
+                await session.delete(active)
+            await session.commit()
+            await session.refresh(hist)
+            return int(hist.id)
+
+    async def list_key_monitor_history(
+        self,
+        *,
+        limit: int = 500,
+        since: datetime | None = None,
+    ) -> list[dict]:
+        async with self.session_factory() as session:
+            stmt = select(KeyMonitorHistory).order_by(desc(KeyMonitorHistory.closed_at)).limit(limit)
+            if since is not None:
+                stmt = stmt.where(KeyMonitorHistory.closed_at >= since)
+            rows = (await session.execute(stmt)).scalars().all()
+        return [_key_history_to_dict(r) for r in rows]
+
+    async def delete_key_monitor_history(self, hid: int) -> bool:
+        async with self.session_factory() as session:
+            row = await session.get(KeyMonitorHistory, hid)
+            if not row:
+                return False
+            await session.delete(row)
+            await session.commit()
+            return True
+
+    async def export_key_monitor_history_rows(
+        self,
+        *,
+        start_utc: datetime,
+        end_utc: datetime,
+    ) -> list[dict]:
+        async with self.session_factory() as session:
+            stmt = (
+                select(KeyMonitorHistory)
+                .where(
+                    KeyMonitorHistory.closed_at >= start_utc,
+                    KeyMonitorHistory.closed_at <= end_utc,
+                )
+                .order_by(KeyMonitorHistory.id.asc())
+            )
+            rows = (await session.execute(stmt)).scalars().all()
+        return [_key_history_to_dict(r) for r in rows]
+
     async def close(self) -> None:
         await self.engine.dispose()
+
+
+def _key_monitor_to_dict(row: KeyMonitor | None) -> dict:
+    if row is None:
+        return {}
+    return {
+        "id": row.id,
+        "symbol": row.symbol,
+        "inst_id": row.inst_id,
+        "monitor_type": row.monitor_type,
+        "direction": row.direction,
+        "upper": row.upper,
+        "lower": row.lower,
+        "sl_tp_mode": row.sl_tp_mode,
+        "manual_take_profit": row.manual_take_profit,
+        "stop_outside_pct": row.stop_outside_pct,
+        "breakeven_enabled": row.breakeven_enabled,
+        "note": row.note,
+        "created_at": row.created_at.isoformat(),
+    }
+
+
+def _key_history_to_dict(row: KeyMonitorHistory) -> dict:
+    return {
+        "id": row.id,
+        "key_monitor_id": row.key_monitor_id,
+        "symbol": row.symbol,
+        "inst_id": row.inst_id,
+        "monitor_type": row.monitor_type,
+        "direction": row.direction,
+        "upper": row.upper,
+        "lower": row.lower,
+        "sl_tp_mode": row.sl_tp_mode,
+        "manual_take_profit": row.manual_take_profit,
+        "stop_outside_pct": row.stop_outside_pct,
+        "confirm_close": row.confirm_close,
+        "planned_sl": row.planned_sl,
+        "planned_tp": row.planned_tp,
+        "planned_rr": row.planned_rr,
+        "executor_signal_id": row.executor_signal_id,
+        "executor_status": row.executor_status,
+        "checks_json": row.checks_json,
+        "last_alert_message": row.last_alert_message,
+        "close_reason": row.close_reason,
+        "closed_at": row.closed_at.isoformat(),
+    }

