update

config/settings.py

@@ -31,7 +31,12 @@ class Settings(BaseSettings):
     # Monitoring
     LOG_LEVEL: str = "INFO"
 
-    # Profit filter
+    # Profit filter - 不同周期的最低盈利要求
+    MIN_PROFIT_PCT_SHORT: float = 1.0   # 短周期 (5m/15m/1h) 最低 1%
+    MIN_PROFIT_PCT_MEDIUM: float = 2.0  # 中周期 (4h/1d) 最低 2%
+    MIN_PROFIT_PCT_LONG: float = 5.0    # 长周期 (1d/1w) 最低 5%
+
+    # 向后兼容
     MIN_PROFIT_PCT: float = 1.0
     PREFER_INTRADAY: bool = True
 

signals/llm_decision.py

@@ -228,7 +228,7 @@ ${current_price:,.2f}
 
 **重要原则**:
 1. **优先日内短线** - 重点关注 short_term_5m_15m_1h 的日内交易机会
-2. **盈利空间≥1%** - 只有预期盈利 ≥1% 时才给出操作建议，否则 exists=false
+2. **不同周期盈利要求不同** - 短期≥1%，中期≥2%，长期≥5%，不满足则 exists=false
 3. **自行识别支撑压力位** - 从K线数据中找出重要的高低点作为支撑压力位
 4. **响应必须是有效的JSON格式** - 不要包含注释
 
@@ -316,13 +316,16 @@ ${current_price:,.2f}
    - 历史重要价格区间
    - 大周期趋势线
 
-## 止盈止损设置
+## 止盈止损设置（不同周期要求不同）
 
-- 短期: 止损 0.3%-0.5%, 止盈 ≥1%
+- 短期 (5m/15m/1h): 止损 0.3%-0.5%, 止盈 ≥1%
-- 中期: 止损 1%-2%, 止盈 ≥2%
+- 中期 (4h/1d): 止损 1%-2%, 止盈 ≥2%
-- 长期: 止损 2%-4%, 止盈 ≥4%
+- 长期 (1d/1w): 止损 2%-4%, 止盈 ≥5%
 
-只有当 (take_profit - entry) / entry ≥ 1% 时才给出具体建议!
+重要：各周期的盈利空间必须满足最低要求才给出建议：
+- 短期机会: (take_profit - entry) / entry ≥ 1%
+- 中期机会: (take_profit - entry) / entry ≥ 2%
+- 长期机会: (take_profit - entry) / entry ≥ 5%
 """
 
         return prompt
@@ -444,41 +447,43 @@ ${current_price:,.2f}
             medium_term = swing
             long_term = {}
 
-        # Apply minimum profit filter to all opportunities
+        # Apply minimum profit filter to all opportunities - 不同周期不同要求
-        MIN_PROFIT_PCT = settings.MIN_PROFIT_PCT
+        MIN_PROFIT_SHORT = settings.MIN_PROFIT_PCT_SHORT   # 短周期 1%
+        MIN_PROFIT_MEDIUM = settings.MIN_PROFIT_PCT_MEDIUM  # 中周期 2%
+        MIN_PROFIT_LONG = settings.MIN_PROFIT_PCT_LONG      # 长周期 5%
 
-        # Filter short_term
+        # Filter short_term (最低 1%)
-        short_term_valid = meets_profit_threshold(short_term, MIN_PROFIT_PCT)
+        short_term_valid = meets_profit_threshold(short_term, MIN_PROFIT_SHORT)
         if short_term.get('exists') and not short_term_valid:
             profit_pct = calc_profit_pct(
                 safe_float(short_term.get('entry_price'), 0),
                 safe_float(short_term.get('take_profit'), 0),
                 short_term.get('direction')
             )
-            logger.info(f"短期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_PCT}%")
+            logger.info(f"短期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_SHORT}%")
-            short_term = {'exists': False, 'reasoning': f'盈利空间不足1% (仅{profit_pct:.2f}%)，建议观望'}
+            short_term = {'exists': False, 'reasoning': f'盈利空间不足{MIN_PROFIT_SHORT}% (仅{profit_pct:.2f}%)，建议观望'}
 
-        # Filter medium_term
+        # Filter medium_term (最低 2%)
-        medium_term_valid = meets_profit_threshold(medium_term, MIN_PROFIT_PCT)
+        medium_term_valid = meets_profit_threshold(medium_term, MIN_PROFIT_MEDIUM)
         if medium_term.get('exists') and not medium_term_valid:
             profit_pct = calc_profit_pct(
                 safe_float(medium_term.get('entry_price'), 0),
                 safe_float(medium_term.get('take_profit'), 0),
                 medium_term.get('direction')
             )
-            logger.info(f"中期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_PCT}%")
+            logger.info(f"中期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_MEDIUM}%")
-            medium_term = {'exists': False, 'reasoning': f'盈利空间不足1% (仅{profit_pct:.2f}%)，建议观望'}
+            medium_term = {'exists': False, 'reasoning': f'盈利空间不足{MIN_PROFIT_MEDIUM}% (仅{profit_pct:.2f}%)，建议观望'}
 
-        # Filter long_term
+        # Filter long_term (最低 5%)
-        long_term_valid = meets_profit_threshold(long_term, MIN_PROFIT_PCT)
+        long_term_valid = meets_profit_threshold(long_term, MIN_PROFIT_LONG)
         if long_term.get('exists') and not long_term_valid:
             profit_pct = calc_profit_pct(
                 safe_float(long_term.get('entry_price'), 0),
                 safe_float(long_term.get('take_profit'), 0),
                 long_term.get('direction')
             )
-            logger.info(f"长期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_PCT}%")
+            logger.info(f"长期机会被过滤: 盈利空间 {profit_pct:.2f}% < {MIN_PROFIT_LONG}%")
-            long_term = {'exists': False, 'reasoning': f'盈利空间不足1% (仅{profit_pct:.2f}%)，建议观望'}
+            long_term = {'exists': False, 'reasoning': f'盈利空间不足{MIN_PROFIT_LONG}% (仅{profit_pct:.2f}%)，建议观望'}
 
         # Determine primary levels (priority: short > medium > long) - 优先日内短线
         entry = market_context.get('current_price', 0)