alphax/rules.yaml

strategy:
  mode: long_only
  direction: 多头启动
  allow_short: false
  short_signal_usage: exit_only
  notes:
  - 只做做多，不做做空
  - 连续3K空头加速、阴动K放量、衰减等空头信号只作为退出/风控依据
  - Web/Feishu/DB展示层推荐方向统一为多头启动
pa_engine:
  dynamic_k:
    body_ratio_min: 0.55
    atr_ratio_min: 1.2
  static_k:
    body_ratio_max: 0.4
    atr_ratio_max: 0.8
  supply_demand:
    lookback: 50
    min_static_count: 2
    q_score_breakpoints:
      base_speed:
      - 2
      - 3
      - 5
      freshness:
      - 0
      - 2
      age:
      - 20
      - 40
      leave_ratio:
      - 1.0
      - 1.5
      - 2.5
      - 3.0
  ignition:
    lookback: 20
    min_static_count: 2
    static_search_range: 5
    confirm_search_range: 3
  continuous_k:
    min_count: 3
  exhaustion:
    recent_static_count: 3
    recent_static_threshold: 2
    high_vol_bear_threshold: 2
    dy_bear_threshold: 3
    vol_ratio_stagnation: 2.0
    price_change_stagnation: 0.005
  entry_point:
    recent_15min: 6
    max_breakout_age_bars: 1
    dy_bear_max: 3
screener:
  volume:
    min_usd: 10000000
    meme_min_usd: 5000000
  burst_threshold:
    main: 4.0
    meme: 8.0
    overbought_multiplier: 1.5
  vp_fly:
    vol_ratio_min: 3.0
    body_ratio_min: 0.55
    weight: 5
    max_signal_age_hours: 1
    max_age_hours: 6
    age_decay: 0.3
    pullback_reject: true
  bollinger_squeeze:
    tight_width_pct: 0.03
    moderate_width_pct: 0.05
    min_bars: 4
    tight_weight: 0
    moderate_weight: 0
  funding_rate:
    long_extreme: 0.001
    short_extreme: -0.0005
    weight: 2
  top_trader:
    long_pct_min: 0.55
    weight: 1
  state_threshold:
    accelerate_main: 6
    accelerate_meme: 9
    accumulate: 3
  static_accumulation_bypass:
    min_static_count: 3
    recent_bars: 10
    max_range_pct: 22.0
    max_breakout_gap_pct: 8.0
    min_vol_ratio: 1.0
    min_score: 2
    min_volume_24h: 2000000
    require_resonance: true
    min_resonance_signals: 2
    strong_vol_ratio: 2.0
    min_consecutive_3x: 3
    min_top_trader_long_pct: 65
    min_top_gainer_change_pct: 8.0
    note: 静K蓄力不能单独放宽细筛入口，必须叠加强放量/板块/大户/强势榜/结构/舆情等至少2类共振，避免确认层被低质量观察样本淹没
    direct_accelerate:
      enabled: true
      min_static_count: 10
      min_vol_ratio: 1.25
      min_score: 5
      note: 复盘PNT/CREAM/CLV/STORJ：大量爆发前为静K蓄力+温和放量，允许强静K旁路从蓄力直升加速进入确认/跟踪
  higher_lows:
    enabled: true
    min_segments: 2
    segment_bars: 4
    lookback_bars: 24
    min_score: 2
    min_volume_24h: 2000000
    note: 2026-05-08复盘发现78.6%爆发漏选币有底部抬高特征，这是当前策略最大盲区。在粗筛第2遍扫描中检测。
  compression_surge:
    enabled: true
    max_range_pct: 20.0
    lookback_bars: 24
    min_vol_ratio: 2.0
    min_score: 2
    min_volume_24h: 2000000
    note: 2026-05-08复盘发现29%爆发币在起爆前振幅<20%+突然放量>2x。紧凑型压缩后爆发模式。
  sector_rotation:
    bonus_weight: 0
    min_non_sector_signals_for_accelerate: 2
    sector_only_max_state: 蓄力
confirm:
  min_score: 5
  state_cooldown_hours: 6
  volume_breakout_ratio: 2.2
  strong_resonance_bypass:
    enabled: true
    min_ignition_strength: 10
    min_static_k_count: 4
    min_aux_signals: 1
    score_bonus: 3
    note: 强共振旁路(起爆点≥10×+蓄力≥4根+板块联动/大户/筑底≥1)→绕过量价齐飞门控
