diff --git a/docker-compose.yml b/docker-compose.yml index bea327b..640cf69 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -19,10 +19,10 @@ services: # Signal generation interval - SIGNAL_INTERVAL_MINUTES=15 # 每15分钟生成一次信号 - # Volatility trigger - 波动率触发 - - ENABLE_VOLATILITY_TRIGGER=true - - VOLATILITY_THRESHOLD=1.0 # 1% 阈值 (原0.5%太敏感) - - VOLATILITY_COOLDOWN_MINUTES=5 # 5分钟冷却 (原3分钟太短) + # Volatility trigger - 波动率触发 (已禁用,只使用定时分析) + - ENABLE_VOLATILITY_TRIGGER=false + # - VOLATILITY_THRESHOLD=1.0 + # - VOLATILITY_COOLDOWN_MINUTES=5 # Note: LLM API and DingTalk configs are loaded from .env file diff --git a/trading/paper_trading.py b/trading/paper_trading.py index a8408ad..da7afbb 100644 --- a/trading/paper_trading.py +++ b/trading/paper_trading.py @@ -41,7 +41,7 @@ TIMEFRAME_CONFIG = { 'initial_balance': 10000.0, 'signal_expiry_minutes': 5, # 信号有效期5分钟 'min_risk_reward_ratio': 1.5, # 最小风险回报比 - 'base_price_deviation': 0.003, # 基础价格偏差 0.3% + 'base_price_deviation': 0.005, # 基础价格偏差 0.5% (原0.3%太严格) 'atr_deviation_multiplier': 0.5, # ATR偏差系数 }, TimeFrame.MEDIUM: { @@ -50,10 +50,10 @@ TIMEFRAME_CONFIG = { 'signal_keys': ['medium_term_4h_1d', 'swing'], 'leverage': 10, 'initial_balance': 10000.0, - 'signal_expiry_minutes': 30, # 信号有效期30分钟 + 'signal_expiry_minutes': 60, # 信号有效期1小时 (原30分钟太短) 'min_risk_reward_ratio': 1.5, - 'base_price_deviation': 0.005, # 基础价格偏差 0.5% - 'atr_deviation_multiplier': 0.8, + 'base_price_deviation': 0.01, # 基础价格偏差 1% (原0.5%太严格,中期波动更大) + 'atr_deviation_multiplier': 1.0, # ATR偏差系数增加 }, TimeFrame.LONG: { 'name': '长周期', @@ -61,10 +61,10 @@ TIMEFRAME_CONFIG = { 'signal_keys': ['long_term_1d_1w'], 'leverage': 10, 'initial_balance': 10000.0, - 'signal_expiry_minutes': 120, # 信号有效期2小时 + 'signal_expiry_minutes': 240, # 信号有效期4小时 (原2小时) 'min_risk_reward_ratio': 2.0, # 长周期要求更高回报比 - 'base_price_deviation': 0.01, # 基础价格偏差 1% - 'atr_deviation_multiplier': 1.0, + 'base_price_deviation': 0.02, # 基础价格偏差 2% (原1%,长周期波动更大) + 'atr_deviation_multiplier': 1.5, }, }