1

backend/app/crypto_agent/crypto_agent.py

@@ -675,7 +675,10 @@ class CryptoAgent:
             decision_type = paper_decision.get('decision', 'HOLD')
 
             if decision_type == 'HOLD':
-                logger.info(f"\n📊 模拟交易: {paper_decision.get('reasoning', '观望')}")
+                reasoning = paper_decision.get('reasoning', '观望')
+                logger.info(f"\n📊 模拟交易: {reasoning}")
+                # 有信号但决策为 HOLD，发送未执行通知
+                await self._notify_signal_not_executed(market_signal, paper_decision, current_price, is_paper=True)
             else:
                 logger.info(f"\n📊 【执行模拟交易】")
 
@@ -689,7 +692,10 @@ class CryptoAgent:
                         await self._send_signal_notification(market_signal, paper_decision, current_price, is_paper=True)
                         paper_executed = True
                     else:
-                        logger.warning(f"   ⚠️  模拟交易未执行，跳过通知")
+                        # 有信号但订单创建失败，发送未执行通知
+                        reason = result.get('message', '订单创建失败') if result else '订单创建失败'
+                        await self._notify_signal_not_executed(market_signal, paper_decision, current_price, is_paper=True, reason=reason)
+                        logger.warning(f"   ⚠️  模拟交易未执行，已发送通知")
                 elif decision_type == 'CLOSE':
                     await self._execute_close(paper_decision, paper_trading=True)
                     paper_executed = True
@@ -703,7 +709,10 @@ class CryptoAgent:
                 decision_type = real_decision.get('decision', 'HOLD')
 
                 if decision_type == 'HOLD':
-                    logger.info(f"\n💰 实盘交易: {real_decision.get('reasoning', '观望')}")
+                    reasoning = real_decision.get('reasoning', '观望')
+                    logger.info(f"\n💰 实盘交易: {reasoning}")
+                    # 有信号但决策为 HOLD，发送未执行通知
+                    await self._notify_signal_not_executed(market_signal, real_decision, current_price, is_paper=False)
                 else:
                     logger.info(f"\n💰 【执行实盘交易】")
 
@@ -716,7 +725,10 @@ class CryptoAgent:
                             await self._send_signal_notification(market_signal, real_decision, current_price, is_paper=False)
                             real_executed = True
                         else:
-                            logger.warning(f"   ⚠️  实盘交易未执行，跳过通知")
+                            # 有信号但订单创建失败，发送未执行通知
+                            reason = result.get('message', '订单创建失败') if result else '订单创建失败'
+                            await self._notify_signal_not_executed(market_signal, real_decision, current_price, is_paper=False, reason=reason)
+                            logger.warning(f"   ⚠️  实盘交易未执行，已发送通知")
                     elif decision_type == 'CLOSE':
                         await self._execute_close(real_decision, paper_trading=False)
                         real_executed = True
@@ -1402,6 +1414,73 @@ class CryptoAgent:
         if self.settings.telegram_enabled:
             await self.telegram.send_message(message)
 
+    async def _notify_signal_not_executed(
+        self,
+        market_signal: Dict[str, Any],
+        decision: Dict[str, Any],
+        current_price: float,
+        is_paper: bool = True,
+        reason: str = ""
+    ):
+        """发送有信号但未执行交易的通知"""
+        try:
+            symbol = market_signal.get('symbol')
+            account_type = "📊 模拟" if is_paper else "💰 实盘"
+
+            # 获取最佳信号
+            best_signal = self._get_best_signal_from_market(market_signal)
+            if not best_signal:
+                return
+
+            confidence = best_signal.get('confidence', 0)
+            entry_type = best_signal.get('entry_type', 'market')
+            entry_zone = best_signal.get('entry_zone', current_price)
+
+            # 决策信息
+            decision_type = decision.get('decision', 'HOLD')
+            decision_reasoning = decision.get('reasoning', reason)
+
+            # 方向图标
+            action = best_signal.get('action', 'wait')
+            if action == 'buy':
+                action_icon = '🟢'
+                action_text = '做多'
+            elif action == 'sell':
+                action_icon = '🔴'
+                action_text = '做空'
+            else:
+                action_icon = '➖'
+                action_text = '观望'
+
+            # 构建标题
+            title = f"{account_type} {symbol} 信号未执行"
+
+            # 构建内容
+            content_parts = [
+                f"{action_icon} **信号**: {action_text} | 📈 信心度: **{confidence}%**",
+                f"",
+                f"**入场方式**: {entry_type}",
+                f"**建议入场价**: ${entry_zone:,.2f}" if isinstance(entry_zone, (int, float)) else f"**建议入场价**: {entry_zone}",
+                f"**当前价格**: ${current_price:,.2f}",
+                f"",
+                f"⚠️ **未执行原因**:",
+                f"{decision_reasoning}",
+            ]
+
+            content = "\n".join(content_parts)
+
+            # 发送通知
+            if self.settings.feishu_enabled:
+                await self.feishu.send_card(title, content, "orange")
+            if self.settings.telegram_enabled:
+                message = f"{title}\n\n{content}"
+                await self.telegram.send_message(message)
+
+            logger.info(f"   📤 已发送信号未执行通知: {decision_type} - {decision_reasoning[:50]}")
+
+        except Exception as e:
+            logger.warning(f"发送信号未执行通知失败: {e}")
+
     async def analyze_once(self, symbol: str) -> Dict[str, Any]:
         """单次分析（用于测试或手动触发）"""
         data = self.binance.get_multi_timeframe_data(symbol)