  pa_recency:
    h1_ignition_max_age_bars: 1
    h4_ignition_max_age_bars: 1
    d1_ignition_max_age_bars: 1
    m15_breakout_max_age_bars: 2
    note: PA事件只把最新/上一根K内发生的起爆点当作当前触发，旧事件只作为历史背景
  high_position:
    enabled: true
    range_percentile: 70
    gain_7d_pct: 15
    require_bottom_signal: true
    note: 'v1.7.8 优化: 门槛80%→70%(数据:高位>70%入场TP率仅1%,平均亏-3.3%。70%开始拦截预计减少40-50条无效推荐)'
  entry_quality_gate:
    enabled: true
    min_rr_buy_now: 1.2
    min_rr_observe: 1.0
    breakout_distance_wait_pct: 15
    breakout_distance_risk_pct: 30
    breakout_distance_ban_pct: 60
    gain_24h_wait_pct: 8
    gain_24h_observe_pct: 12
    low_position_max_pct: 55
    low_plan_max_gain_24h_pct: 8
    low_plan_min_static_count: 3
    low_plan_min_top_long_pct: 55
    min_entry_score_buy_now: 3
    min_entry_score_wait_pullback: 1
    note: v1.7.5机会生命周期+买点硬闸门；低位静K蓄力生成潜伏计划，高位确认/rr不合格/risk_reward_ok=false不得显示可即刻买入
  atr_multiplier:
    entry_offset: 0.5
    tp1: 3.0
    tp1_floor: 0.05
    tp2: 5.0
    tp2_floor: 0.08
    note: v1.7.8 TP2已废除(历史0命中). 保留tp2参数仅用于向后兼容. 主要止盈方式=跟踪止盈(tracker.trailing_stop).
      TP1作为提醒目标.
  stop_loss:
    atr_mult: 2.0
    floor_pct: 0.05
    ceiling_pct: 0.1
    swing_low_lookback: 12
    swing_low_buffer: 0.98
    zone_discount: 0.98
    demand_zone_min_q: 5
    note: 止损=max(2×ATR,5%地板,swing_low×0.98)→min(止损,10%)。v1.7.1:地板3.5%→5%+结构止损兜底
  pullback_penalty:
    enabled: true
    score_deduction: 3
    note: 等回踩入场减3分(数据:37%失败率 vs 持有0%)
tracker:
  trailing_stop:
    enabled: true
    activate_pnl_pct: 3
    min_lock_profit_pct: 0.5
    breakeven_buffer_pct: 0.5
    step_ratchet: true
    tiers:
    - min_pnl_pct: 0
      atr_mult: 3.0
      label: 防震
      note: 盈利<5%宽容保护,防噪音震出
    - min_pnl_pct: 5
      atr_mult: 2.0
      label: 锁利
      note: 盈利5-15%中等宽度,平衡锁利与让利润奔跑
    - min_pnl_pct: 15
      atr_mult: 1.2
      label: 紧贴
      note: 盈利>15%紧贴行情,大肉不能飞
    note: 'v1.7.9分级跟踪止盈: 515笔复盘→高位蒸发5%+大量峰值回吐。按盈利分三级(防震/锁利/紧贴),ATR乘数从3.0降到1.2。IO+73%蒸发42%→紧贴可锁60%+。'
  time_decay:
    enabled: true
    decay_hours: 24
    note: 持仓>24h仍无盈利→降级衰减(37%止损币持仓>10h)
  stop_loss_proximity_pct: 0.03
  expire_hours: 48
  unprotected_auto_tp_pct: 15
signal_weights:
  静K蓄力: 5
  量价齐飞: 5
  N倍放量: 5
  连续3x放量: 4
  布林收窄: 0
  静K动K转折: 3
  大户偏多: 1
  量价背离: 1
  舆情共振: 2
  4H 连续3K多头加速: 0
  4H布林极度收窄(偏多): 0
  1H 量价齐飞K(量3.7x): 0
  1H 量价齐飞K(量3.6x): 0
  大户偏多(66%): 0
  '⚠️ 买点质量闸门: risk_reward_ok=false，盈亏比闸门禁止现价买入；rr1=1.0 < 1.2，禁止现价买入': 0
  日线 筑底43根: 0
  大户偏多(71%): 0
  日线 阳线放量吸筹(1.3x): 0
  大户偏多(73%): 0
  日线 筑底44根: 0
sentiment:
  enabled: true
  provider: coingecko
  max_bonus: 2
  trending_top5_bonus: 2.0
  trending_top10_bonus: 1.0
  new_entry_bonus: 1.0
  decay_hours: 6
  decay_factor: 0.1
  min_decay: 0.3
  collect_interval_min: 30
  alert_conditions:
    holding_top3: true
    new_trending_top10: true
review:
  hit_threshold_pct: 5.0
  fail_threshold_pct: -3.0
  missed_explosion_pct: 20.0
  min_samples_for_weight: 3
  weight_floor: 0.0
  hit_rate_kill_threshold: 0.1
  kill_min_samples: 5
  category_base_weights:
    前瞻: 2.0
    PA: 1.5
    滞后: 0.5
  signal_deprecation:
    enabled: true