onchain_scout_gate/app/web.py

@@ -8,7 +8,7 @@ from pathlib import Path
 
 from apscheduler.schedulers.asyncio import AsyncIOScheduler
 from fastapi import Depends, FastAPI, Form, HTTPException, Request, status
-from fastapi.responses import HTMLResponse, JSONResponse, RedirectResponse
+from fastapi.responses import HTMLResponse, JSONResponse, RedirectResponse, StreamingResponse
 from fastapi.staticfiles import StaticFiles
 from fastapi.templating import Jinja2Templates
 from starlette.middleware.gzip import GZipMiddleware
@@ -17,6 +17,14 @@ from starlette.middleware.sessions import SessionMiddleware
 from .config import Settings
 from .daily_report import DailyReportService
 from .gemma_client import OllamaGemmaClient
+from .key_monitor_service import KeyMonitorService
+from .key_sl_tp import (
+    KEY_MONITOR_TYPES,
+    normalize_monitor_type,
+    normalize_sl_tp_mode,
+    sl_tp_mode_label,
+    stop_outside_pct_for_mode,
+)
 from .monitor import MonitorService
 from .notifier import WeComNotifier
 from .gate import GateClient
@@ -33,6 +41,7 @@ from .storage import Storage
 LOGGER = logging.getLogger("onchain_scout.web")
 FIXED_BAR = "5m"
 DAILY_REPORT_JOB_ID = "daily_report_job"
+KEY_MONITOR_JOB_ID = "key_monitor_poll"
 FUNNEL_DISPLAY_HOURS_DEFAULT = 24.0
 FUNNEL_DISPLAY_HOURS_MIN = 1.0
 FUNNEL_DISPLAY_HOURS_MAX = 168.0
@@ -194,6 +203,12 @@ def create_app(settings: Settings) -> FastAPI:
         notifier=notifier,
         gemma_client=gemma_client,
     )
+    key_monitor = KeyMonitorService(
+        settings=settings,
+        storage=storage,
+        gate=gate_client,
+        notifier=notifier,
+    )
     daily_report = DailyReportService(
         settings=settings,
         storage=storage,
@@ -206,6 +221,8 @@ def create_app(settings: Settings) -> FastAPI:
     app.state.settings = settings
     app.state.storage = storage
     app.state.monitor = monitor
+    app.state.key_monitor = key_monitor
+    app.state.gate_client = gate_client
     app.state.scheduler = scheduler
     app.state.auth_user = settings.auth.username
     app.state.auth_password_hash = _hash_password(settings.auth.password)
@@ -219,6 +236,15 @@ def create_app(settings: Settings) -> FastAPI:
         await _ensure_runtime_defaults(storage)
         monitor.state.chart_bar = FIXED_BAR
         scheduler.add_job(monitor.run_cycle, "interval", seconds=settings.app.poll_interval_seconds, max_instances=1)
+        if settings.key_monitor.enabled:
+            scheduler.add_job(
+                key_monitor.run_poll,
+                "interval",
+                seconds=settings.key_monitor.poll_interval_seconds,
+                max_instances=1,
+                id=KEY_MONITOR_JOB_ID,
+                replace_existing=True,
+            )
         dr = await _get_daily_report_settings(storage, settings)
         if dr["enabled"]:
             hh, mm = _parse_hhmm(str(dr["run_time_cn"]))
@@ -243,6 +269,7 @@ def create_app(settings: Settings) -> FastAPI:
                 f"proxy={'on ' + settings.proxy.url if settings.proxy.enabled else 'off'} "
                 f"web_login={'on' if settings.auth.enabled else 'off'} "
                 f"daily_report={'on' if settings.daily_report.enabled else 'off'} "
+                f"key_monitor={'on' if settings.key_monitor.enabled else 'off'}"
             ),
         )
         LOGGER.info("Service started")
@@ -314,6 +341,7 @@ def create_app(settings: Settings) -> FastAPI:
                 "intraday_settings": intraday,
                 "gemma_enabled": settings.gemma.enabled,
                 "gemma_model": settings.gemma.model,
+                "key_monitor": settings.key_monitor.model_dump(),
             }
         )
 
@@ -498,6 +526,173 @@ def create_app(settings: Settings) -> FastAPI:
         )
         return JSONResponse({"ok": True, "symbol_blocklist_settings": await _get_symbol_blocklist_settings(storage)})
 
