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aaron 2025-12-12 11:37:10 +08:00
parent 73bb91b6f2
commit 4490072d66
2 changed files with 11 additions and 11 deletions
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8
docker-compose.yml
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@ -19,10 +19,10 @@ services:
# Signal generation interval # Signal generation interval
- SIGNAL_INTERVAL_MINUTES=15 # 每15分钟生成一次信号 - SIGNAL_INTERVAL_MINUTES=15 # 每15分钟生成一次信号
# Volatility trigger - 波动率触发 # Volatility trigger - 波动率触发 (已禁用，只使用定时分析)
- ENABLE_VOLATILITY_TRIGGER=true - ENABLE_VOLATILITY_TRIGGER=false
- VOLATILITY_THRESHOLD=1.0 # 1% 阈值 (原0.5%太敏感) # - VOLATILITY_THRESHOLD=1.0
- VOLATILITY_COOLDOWN_MINUTES=5 # 5分钟冷却 (原3分钟太短) # - VOLATILITY_COOLDOWN_MINUTES=5
# Note: LLM API and DingTalk configs are loaded from .env file # Note: LLM API and DingTalk configs are loaded from .env file

14
trading/paper_trading.py
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@ -41,7 +41,7 @@ TIMEFRAME_CONFIG = {
'initial_balance': 10000.0, 'initial_balance': 10000.0,
'signal_expiry_minutes': 5, # 信号有效期5分钟 '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 '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 'atr_deviation_multiplier': 0.5, # ATR偏差系数
}, },
TimeFrame.MEDIUM: { TimeFrame.MEDIUM: {
@ -50,10 +50,10 @@ TIMEFRAME_CONFIG = {
'signal_keys': ['medium_term_4h_1d', 'swing'], 'signal_keys': ['medium_term_4h_1d', 'swing'],
'leverage': 10, 'leverage': 10,
'initial_balance': 10000.0, '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, 'min_risk_reward_ratio': 1.5,
'base_price_deviation': 0.005, # 基础价格偏差 0.5% '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': 0.8, 'atr_deviation_multiplier': 1.0, # ATR偏差系数增加
}, },
TimeFrame.LONG: { TimeFrame.LONG: {
'name': '长周期', 'name': '长周期',
@ -61,10 +61,10 @@ TIMEFRAME_CONFIG = {
'signal_keys': ['long_term_1d_1w'], 'signal_keys': ['long_term_1d_1w'],
'leverage': 10, 'leverage': 10,
'initial_balance': 10000.0, '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 '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% 'base_price_deviation': 0.02, # 基础价格偏差 2% (原1%，长周期波动更大)
'atr_deviation_multiplier': 1.0, 'atr_deviation_multiplier': 1.5,
}, },
} }