    min_samples: 10
    hit_rate_warn_threshold: 0.2
    hit_rate_deprecate_threshold: 0.1
    min_tracking_days: 3
    note: 信号淘汰机制。累计≥10样本+跟踪≥3天后，命中率<10%自动淘汰(权重→0)；<20%警告并自动降权。
    deprecate_action: set_weight_zero
    warn_action: halve_weight
reverse_analysis:
  top_n_gainers: 30
  lookback_hours: 72
  min_gain_pct: 10.0
  significance_threshold_pct: 60.0
  feature_extraction:
    check_continuous_k: true
    check_ignition: true
    check_supply_demand: true
    check_volume_pattern: true
    check_sector_alignment: true
event_driven:
  enabled: true
  poll_interval_min: 1
  decision_target_seconds: 60
  news_time_window_hours: 3
  max_event_age_hours: 6
  dedup_window_hours: 24
  min_importance_level: A
  sources:
    binance_listing:
      enabled: true
      weight: S
      url: https://www.binance.com/bapi/composite/v1/public/cms/article/list/query?type=1&catalogId=48&pageNo=1&pageSize=20
      note: Binance New Cryptocurrency Listing，含现货/合约/Launchpool等，对山寨短线冲击最大
    binance_latest:
      enabled: true
      weight: A
      url: https://www.binance.com/bapi/composite/v1/public/cms/article/list/query?type=1&catalogId=49&pageNo=1&pageSize=20
      note: Binance Latest News，用于补充重大服务/产品变更
    coingecko_trending:
      enabled: true
      weight: B
      note: 只作为热度源；单独不直接推荐，必须技术确认
    wublock123:
      enabled: true
      type: rss
      label: 吴说区块链
      weight: A
      url: https://www.wublock123.com/feed
      max_items: 30
      max_symbols_per_item: 6
      note: 中文高质量加密新闻源，适合进入 AI 舆情分析与事件驱动技术检查
      symbol_aliases:
        bitcoin: BTC
        btc: BTC
        ethereum: ETH
        eth: ETH
        solana: SOL
        sol: SOL
        binance coin: BNB
        bnb: BNB
        ripple: XRP
        xrp: XRP
        dogecoin: DOGE
        doge: DOGE
        sui: SUI
        ton: TON
        chainlink: LINK
        avalanche: AVAX
        arbitrum: ARB
        optimism: OP
    panewslab:
      enabled: true
      type: rss
      label: PANews
      weight: A
      url: https://www.panewslab.com/rss.xml?lang=zh&type=NORMAL%2CNEWS
      max_items: 30
      max_symbols_per_item: 6
      note: 中文加密新闻源，覆盖项目进展、交易所、监管和生态消息；进入 AI 舆情分析与事件驱动技术检查
      symbol_aliases:
        bitcoin: BTC
        btc: BTC
        ethereum: ETH
        eth: ETH
        solana: SOL
        sol: SOL
        binance coin: BNB
        bnb: BNB
        ripple: XRP
        xrp: XRP
        dogecoin: DOGE
        doge: DOGE
        sui: SUI
        ton: TON
        chainlink: LINK
        avalanche: AVAX
        arbitrum: ARB
        optimism: OP
    google_news_rss:
      enabled: false
      weight: B
      note: 旧闻污染严重，默认不作为触发源；后续仅在严格时间窗+白名单媒体下启用
  importance:
    s_keywords:
    - will list
    - will launch
    - futures will launch
    - perpetual contract
    - launchpool
    - megadrop
    - hodler airdrops
    - coinbase will add
    - upbit listing
    - bithumb listing
    a_keywords:
    - margin will add
    - new trading pairs
    - earn
    - convert
    - roadmap
    - mainnet
    - tokenomics
    - airdrop
    - burn
    - buyback
    - partnership
    - integration
    - upgrade