+    def _key_rule_text() -> str:
+        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"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"触发后企微+{'转发执行器' if km.forward_executor else '不转发执行器'}"
+        )
+
+    @app.get("/api/key-monitors")
+    async def api_key_monitors_list(_: None = Depends(require_login)) -> JSONResponse:
+        rows = await storage.list_key_monitors()
+        enriched = []
+        for row in rows:
+            preview = await key_monitor.preview_row(row)
+            enriched.append({**row, "preview": preview})
+        history = await storage.list_key_monitor_history(limit=200)
+        return JSONResponse(
+            {
+                "active": enriched,
+                "history": history,
+                "rule_text": _key_rule_text(),
+                "config": settings.key_monitor.model_dump(),
+            }
+        )
+
+    @app.post("/api/key-monitors")
+    async def api_key_monitors_add(request: Request, _: None = Depends(require_login)) -> JSONResponse:
+        body = await request.json()
+        sym = _normalize_symbol_token(body.get("symbol"))
+        if not sym:
+            return JSONResponse({"ok": False, "detail": "invalid symbol"}, status_code=400)
+        inst = gate_client.symbol_to_swap_inst_id(sym)
+        monitor_type = normalize_monitor_type(body.get("monitor_type"))
+        if monitor_type not in KEY_MONITOR_TYPES:
+            return JSONResponse({"ok": False, "detail": "invalid monitor_type"}, status_code=400)
+        direction = str(body.get("direction") or "").strip().lower()
+        if direction not in ("long", "short"):
+            return JSONResponse({"ok": False, "detail": "direction must be long or short"}, status_code=400)
+        try:
+            upper = float(body.get("upper"))
+            lower = float(body.get("lower"))
+        except (TypeError, ValueError):
+            return JSONResponse({"ok": False, "detail": "upper/lower required"}, status_code=400)
+        if upper <= lower:
+            return JSONResponse({"ok": False, "detail": "upper must be > lower"}, status_code=400)
+        sl_tp_mode = normalize_sl_tp_mode(body.get("sl_tp_mode"))
+        manual_tp = body.get("manual_take_profit")
+        manual_tp_f: float | None = None
+        if sl_tp_mode == "trend_manual":
+            try:
+                manual_tp_f = float(manual_tp)
+            except (TypeError, ValueError):
+                return JSONResponse({"ok": False, "detail": "manual_take_profit required for trend"}, status_code=400)
+        stop_pct = stop_outside_pct_for_mode(sl_tp_mode)
+        if sl_tp_mode == "standard":
+            stop_pct = float(settings.key_monitor.standard_stop_outside_pct)
+        else:
+            stop_pct = float(settings.key_monitor.trend_stop_outside_pct)
+        be = 1 if str(body.get("breakeven_enabled") or "").lower() in ("1", "true", "on", "yes") else 0
+        kid = await storage.add_key_monitor(
+            symbol=sym,
+            inst_id=inst,
+            monitor_type=monitor_type,
+            direction=direction,
+            upper=upper,
+            lower=lower,
+            sl_tp_mode=sl_tp_mode,
+            manual_take_profit=manual_tp_f,
+            stop_outside_pct=stop_pct,
+            breakeven_enabled=be,
+            note=str(body.get("note") or "")[:500] or None,
+        )
+        await storage.add_log(
+            "INFO",
+            f"key_monitor_added id={kid} sym={sym} type={monitor_type} mode={sl_tp_mode} dir={direction}",
+        )
+        return JSONResponse({"ok": True, "id": kid})
+
+    @app.delete("/api/key-monitors/{kid}")
+    async def api_key_monitors_delete(kid: int, _: None = Depends(require_login)) -> JSONResponse:
+        row = await storage.get_key_monitor(kid)
+        if not row:
+            return JSONResponse({"ok": False, "detail": "not_found"}, status_code=404)
+        await storage.finalize_key_monitor(
+            row,
+            close_reason="manual",
+            last_alert_message=None,
+            confirm_close=None,
+            planned_sl=None,
+            planned_tp=None,
+            planned_rr=None,
+            executor_signal_id=None,
+            executor_status=None,
+            checks=None,
+        )
+        await storage.add_log("INFO", f"key_monitor_manual_close id={kid} sym={row.get('symbol')}")
+        return JSONResponse({"ok": True})
+
+    @app.delete("/api/key-monitors/history/{hid}")
+    async def api_key_history_delete(hid: int, _: None = Depends(require_login)) -> JSONResponse:
+        ok = await storage.delete_key_monitor_history(hid)
+        if not ok:
+            return JSONResponse({"ok": False, "detail": "not_found"}, status_code=404)
+        return JSONResponse({"ok": True})
+
+    @app.get("/export/key_monitor_history.csv")
+    async def export_key_monitor_history(
+        days: int = 30,
+        _: None = Depends(require_login),
+    ) -> StreamingResponse:
+        days = max(1, min(365, int(days)))
+        end_utc = datetime.utcnow()
+        start_utc = end_utc - timedelta(days=days)
+        rows = await storage.export_key_monitor_history_rows(start_utc=start_utc, end_utc=end_utc)
+        import csv
+        import io
+
+        buf = io.StringIO()
+        head = [
+            "id",
+            "symbol",
+            "monitor_type",
+            "direction",
+            "sl_tp_mode",
+            "upper",
+            "lower",
+            "confirm_close",
+            "planned_sl",
+            "planned_tp",
+            "planned_rr",
+            "executor_signal_id",
+            "executor_status",
+            "close_reason",
+            "closed_at",
+        ]
+        w = csv.writer(buf)
+        w.writerow(head)
+        for r in rows:
+            w.writerow(
+                [
+                    r.get("id"),
+                    r.get("symbol"),
+                    r.get("monitor_type"),
+                    r.get("direction"),
+                    r.get("sl_tp_mode"),
+                    r.get("upper"),
+                    r.get("lower"),
+                    r.get("confirm_close"),
+                    r.get("planned_sl"),
+                    r.get("planned_tp"),
+                    r.get("planned_rr"),
+                    r.get("executor_signal_id"),
+                    r.get("executor_status"),
+                    r.get("close_reason"),
+                    r.get("closed_at"),
+                ]
+            )
+        day = datetime.utcnow().strftime("%Y%m%d")
+        content = buf.getvalue().encode("utf-8-sig")
+        return StreamingResponse(
+            iter([content]),
+            media_type="text/csv; charset=utf-8",
+            headers={"Content-Disposition": f'attachment; filename="key_monitor_history_{day}.csv"'},
+        )
+
     @app.get("/api/alerts")
     async def api_alerts(_: None = Depends(require_login)) -> JSONResponse:
         alerts = await storage.get_recent_alerts(limit=120)
@@ -541,6 +736,7 @@ def create_app(settings: Settings) -> FastAPI:
                     "url": settings.proxy.url if settings.proxy.enabled else "",
                 },
                 "order_executor": read_snapshot(settings),
+                "key_monitor": settings.key_monitor.model_dump(),
                 "watch_symbols": symbols,
             }
         )

onchain_scout_gate/config.example.yaml

@@ -26,7 +26,7 @@ proxy:
   enabled: true
   url: "socks5h://127.0.0.1:1080"
 
-# 企微「突破预警」推送成功后，向 gate_order_executor POST /v1/signal（与微信同源条件；方案 A 止盈止损）
+# 关键位门控通过后向 gate_order_executor POST /v1/signal（单一 SL/TP；见 key_monitor.forward_executor）
 # 首次启动时从本段导入 runtime/order_executors.json；之后以 Web 面板「下单执行器」为准（可热增删，无需重启）。
 # 请求直连各 base_url，不走 proxy。webhook_secret 须与各执行器 security.webhook_secret 一致。
 order_executor:
@@ -35,6 +35,23 @@ order_executor:
   webhook_secret: "same-as-gate-order-executor-security-webhook_secret"
   timeout_seconds: 15
 
