修复突破计算，执行器下单问题

onchain_scout_gate/app/config.py

@@ -115,6 +115,8 @@ class MonitorConfig(BaseModel):
     symbol_signal_dedupe_hours: float = 4.0
     # 企业微信主推送（突破预警）：仅对本轮监控池内 24h 成交额排名前 N 的合约推送；0 表示不限制
     wecom_push_max_volume_rank: int = 30
+    # 全市场自动箱体 WATCH/TRIGGER 是否发企微（默认关；仅 GEMMA 漏斗优先推送 + 关键位监控推送）
+    push_watch_trigger_wecom: bool = False
 
 
 class GemmaConfig(BaseModel):

onchain_scout_gate/app/key_gate.py

@@ -4,7 +4,12 @@ from __future__ import annotations
 
 from statistics import mean
 
-from .candle_rows import rows_to_ohlcv
+from .candle_rows import field_float
+
+
+def _row_vol(item: list[str]) -> float:
+    v = field_float(item, 5)
+    return float(v) if v is not None else 0.0
 
 
 def key_hard_checks_from_rows(
@@ -21,45 +26,67 @@ def key_hard_checks_from_rows(
     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）。"""
+    """
+    rows：Gate K 线行（时间正序），最后一根应为最近一根已闭合 5m。
+    突破 K / 确认 K 固定为 rows[-2] / rows[-1]（与 crypto_monitor_gate 一致）。
+  """
     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}"
+    if len(rows) < min_need:
+        out["reason"] = f"insufficient_candles have={len(rows)} 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
+    br_row = rows[-2]
+    cf_row = rows[-1]
+    open_b = field_float(br_row, 1)
+    breakout_high = field_float(br_row, 2)
+    breakout_low = field_float(br_row, 3)
+    breakout_close = field_float(br_row, 4)
+    confirm_close = field_float(cf_row, 4)
+    if None in (open_b, breakout_high, breakout_low, breakout_close, confirm_close):
+        out["reason"] = "invalid_breakout_or_confirm_ohlc"
+        return out
 
-    prev_vol = av[-vol_lb - 2 : -2]
+    open_b = float(open_b)
+    breakout_high = float(breakout_high)
+    breakout_low = float(breakout_low)
+    breakout_close = float(breakout_close)
+    confirm_close = float(confirm_close)
+
+    hist = rows[-vol_lb - 2 : -2]
+    prev_vol = [_row_vol(x) for x in hist if _row_vol(x) > 0]
     avg20 = mean(prev_vol) if prev_vol else 0.0
-    vol_break = float(av[-2])
+    vol_break = _row_vol(br_row)
     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
+    edge_ref = edge if edge > 0 else 1.0
+
+    if direction == "long":
+        breach_pct = (breakout_close - edge) / edge_ref * 100.0 if breakout_close > edge else 0.0
+        breakout_ok = breakout_close > float(upper)
+        confirm_ok = confirm_close > edge
+    else:
+        breach_pct = (edge - breakout_close) / edge_ref * 100.0 if breakout_close < edge else 0.0
+        breakout_ok = breakout_close < float(lower)
+        confirm_ok = confirm_close < edge
+
+    body_pct = abs(breakout_close - open_b) / open_b * 100.0 if open_b > 0 else 0.0
+    amp_ok = (
+        breakout_ok
+        and breach_pct > breakout_amp_min_pct
+        and breach_pct < breakout_amp_max_pct
+    )
+    confirm_ok = confirm_ok 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)
+        hh = max(float(x[2]) for x in seg if field_float(x, 2) is not None)
+        ll = min(float(x[3]) for x in seg if field_float(x, 3) is not None)
         swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
     except Exception:
         swing4h_pct = 0.0
@@ -71,7 +98,9 @@ def key_hard_checks_from_rows(
             "avg20": avg20,
             "vol_break": vol_break,
             "amp_ok": amp_ok,
-            "amp_pct": amp_pct,
+            "amp_pct": breach_pct,
+            "breach_pct": breach_pct,
+            "body_pct": body_pct,
             "breakout_ok": breakout_ok,
             "breakout_close": breakout_close,
             "confirm_ok": confirm_ok,
@@ -82,18 +111,27 @@ def key_hard_checks_from_rows(
             "rank_ok": rank_ok,
             "breakout_high": breakout_high,
             "breakout_low": breakout_low,
-            "swing4h_pct": swing4h_pct,
+            "breakout_open": open_b,
             "direction": direction,
+            "swing4h_pct": swing4h_pct,
         }
     )
     return out
 
