222 lines
16 KiB
JSON
Executable File
222 lines
16 KiB
JSON
Executable File
{
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"timestamp": "2025-12-02T14:50:51.220024",
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"aggregated_signal": {
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"timestamp": "2025-12-02T14:50:51.218349",
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"final_signal": "HOLD",
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"final_confidence": 0.3,
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"consensus": "CONSENSUS_HOLD",
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"agreement_score": 0.3,
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"quantitative_signal": {
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"signal_type": "HOLD",
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"signal": "HOLD",
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"confidence": 0.0,
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"composite_score": 17.5,
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"scores": {
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"trend": 0.0,
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"momentum": -30,
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"orderflow": 100,
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"breakout": 0
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}
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},
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"llm_signal": {
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"signal_type": "HOLD",
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"signal": "HOLD",
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"confidence": 0.6,
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"reasoning": "多周期分析显示市场处于严重分歧状态：短期（5m/15m）强劲看涨，中期（4h/1d）明确看跌，长期（1d/1w）方向矛盾。这种分歧导致整体信号为‘HOLD’。短期上涨面临中期趋势阻力和超买技术指标压制，上行空间可能受限。交易机会仅限于快进快出的日内多头，中长线需等待趋势共振。",
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"key_factors": [
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"多周期趋势严重分歧",
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"短期RSI超买与中期下跌趋势冲突",
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"价格处于4小时关键压力位$89,177",
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"成交量在短期放量但日线缩量",
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"周线长期趋势方向待定"
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],
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"opportunities": {
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"short_term_5m_15m_1h": {
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"exists": true,
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"direction": "LONG",
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"entry_price": 89158.5,
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"stop_loss": 88800.0,
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"take_profit": 91592.0,
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"reasoning": "5m和15m周期呈现强劲上涨趋势（量化评分28.4/40.9），MACD金叉，成交量放大，但RSI均超买（>80）。1h周期趋势下跌但MACD金叉扩大，价格接近1h压力位$91,592。短期存在基于小周期动量延续的做多机会，但需警惕超买回调风险。"
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},
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"medium_term_4h_1d": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "4h和1d周期均显示强劲下跌趋势（量化评分-33.4/-23.4），与短期上涨趋势形成严重分歧。4h压力位$89,177与当前价格$89,158.5几乎重合，构成关键阻力。日线MACD虽金叉但趋势向下，RSI中性偏弱，缺乏明确的中期反转或延续信号，建议观望。"
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},
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"long_term_1d_1w": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "日线（下跌趋势）与周线（上涨趋势）方向严重冲突。周线量化评分仅4.3，信号模糊，MACD死叉扩大，RSI弱势。日线趋势向下但MACD金叉，显示长期趋势不明朗，处于关键抉择期。无明确的长期趋势交易机会，需等待日线与周线趋势共振。"
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},
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"ambush": {
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"exists": true,
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"price_level": 86207.0,
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"reasoning": "等待价格回调至1h关键支撑位$86,207附近。该位置接近4h支撑$86,261，若价格能在此企稳并出现1h或4h周期的反弹信号（如RSI从超卖区回升、MACD金叉），可考虑作为中期做多埋伏点，博弈日线下跌趋势中的反弹或反转。"
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},
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"intraday": {
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"exists": true,
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"direction": "LONG",
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"entry_price": 89158.5,
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"stop_loss": 88800.0,
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"take_profit": 91592.0,
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"reasoning": "5m和15m周期呈现强劲上涨趋势（量化评分28.4/40.9），MACD金叉，成交量放大，但RSI均超买（>80）。1h周期趋势下跌但MACD金叉扩大，价格接近1h压力位$91,592。短期存在基于小周期动量延续的做多机会，但需警惕超买回调风险。"
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},
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"swing": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "4h和1d周期均显示强劲下跌趋势（量化评分-33.4/-23.4），与短期上涨趋势形成严重分歧。4h压力位$89,177与当前价格$89,158.5几乎重合，构成关键阻力。日线MACD虽金叉但趋势向下，RSI中性偏弱，缺乏明确的中期反转或延续信号，建议观望。"
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}
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},
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"recommendations_by_timeframe": {
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"short_term": "短期(5m/15m/1h)存在基于小周期动量的日内做多机会，但RSI已严重超买，风险较高。建议轻仓快进快出，严格设置止损于$88,800（基于5m ATR），目标看向1h压力位$91,592。若价格无法有效突破当前4h压力$89,177，应果断离场。",
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"medium_term": "中期(4h/1d)趋势向下，但当前价格处于4h关键压力位，且与短期上涨动能背离。无明确的中期波段入场点，建议观望。可关注价格能否站稳$89,177上方以挑战日线压力$93,080，或回落至$86,200-$86,800支撑区域寻找企稳信号。",
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"long_term": "长期(1d/1w)趋势矛盾，日线下跌与周线上涨形成拉锯。周线支撑$88,909已被短暂跌破，长期方向待定。建议长期投资者保持观望，等待日线趋势（当前下跌）与周线趋势（当前上涨）出现明确一致信号后再做布局，或利用‘ambush’点位分批建仓。"
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},
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"trade_type": "MULTI_TIMEFRAME",
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"risk_level": "HIGH"
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},
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"levels": {
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"current_price": 89179.2,
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"entry": 89179.2,
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"stop_loss": 88999.95,
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"take_profit_1": 90395.95,