+# 人工关键位突破（面板录入上下沿；5m 门控通过后企微 + 可选转发执行器）
+key_monitor:
+  enabled: true
+  poll_interval_seconds: 5
+  push_wecom: true
+  forward_executor: true
+  standard_stop_outside_pct: 0.3
+  trend_stop_outside_pct: 1.0
+  min_planned_rr: 1.5
+  volume_ma_bars: 20
+  volume_ratio_min: 1.3
+  breakout_amp_min_pct: 0.03
+  breakout_amp_max_pct: 0.5
+  daily_volume_rank_max: 30
+  # 全市场 5m TRIGGER 是否仍转发执行器（默认 false，仅关键位转发）
+  auto_scan_forward_executor: false
+
 monitor:
   universe: "all_swaps"
   # 近 24h 估算成交额（USDT）下限，建议 ≥ 1 千万以缩小扫描面

onchain_scout_gate/docs/关键位突破监控说明.md

@@ -0,0 +1,56 @@
+# 关键位突破监控
+
+## 功能定位
+
+- **GEMMA 漏斗**：仅作人工参考（结构/量/空间/阻力），不自动下单。
+- **关键位突破监控**：在面板录入币种、方向、上沿/下沿与突破类型；系统按 **5m 闭合 K** 做硬门控，通过后推送企业微信，并可向 **gate_order_executor** 转发 **单一** 止盈/止损（无 A/B 双区间）。
+
+逻辑自 `crypto_monitor_gate` 内化至本仓库，**不跨目录读对方数据库或代码**。
+
+## 类型矩阵（2×2）
+
+|  | 标准突破 | 趋势突破 |
+|--|---------|---------|
+| **箱体突破** | 止损：突破 K 极值外 **0.3%**；止盈：确认收盘 E **± 1×H** | 止损：突破 K 外 **1%**；止盈：**手填** |
+| **收敛突破** | 同上 | 同上 |
+
+`H = |上沿 − 下沿|`。不包含「箱体 1R·止盈 1.5H」方案。
+
+## 5m 硬门控（与 gate 版一致）
+
+- 突破 K / 确认 K：倒数第 2 / 第 1 根**已闭合** 5m
+- 量能：突破 K 量 > 前 20 均量 × 1.3（可配置）
+- 突破 K 实体幅度：0.03% ~ 0.5%
+- 突破收盘越过录入上沿（多）或下沿（空）；确认 K 收盘仍在关键位外侧
+- 日成交额排名：前 30（可配置）
+- 计划 RR（按确认收盘 E）：须 **>** `key_monitor.min_planned_rr`（默认 1.5）
+
+## 触发后
+
+1. 企业微信：关键位突破确认（含硬条件与单一 SL/TP/RR）
+2. 若 `key_monitor.forward_executor: true` 且执行器总开关开启：POST `/v1/signal`
+3. 本条写入 `key_monitor_history`，从 `key_monitors` 删除（一次性，不重复触发）
+
+## 配置（config.yaml · `key_monitor`）
+
+| 字段 | 说明 |
+|------|------|
+| `enabled` | 是否启用轮询 |
+| `poll_interval_seconds` | 轮询间隔（默认 5 秒） |
+| `push_wecom` | 是否发企微 |
+| `forward_executor` | 是否转发执行器 |
+| `standard_stop_outside_pct` | 标准突破止损外扩（默认 0.3） |
+| `trend_stop_outside_pct` | 趋势突破止损外扩（默认 1.0） |
+| `min_planned_rr` | 最低计划 RR |
+| `auto_scan_forward_executor` | 全市场 5m TRIGGER 是否仍转发（默认 **false**） |
+
+## 复盘导出
+
+登录后访问：
+
+`/export/key_monitor_history.csv?days=30`
+
+## 与全市场扫描的关系
+
+- **策略寄存器 · 5m**：仍可作全市场「雷达」；企微文案已改为参考计划（非关键位录入）。
+- **执行器**：默认仅 **关键位** 转发；勿与自动扫描 TRIGGER 重复开仓（`auto_scan_forward_executor: false`）。

onchain_scout_gate/docs/多执行器与信号转发归档.md

@@ -8,7 +8,7 @@
 
 | 目标 | 说明 |
 |------|------|
-| **一套信号** | 扫描端在企微突破推送成功后，构造 **一份** 方案 A 止盈/止损 payload |
+| **一套信号** | **关键位** 5m 门控通过后，按录入方案构造 **一份** 单一止盈/止损 payload 并广播 |
 | **多套账户** | 可向多个执行器进程广播，各绑不同 Gate API，用于盈亏比等规则的对照实验 |
 | **规则在执行器** | 最低盈亏比、仓位、移动保本等 **不在扫描端** 区分，由各执行器自行配置 |
 | **统一 Webhook** | 全系统使用 **同一个** `webhook_secret` |
@@ -66,10 +66,11 @@ flowchart LR
 