 
 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)
+    br_hi = checks.get("breakout_high")
+    br_lo = checks.get("breakout_low")
     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"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"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%）",
     ]

onchain_scout_gate/app/monitor.py

@@ -553,7 +553,7 @@ class MonitorService:
                         },
                     )
                     if result.signal_level == "TRIGGER":
-                        if strict_push_ok:
+                        if strict_push_ok and self.settings.monitor.push_watch_trigger_wecom:
                             push_metrics = dict(result.metrics)
                             push_metrics["signal_side"] = signal_side
                             push_metrics["btc_bias"] = btc_bias_5m

onchain_scout_gate/app/web.py

@@ -530,6 +530,7 @@ 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"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）｜"
@@ -721,6 +722,7 @@ def create_app(settings: Settings) -> FastAPI:
                 "btc_sideways_max_range_pct": settings.monitor.btc_sideways_max_range_pct,
                 "symbol_signal_dedupe_hours": settings.monitor.symbol_signal_dedupe_hours,
                 "wecom_push_max_volume_rank": settings.monitor.wecom_push_max_volume_rank,
+                "push_watch_trigger_wecom": settings.monitor.push_watch_trigger_wecom,
                 "gemma": {
                     "enabled": g.enabled,
                     "ollama_base_url": g.ollama_base_url,

onchain_scout_gate/config.example.yaml

@@ -64,6 +64,8 @@ monitor:
   symbol_signal_dedupe_hours: 4
   # 企业微信主推送：仅成交量排名前 N；0 表示不限制
   wecom_push_max_volume_rank: 30
+  # 全市场自动箱体 WATCH/TRIGGER 企微（默认 false；只保留 GEMMA 漏斗推送 + 关键位推送）
+  push_watch_trigger_wecom: false
 
 # 仅在 universe=watchlist 时使用；all_swaps 下可留空列表
 watch_symbols: []

onchain_scout_gate/tests/test_key_gate.py

@@ -0,0 +1,82 @@
+from __future__ import annotations
+
+import unittest
+
+from app.key_gate import key_hard_checks_from_rows
+from app.key_sl_tp import plan_key_sl_tp
+
+
+def _row(ts: int, o: float, h: float, l: float, c: float, v: float = 1000.0) -> list[str]:
+    return [str(ts), str(o), str(h), str(l), str(c), str(v)]
+
+
+def _history(n: int, *, base_ts: int = 1_700_000_000_000, vol: float = 1000.0) -> list[list[str]]:
+    return [_row(base_ts + i * 300_000, 84.0, 84.2, 83.8, 84.0, vol) for i in range(n)]
+
+
+class TestKeyGate(unittest.TestCase):
+    def test_short_breach_too_far_fails(self):
+        """SOL 类：收盘远低于下沿，越过 >0.5% 应拒绝（不再用 K 线实体误判）。"""
+        rows = _history(22, vol=40000.0)
+        rows.append(_row(1, 83.0, 83.55, 82.0, 82.19, 76791.0))  # 突破 K
+        rows.append(_row(2, 82.1, 82.3, 81.9, 82.02, 50000.0))  # 确认 K
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        breach = (83.28 - 82.19) / 83.28 * 100
+        self.assertGreater(breach, 0.5)
+        self.assertFalse(checks["amp_ok"])
+        self.assertFalse(checks["ok"])
+
+    def test_short_breach_in_band_passes_amp(self):
+        rows = _history(22, vol=40000.0)
+        # 越过下沿约 0.12%：83.28 -> 83.18
+        rows.append(_row(1, 83.4, 83.5, 83.1, 83.18, 76791.0))
+        rows.append(_row(2, 83.15, 83.2, 83.0, 83.10, 50000.0))
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        self.assertTrue(checks["amp_ok"])
+        self.assertAlmostEqual(checks["breach_pct"], (83.28 - 83.18) / 83.28 * 100, places=4)
+
+    def test_trend_short_sl_uses_breakout_high(self):
+        rows = _history(22, vol=40000.0)
+        br_hi = 83.55
+        rows.append(_row(1, 83.0, br_hi, 82.0, 82.19, 76791.0))
+        rows.append(_row(2, 82.1, 82.3, 81.9, 82.02, 50000.0))
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        self.assertEqual(checks["breakout_high"], br_hi)
+        plan = plan_key_sl_tp(
+            "trend_manual",
+            "short",
+            87.8,
+            83.28,
+            checks,
+            outside_pct=0.3,
+            trend_outside_pct=1.0,
+            manual_take_profit=78.7,
+        )
+        self.assertIsNotNone(plan)
+        _, sl, _, _ = plan  # type: ignore[misc]
+        self.assertAlmostEqual(sl, br_hi * 1.01, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()