    negative_keywords:
    - delist
    - suspend trading
    - remove
    - cease trading
    - risk warning
  technical_check:
    min_tech_score_recommend: 6
    min_tech_score_observe: 3
    reject_if_24h_gain_gt: 30
    warn_if_24h_gain_gt: 18
    reject_if_funding_gt: 0.003
    allow_static_accumulation: true
    allow_volume_breakout: true
    allow_ignition: true
  push:
    recommend: true
    observe: true
    risk: true
    cooldown_hours: 6
  theme_expansion:
    enabled: true
    min_theme_importance: A
    max_expanded_symbols: 12
    static_accumulation_bonus:
      enabled: true
      min_static_count: 8
      score_bonus: 3
      note: 重大生态事件命中后，强静K蓄力币提前升权，防止DOGS类未起爆前被粗筛漏掉
    themes:
      ton_ecosystem:
        name: TON/Telegram生态
        keywords:
        - telegram
        - durov
        - ton foundation
        - ton ecosystem
        - ton validator
        - ton fees
        - ton.org
        - notcoin
        - dogs
        - hamster kombat
        primary_symbols:
        - TON
        symbols:
        - TON
        - NOT
        - DOGS
        - HMSTR
        - CATI
        - MAJOR
        note: Telegram/TON重大事件会外溢到NOT、DOGS等生态币，属于主题性大行情优先源
      base_ecosystem:
        name: Base生态
        keywords:
        - base ecosystem
        - coinbase base
        - base chain
        - on base
        primary_symbols: []
        symbols:
        - VIRTUAL
        - AERO
        - DEGEN
        - BRETT
        note: Base链主题扩散
      solana_meme:
        name: Solana Meme生态
        keywords:
        - solana meme
        - solana ecosystem
        - sol meme
        primary_symbols:
        - SOL
        symbols:
        - BONK
        - WIF
        - POPCAT
        - MEW
        note: Solana meme主题扩散
meta:
  version: 1
  last_review: '2026-05-16T22:13:30.935934'
  last_reverse_analysis: '2026-05-16T22:14:07.712776'
  total_reviews: 62
  total_rules_learned: 37
  iteration_count: 67
  strategy_version: v1.7.11
  strategy_revision_started_at: '2026-05-09T01:20:00'
  strategy_revision_note: 'v1.7.11: 触发时效治理，旧形态只作背景，消息触发显式标记'
  rules_checksum: 4dd0c430f414775a
  rules_last_verified: '2026-05-08T16:24:54'
  factor_recency_fixed_at: '2026-05-11T07:41:19'
  clean_review_started_at: '2026-05-11T07:41:19'
  dirty_history_reason: 因子时效性修复前，历史推荐可能把旧放量/旧起爆/旧突破当成当前触发；旧样本仅用于诊断，不参与正式发布
  legacy_learned_rules_disabled_at: '2026-05-13T06:54:41'
  legacy_learned_rules_disabled_count: 37
  legacy_learned_rules_reason: 复盘/自学习收敛到迭代发布闸门；历史 learned_rules 未经发布闸门验证，全部禁用为污染参考
  total_rules_learned_active: 0
learned_rules:
- type: bonus
  description: 爆发案例中3次出现3静K蓄力组合 → 此信号组合预测爆发有效
  conditions:
    signal_combo:
    - 3sk_accum
    min_combo_count: 3
  score_adjust: 1
  source: legacy_review_pattern
  id: rule_20260430_0030_001
  created: '2026-04-30'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: review_pattern
  release_version: ''
  candidate_id: null
- type: bonus
  description: 涨幅榜69.2%有静K蓄力(占比≥15%) → 蓄力是爆发必要条件
  conditions:
    static_ratio_min: 0.15
  score_adjust: 1
  source: legacy_reverse_analysis
  id: rule_20260430_0030_002