 ### 3.4 转发逻辑
 
-1. `build_order_executor_payload()` 仍只构建 **一次**（与企微方案 A 一致）。
+1. **关键位**：`build_key_executor_payload()` 使用录入上下沿与标准/趋势规则计算的 SL/TP（确认收盘 E 为 `reference_price`）。
-2. 对 `enabled=true` 的列表项 **并行** `POST {base_url}/v1/signal`。
+2. **全市场 TRIGGER**：默认 **不** 转发（`key_monitor.auto_scan_forward_executor: false`）；若开启则仍用扫描箱体 metrics 构造 payload。
-3. **同一 `signal_id`** 发往所有目标。
+3. 对 `enabled=true` 的列表项 **并行** `POST {base_url}/v1/signal`。
-4. 部分失败只记日志，不阻断其他执行器。
+4. **同一 `signal_id`** 发往所有目标。
+5. 部分失败只记日志，不阻断其他执行器。
 
 ### 3.5 Web 面板
 

onchain_scout_gate/static/app.js

@@ -400,6 +400,7 @@ async function refresh() {
       windowHours: funnelWindowApplied,
     });
     renderDailyReport(dailyReport);
+    loadKeyMonitors();
     try {
       const oe = await fetchJson("/api/order-executors");
       renderOrderExecutors(oe);
@@ -621,6 +622,117 @@ async function patchOrderExecutor(id, body) {
   });
 }
 
+function syncKeySlTpFields() {
+  const mode = getInputText("keySlTpModeInput") || "standard";
+  const tpEl = document.getElementById("keyManualTpInput");
+  if (tpEl) tpEl.style.display = mode === "trend_manual" ? "" : "none";
+}
+
+function renderKeyMonitors(data) {
+  const rule = document.getElementById("keyMonitorRule");
+  if (rule && data.rule_text) rule.textContent = `// ${data.rule_text}`;
+
+  const active = data.active || [];
+  renderItems("keyMonitorActive", active, (row) => {
+    const prev = row.preview || {};
+    const checks = prev.checks || {};
+    const gateOk = prev.gate_ok ? '<span style="color:#4cd97f">门控通过</span>' : '<span style="color:#8892b0">门控未过</span>';
+    const dir = row.direction === "long" ? "做多" : "做空";
+    const modeLabel = row.sl_tp_mode === "trend_manual" ? "趋势突破" : "标准突破";
+    return `
+      <div class="matrix-list-item-head"><strong>${row.symbol}</strong> ${dir} · ${row.monitor_type} · ${modeLabel}</div>
+      <div class="matrix-dim">上 ${row.upper} / 下 ${row.lower} · 保本 ${row.breakeven_enabled ? "开" : "关"}</div>
+      <div class="matrix-dim">${gateOk} · 确认收盘 ${checks.confirm_close != null ? checks.confirm_close : "—"}</div>
+      <button type="button" class="matrix-btn ghost key-del-btn" data-id="${row.id}" style="margin-top:6px">删除并归档</button>
+    `;
+  });
+  if (!active.length) {
+    const t = document.getElementById("keyMonitorActive");
+    if (t) t.innerHTML = '<div class="matrix-dim">暂无监控中的关键位</div>';
+  }
+
+  const hist = data.history || [];
+  renderItems("keyMonitorHistory", hist.slice(0, 80), (h) => {
+    const dir = h.direction === "long" ? "多" : "空";
+    const modeLabel = h.sl_tp_mode === "trend_manual" ? "趋势" : "标准";
+    return `
+      <div><strong>${h.symbol}</strong> ${dir} · ${h.monitor_type} · ${modeLabel}</div>
+      <div class="matrix-dim">${h.close_reason} · RR ${h.planned_rr != null ? Number(h.planned_rr).toFixed(2) : "—"} · ${formatIsoToBeijing(h.closed_at)}</div>
+    `;
+  });
+  if (!hist.length) {
+    const t = document.getElementById("keyMonitorHistory");
+    if (t) t.innerHTML = '<div class="matrix-dim">暂无历史</div>';
+  }
+}
+
+async function loadKeyMonitors() {
+  try {
+    const data = await fetchJson("/api/key-monitors");
+    renderKeyMonitors(data);
+  } catch (e) {
+    console.error(e);
+  }
+}
+
+async function addKeyMonitor() {
+  const msg = document.getElementById("keyMonitorSaveMsg");
+  const symbol = getInputText("keySymbolInput");
+  const direction = getInputText("keyDirectionInput");
+  const monitor_type = getInputText("keyMonitorTypeInput");
+  const sl_tp_mode = getInputText("keySlTpModeInput") || "standard";
+  if (!symbol || !direction) {
+    if (msg) msg.textContent = "// 请填写币种与方向";
+    return;
+  }
+  const body = {
+    symbol,
+    direction,
+    monitor_type,
+    sl_tp_mode,
+    upper: getInputNumber("keyUpperInput"),
+    lower: getInputNumber("keyLowerInput"),
+    breakeven_enabled: getInputCheck("keyBreakevenInput"),
+  };
+  if (sl_tp_mode === "trend_manual") {
+    body.manual_take_profit = getInputNumber("keyManualTpInput");
+  }
+  try {
+    await fetchJson("/api/key-monitors", {
+      method: "POST",
+      headers: { "Content-Type": "application/json" },
+      body: JSON.stringify(body),
+    });
+    if (msg) msg.textContent = "// 已添加，开始 5m 门控轮询";
+    loadKeyMonitors();
+  } catch (error) {
+    if (msg) msg.textContent = `// 失败 ${error}`;
+  }
+}
+
+function wireKeyMonitorPanel() {
+  const modeSel = document.getElementById("keySlTpModeInput");
+  if (modeSel) modeSel.addEventListener("change", syncKeySlTpFields);
+  syncKeySlTpFields();
+  const addBtn = document.getElementById("keyAddBtn");
+  if (addBtn) addBtn.addEventListener("click", addKeyMonitor);
+  const active = document.getElementById("keyMonitorActive");
+  if (active) {
+    active.addEventListener("click", async (ev) => {
+      const btn = ev.target.closest && ev.target.closest(".key-del-btn");
+      if (!btn) return;
+      const id = btn.getAttribute("data-id");
+      if (!id || !confirm("删除该关键位？将写入历史。")) return;
+      try {
+        await fetchJson(`/api/key-monitors/${encodeURIComponent(id)}`, { method: "DELETE" });
+        loadKeyMonitors();
+      } catch (error) {
+        alert(String(error));
+      }
+    });
+  }
+}
+
 function wireOrderExecutorsPanel() {
   const saveG = document.getElementById("oeSaveGlobalBtn");
   if (saveG) saveG.addEventListener("click", saveOrderExecutorsGlobal);
@@ -662,8 +774,10 @@ const saveDailyBtn = document.getElementById("saveDailyReportBtn");
 if (saveDailyBtn) saveDailyBtn.addEventListener("click", saveDailyReportSettings);
 loadIntradaySettings().catch(console.error);
 loadDailyReportSettings().catch(console.error);
+wireKeyMonitorPanel();
 wireOrderExecutorsPanel();
 loadOrderExecutors().catch(console.error);
+loadKeyMonitors().catch(console.error);
 tickClock();
 setInterval(tickClock, 1000);
 initMatrixRain();