backend/app/crypto_agent/market_signal_analyzer.py

@@ -13,6 +13,7 @@
 """
 import json
 import re
+import pandas as pd
 from typing import Dict, Any, Optional, List
 from datetime import datetime
 from app.utils.logger import logger
@@ -329,6 +330,12 @@ class MarketSignalAnalyzer:
             else:
                 context_parts.append("量价状态: 平量 ➖")
 
+        # 波动率分析
+        volatility_analysis = self._analyze_volatility(data)
+        if volatility_analysis:
+            context_parts.append(f"\n## 波动率分析")
+            context_parts.append(volatility_analysis)
+
         return "\n".join(context_parts)
 
     async def _get_news_context(self, symbol: str) -> str:
@@ -544,3 +551,45 @@ class MarketSignalAnalyzer:
             'timestamp': datetime.now().isoformat(),
             'error': '信号分析失败'
         }
+
+    def _analyze_volatility(self, data: Dict[str, pd.DataFrame]) -> str:
+        """分析波动率变化"""
+        df = data.get('1h')
+        if df is None or len(df) < 24 or 'atr' not in df.columns:
+            return ""
+
+        lines = []
+
+        # ATR 变化趋势
+        recent_atr = df['atr'].iloc[-6:].mean()  # 最近 6 根
+        older_atr = df['atr'].iloc[-12:-6].mean()  # 之前 6 根
+
+        if pd.isna(recent_atr) or pd.isna(older_atr) or older_atr == 0:
+            return ""
+
+        atr_change = (recent_atr - older_atr) / older_atr * 100
+
+        current_atr = float(df['atr'].iloc[-1])
+        current_price = float(df['close'].iloc[-1])
+        atr_percent = current_atr / current_price * 100
+
+        lines.append(f"当前 ATR: ${current_atr:.2f} ({atr_percent:.2f}%)")
+
+        if atr_change > 20:
+            lines.append(f"**波动率扩张**: ATR 上升 {atr_change:.0f}%，趋势可能启动")
+        elif atr_change < -20:
+            lines.append(f"**波动率收缩**: ATR 下降 {abs(atr_change):.0f}%，可能即将突破")
+        else:
+            lines.append(f"波动率稳定: ATR 变化 {atr_change:+.0f}%")
+
+        # 布林带宽度
+        if 'bb_upper' in df.columns and 'bb_lower' in df.columns:
+            bb_width = (float(df['bb_upper'].iloc[-1]) - float(df['bb_lower'].iloc[-1])) / current_price * 100
+            bb_width_prev = (float(df['bb_upper'].iloc[-6]) - float(df['bb_lower'].iloc[-6])) / float(df['close'].iloc[-6]) * 100
+
+            if bb_width < bb_width_prev * 0.8:
+                lines.append(f"**布林带收口**: 宽度 {bb_width:.1f}%，变盘信号")
+            elif bb_width > bb_width_prev * 1.2:
+                lines.append(f"**布林带开口**: 宽度 {bb_width:.1f}%，趋势延续")
+
+        return "\n".join(lines)