  created: '2026-04-30'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: reverse_analysis
  release_version: ''
  candidate_id: null
- type: bonus
  description: 爆发案例中4次出现3静K蓄力组合 → 此信号组合预测爆发有效
  conditions:
    signal_combo:
    - 3sk_accum
    min_combo_count: 3
  score_adjust: 1
  source: legacy_review_pattern
  id: rule_20260502_2354_003
  created: '2026-05-02'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: review_pattern
  release_version: ''
  candidate_id: null
- type: deprecation
  description: 信号 [4H 连续3K多头加速] 命中率5.6%<10.0%，自动淘汰(权重→0)，样本18
  conditions:
    signal: 4H 连续3K多头加速
    hit_rate: 5.6
    total_count: 18
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260510_0030_004
  created: '2026-05-10'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
- type: deprecation
  description: 信号 [4H布林极度收窄(偏多)] 命中率0.0%<10.0%，自动淘汰(权重→0)，样本21
  conditions:
    signal: 4H布林极度收窄(偏多)
    hit_rate: 0.0
    total_count: 21
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260510_0030_005
  created: '2026-05-10'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
- type: deprecation
  description: 信号 [大户偏多(66%)] 命中率7.7%<10.0%，自动淘汰(权重→0)，样本13
  conditions:
    signal: 大户偏多(66%)
    hit_rate: 7.7
    total_count: 13
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260510_0030_006
  created: '2026-05-10'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
- type: bonus
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- type: deprecation
  description: 信号 [4H布林极度收窄(偏多)] 命中率0.0%<10.0%，自动淘汰(权重→0)，样本21
  conditions:
    signal: 4H布林极度收窄(偏多)
    hit_rate: 0.0
    total_count: 21
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260512_0030_035
  created: '2026-05-12'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
- type: deprecation
  description: 信号 [4H 连续3K多头加速] 命中率5.6%<10.0%，自动淘汰(权重→0)，样本18
  conditions:
    signal: 4H 连续3K多头加速
    hit_rate: 5.6
    total_count: 18
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260513_0030_036
  created: '2026-05-13'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
- type: deprecation
  description: 信号 [4H布林极度收窄(偏多)] 命中率0.0%<10.0%，自动淘汰(权重→0)，样本21
  conditions:
    signal: 4H布林极度收窄(偏多)
    hit_rate: 0.0
    total_count: 21
    threshold: 10.0
  score_adjust: 0
  source: legacy_signal_deprecation
  id: rule_20260513_0030_037
  created: '2026-05-13'
  hit_count: 0
  miss_count: 0
  active: false
  legacy_disabled_at: '2026-05-13T06:54:41'
  legacy_reason: 发布闸门收敛前自动写入/自动淘汰产生，未经过 candidate→gray→active 发布闸门；仅保留为历史污染参考
  source_original: signal_deprecation
  release_version: ''
  candidate_id: null
monitoring:
  untouched_rate:
    description: 未触达率自动监控：当已关闭推荐中未触发TP/SL的比例过高时自动bump min_score
    threshold_pct: 35
    check_window_days: 2
    auto_bump:
      enabled: true
      min_score_5_to_6: true
      min_score_max: 6
      require_human_if_exceeded: true
  param_audit:
    description: 参数变更审计：每次复盘运行scripts/validate_params.py验证关键参数未被意外修改
    validate_script: scripts/validate_params.py
    hash_algorithm: semantic_sha256
    critical_sections:
    - confirm
    - screener
    - pa_engine
    - signal_weights
    - tracker
    - sentiment