onchain_scout_gate/templates/dashboard.html

@@ -104,6 +104,52 @@
                 <div id="funnelMatrix" class="matrix-grid"></div>
             </section>
 
+            <section class="matrix-panel matrix-panel-chrome" id="keyMonitorPanel">
+                <div class="matrix-panel-head matrix-panel-head-row">
+                    <h2>// 关键位突破监控</h2>
+                    <span class="matrix-chip matrix-dim">人工录入 · 5m 门控</span>
+                </div>
+                <p class="matrix-hint">GEMMA 漏斗仅供参考；在此录入上/下沿。箱体突破与收敛突破均支持「标准突破」或「趋势突破」（无 1.5H 方案）。</p>
+                <p id="keyMonitorRule" class="matrix-hint matrix-dim">// 规则加载中…</p>
+                <div class="matrix-form-row matrix-form-row-wrap">
+                    <input id="keySymbolInput" class="matrix-input" type="text" placeholder="BTC 或 BTC/USDT" style="min-width:7rem" />
+                    <select id="keyMonitorTypeInput" class="matrix-input">
+                        <option value="箱体突破">箱体突破</option>
+                        <option value="收敛突破">收敛突破</option>
+                    </select>
+                    <select id="keyDirectionInput" class="matrix-input">
+                        <option value="">方向</option>
+                        <option value="long">做多</option>
+                        <option value="short">做空</option>
+                    </select>
+                    <input id="keyUpperInput" class="matrix-input" type="number" step="any" placeholder="上沿/阻力" style="min-width:6rem" />
+                    <input id="keyLowerInput" class="matrix-input" type="number" step="any" placeholder="下沿/支撑" style="min-width:6rem" />
+                    <select id="keySlTpModeInput" class="matrix-input" title="止盈止损方案">
+                        <option value="standard">标准突破</option>
+                        <option value="trend_manual">趋势突破</option>
+                    </select>
+                    <input id="keyManualTpInput" class="matrix-input" type="number" step="any" placeholder="趋势止盈价" style="min-width:6rem;display:none" />
+                    <label class="matrix-hint" style="display:inline-flex;align-items:center;gap:4px">
+                        <input id="keyBreakevenInput" type="checkbox" /> 移动保本
+                    </label>
+                    <button type="button" id="keyAddBtn" class="matrix-btn matrix-btn-pulse">添加监控</button>
+                </div>
+                <p id="keyMonitorSaveMsg" class="matrix-msg"></p>
+                <div class="matrix-two-col" style="margin-top:12px">
+                    <div>
+                        <h3 class="matrix-hint" style="margin-bottom:8px">监控中</h3>
+                        <div id="keyMonitorActive" class="matrix-list"></div>
+                    </div>
+                    <div>
+                        <div style="display:flex;align-items:center;justify-content:space-between;gap:8px;margin-bottom:8px">
+                            <h3 class="matrix-hint" style="margin:0">关键位历史</h3>
+                            <a id="keyHistoryExport" class="matrix-btn ghost" href="/export/key_monitor_history.csv?days=30" style="text-decoration:none;font-size:.75rem">导出 CSV</a>
+                        </div>
+                        <div id="keyMonitorHistory" class="matrix-list"></div>
+                    </div>
+                </div>
+            </section>
+
             <section class="matrix-panel matrix-panel-chrome">
                 <div class="matrix-panel-head matrix-panel-head-row">
                     <h2>// 每日晨报 · 昨日复盘</h2>
@@ -154,7 +200,7 @@
                     <span class="matrix-chip matrix-dim">仅扫描端维护 · 同一信号广播</span>
                 </div>
                 <p class="matrix-hint">
-                    企微突破推送成功后，向列表中<strong>已启用</strong>的执行器 POST <code>/v1/signal</code>（方案 A 止盈止损）。
+                    关键位门控通过且计划 RR 达标后，向列表中<strong>已启用</strong>的执行器 POST <code>/v1/signal</code>（单一 SL/TP，与录入方案一致）。
                     各执行器自行配置 Gate API、盈亏比、移动保本等；<strong>不支持执行器反向注册</strong>。
                     修改 webhook 密钥后请同步到各执行器 <code>security.webhook_secret</code>。
                 </p>
@@ -183,7 +229,7 @@
 
             <section class="matrix-panel matrix-panel-chrome">
                 <div class="matrix-panel-head"><h2>// 策略寄存器 · 5m</h2></div>
-                <p class="matrix-hint">横盘 + 5m 收盘上破 + 放量 · 保存后下一轮生效 · 止损缓冲为企微区间A/B共用</p>
+                <p class="matrix-hint">全市场雷达：横盘 + 5m 突破 + 放量 · 仅参考推送 · 正式下单请用「关键位突破监控」</p>
                 <div class="matrix-form-row">
                     <label>横盘时长(h)</label>
                     <input id="rangeHoursInput" type="number" step="0.5" min="1" />
@@ -196,7 +242,7 @@
                     <label>突破缓冲(%)</label>
                     <input id="breakoutBufferInput" type="number" step="0.01" min="0" />
                     <label>止损缓冲(%)</label>
-                    <input id="stopBufferPctInput" type="number" step="0.05" min="0" max="10" title="企微文案区间A/B共用：突破K极值与箱体边沿外侧缓冲" />
+                    <input id="stopBufferPctInput" type="number" step="0.05" min="0" max="10" title="全市场扫描企微参考止损：突破K极值外侧缓冲" />
                     <label>启用推送时间窗(09:00-23:00)</label>
                     <input id="pushTimeWindowEnabledInput" type="checkbox" />
                     <button type="button" id="saveIntradayBtn" class="matrix-btn matrix-btn-pulse">写入寄存器</button>

onchain_scout_gate/tests/test_key_sl_tp.py

@@ -0,0 +1,71 @@
+from __future__ import annotations
+
+import unittest
+
+from app.key_sl_tp import calc_planned_rr, normalize_sl_tp_mode, plan_key_sl_tp, stop_outside_pct_for_mode
+
+
+class TestKeySlTp(unittest.TestCase):
+    def test_standard_long_plan(self):
+        checks = {
+            "confirm_close": 100.0,
+            "breakout_high": 101.0,
+            "breakout_low": 98.0,
+        }
+        plan = plan_key_sl_tp(
+            "standard",
+            "long",
+            102.0,
+            98.0,
+            checks,
+            outside_pct=0.3,
+            trend_outside_pct=1.0,
+        )
+        self.assertIsNotNone(plan)
+        e, sl, tp, h = plan  # type: ignore[misc]
+        self.assertEqual(e, 100.0)
+        self.assertEqual(h, 4.0)
+        self.assertEqual(tp, 104.0)
+        self.assertAlmostEqual(sl, 98.0 * (1 - 0.003), places=6)
+
+    def test_trend_requires_manual_tp(self):
+        checks = {
+            "confirm_close": 100.0,
+            "breakout_high": 101.0,
+            "breakout_low": 98.0,
+        }
+        bad = plan_key_sl_tp(
+            "trend_manual",
+            "long",
+            102.0,
+            98.0,
+            checks,
+            outside_pct=0.3,
+            trend_outside_pct=1.0,
+            manual_take_profit=None,
+        )
+        self.assertIsNone(bad)
+        ok = plan_key_sl_tp(
+            "trend_manual",
+            "long",
+            102.0,
+            98.0,
+            checks,
+            outside_pct=0.3,
+            trend_outside_pct=1.0,
+            manual_take_profit=110.0,
+        )
+        self.assertIsNotNone(ok)
+
+    def test_stop_pct_for_mode(self):
+        self.assertEqual(stop_outside_pct_for_mode("standard"), 0.3)
+        self.assertEqual(stop_outside_pct_for_mode("trend_manual"), 1.0)
+        self.assertEqual(normalize_sl_tp_mode("box_1p5"), "standard")
+
+    def test_rr(self):
+        rr = calc_planned_rr("long", 100.0, 98.0, 104.0)
+        self.assertAlmostEqual(rr, 2.0, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()

onchain_scout_gate/交易系统部署说明.md

@@ -12,9 +12,19 @@
 
 ## 2. 当前策略（摘要）
 
+### 2.1 全市场 5m 扫描（雷达）
+
 - WATCH：横盘结构成立
 - TRIGGER：横盘 + 5m 收盘突破边界 + 放量
 - 可调参数：横盘时长、振幅、放量倍数、回看根数、缓冲（见 Web 面板 / SQLite `kv_store`）
+- 企微为**参考计划**；默认**不**转发执行器（见 `key_monitor.auto_scan_forward_executor`）
+
+### 2.2 关键位突破监控（半自动 · 推荐）
+
+- 面板 **GEMMA 漏斗** 下方 **「关键位突破监控」**：录入币种、方向、上沿/下沿。
+- **箱体突破 / 收敛突破**，各支持 **标准突破**（止损突破 K 外 0.3%，止盈 1×H）或 **趋势突破**（止损外 1%，止盈手填）。
+- 5m 硬门控通过后：企微 + 可选 `POST /v1/signal`（单一 SL/TP）；历史可导出 CSV。
+- 详见 `docs/关键位突破监控说明.md`、`更新说明.md`。
 
 ## 3. config.yaml 示例
 
@@ -46,7 +56,17 @@ monitor:
 
 watch_symbols: []
 
-# 可选：与并列项目 gate_order_executor 联动（企微推送成功后再 POST /v1/signal）
+key_monitor:
+  enabled: true
+  poll_interval_seconds: 5
+  push_wecom: true
+  forward_executor: true
+  standard_stop_outside_pct: 0.3
+  trend_stop_outside_pct: 1.0
+  min_planned_rr: 1.5
+  auto_scan_forward_executor: false
+
+# 可选：与并列项目 gate_order_executor 联动（关键位门控通过后 POST /v1/signal）
 order_executor:
   enabled: false
   base_url: "http://127.0.0.1:8090"
@@ -56,7 +76,9 @@ order_executor:
 
 ### 3.1 企微与自动下单
 
-- 默认仅 **企业微信** 文本告警。若部署 **gate_order_executor** 并设置 `order_executor.enabled: true`、**`webhook_secret` 与执行器一致**，则在 **企微推送成功之后** 自动向执行器发结构化信号（方案 A 止盈/止损与企微文案一致）。
+- **关键位**：门控与计划 RR 通过后发企微，并在 `key_monitor.forward_executor: true` 时向执行器发 **单一** SL/TP（与录入方案一致）。
+- 执行器：面板 **「下单执行器 · 转发链」** 总开关开启，**`webhook_secret` 与各执行器一致**。
+- **全市场 TRIGGER** 默认仅企微参考，不转发（`auto_scan_forward_executor: false`）。
 ### 3.2 执行器联调（curl，无面板按钮）
 
 并列项目 **`gate_order_executor`** 的 Web 面板 **不再提供**「拉取余额 / 测试市价」入口；需在服务器用 **`curl`** 或脚本调用 **`POST /api/test`**、**`POST /v1/test`** 做联调（`micro_market` 须 `gate.test_orders_enabled: true`）。**完整命令与鉴权说明**见 **`gate_order_executor/docs/使用说明.md` §4.1** 与 **`gate_order_executor/docs/部署说明.md` §11**。

onchain_scout_gate/更新说明.md

@@ -0,0 +1,34 @@
+# onchain_scout_gate 更新说明
+
+## 2026-05-22 · 关键位突破监控（定稿）
+
+### 新增
+
+- **面板「关键位突破监控」**（位于 GEMMA 漏斗下方）：人工录入币种、方向、上沿/下沿。
+- **结构类型**：箱体突破 / 收敛突破；各支持 **标准突破**、**趋势突破**（已移除「箱体 1R·止盈 1.5H」）。
+- **止盈止损规则**：
+  - 标准：突破 K 极值外 **0.3%** 止损，止盈 **1× 箱体高度 H**
+  - 趋势：突破 K 极值外 **1%** 止损，止盈 **手填**
+- **5m 硬门控**：量能、突破幅度、破线、二根确认、日成交额 Top30、计划 RR > 1.5（均可 `config.yaml` → `key_monitor` 调整）。
+- **触发后**：企业微信（单一 SL/TP/RR 文案）+ 可选 `POST /v1/signal` 转发执行器；结案进 `key_monitor_history`。
+- **复盘导出**：`/export/key_monitor_history.csv?days=30`（需登录）。
+
+### 调整
+
+- **执行器转发**：默认仅 **关键位** 触发转发（`key_monitor.forward_executor`）；全市场 5m TRIGGER 默认 **不再** 转发（`monitor` 侧 `key_monitor.auto_scan_forward_executor: false`）。
+- **企微 · 自动扫描突破**：去掉 A/B 双区间，改为参考计划说明；正式下单以关键位录入为准。
+- **执行器 payload**：关键位使用录入方案计算的 **单一** `take_profit` / `stop_loss` / `reference_price`（确认收盘 E）。
+
+### 数据
+
+- SQLite 新表：`key_monitors`、`key_monitor_history`（与 `crypto_monitor` 独立，不共用对方库）。
+
+### 配置示例
+
+见 `config.example.yaml` 中 `key_monitor` 段；详见 `docs/关键位突破监控说明.md`。
+
+### 升级注意
+
+1. 拉代码后重启 `onchain-scout`（或 PM2），启动时会自动建表。
+2. 在面板录入关键位前，确认 **下单执行器** 总开关、Webhook 密钥与各执行器 `security.webhook_secret` 一致。
+3. 若仅需关键位半自动，请保持 `auto_scan_forward_executor: false`。