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"take_profit_2": 90395.95,
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"take_profit_3": 90395.95,
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"take_profit_1_range": {
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"quant": 89199.9,
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"llm": 91592.0,
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"diff_pct": 2.65
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}
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},
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"risk_reward_ratio": 6.79,
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"recommendation": "量化和AI分析均建议观望,等待更好的机会",
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"warnings": [
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"⚠️ 量化信号置信度较低"
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]
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},
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"market_analysis": {
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"price": 89199.9,
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"trend": {
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"direction": "unknown",
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"strength": 0
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},
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"momentum": {
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"rsi": 50,
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"rsi_status": "中性偏弱",
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"rsi_trend": "中性",
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"macd_signal": "死叉收窄",
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"macd_hist": 0
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}
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},
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"quantitative_signal": {
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"timestamp": "2025-12-02T14:50:04.306308",
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"signal_type": "HOLD",
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"signal_strength": 0.17,
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"composite_score": 17.5,
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"confidence": 0.0,
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"consensus_score": 0.0,
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"scores": {
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"trend": 0.0,
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"momentum": -30,
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"orderflow": 100,
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"breakout": 0
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},
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"levels": {
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"current_price": 89199.9,
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"entry": 89199.9,
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"stop_loss": 89199.9,
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"take_profit_1": 89199.9,
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"take_profit_2": 89199.9,
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"take_profit_3": 89199.9
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},
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"risk_reward_ratio": 0,
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"reasoning": "趋势unknown (0); RSI=50; MACD 死叉收窄; 订单流: 强买方主导"
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},
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"llm_signal": {
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"timestamp": "2025-12-02T14:50:51.218012",
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"signal_type": "HOLD",
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"confidence": 0.6,
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"trade_type": "MULTI_TIMEFRAME",
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"reasoning": "多周期分析显示市场处于严重分歧状态：短期（5m/15m）强劲看涨，中期（4h/1d）明确看跌，长期（1d/1w）方向矛盾。这种分歧导致整体信号为‘HOLD’。短期上涨面临中期趋势阻力和超买技术指标压制，上行空间可能受限。交易机会仅限于快进快出的日内多头，中长线需等待趋势共振。",
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"opportunities": {
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"short_term_5m_15m_1h": {
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"exists": true,
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"direction": "LONG",
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"entry_price": 89158.5,
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"stop_loss": 88800.0,
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"take_profit": 91592.0,
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"reasoning": "5m和15m周期呈现强劲上涨趋势（量化评分28.4/40.9），MACD金叉，成交量放大，但RSI均超买（>80）。1h周期趋势下跌但MACD金叉扩大，价格接近1h压力位$91,592。短期存在基于小周期动量延续的做多机会，但需警惕超买回调风险。"
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},
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"medium_term_4h_1d": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "4h和1d周期均显示强劲下跌趋势（量化评分-33.4/-23.4），与短期上涨趋势形成严重分歧。4h压力位$89,177与当前价格$89,158.5几乎重合，构成关键阻力。日线MACD虽金叉但趋势向下，RSI中性偏弱，缺乏明确的中期反转或延续信号，建议观望。"
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},
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"long_term_1d_1w": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "日线（下跌趋势）与周线（上涨趋势）方向严重冲突。周线量化评分仅4.3，信号模糊，MACD死叉扩大，RSI弱势。日线趋势向下但MACD金叉，显示长期趋势不明朗，处于关键抉择期。无明确的长期趋势交易机会，需等待日线与周线趋势共振。"
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},
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"ambush": {
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"exists": true,
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"price_level": 86207.0,
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"reasoning": "等待价格回调至1h关键支撑位$86,207附近。该位置接近4h支撑$86,261，若价格能在此企稳并出现1h或4h周期的反弹信号（如RSI从超卖区回升、MACD金叉），可考虑作为中期做多埋伏点，博弈日线下跌趋势中的反弹或反转。"
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},
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"intraday": {
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"exists": true,
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"direction": "LONG",
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"entry_price": 89158.5,
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"stop_loss": 88800.0,
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"take_profit": 91592.0,
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"reasoning": "5m和15m周期呈现强劲上涨趋势（量化评分28.4/40.9），MACD金叉，成交量放大，但RSI均超买（>80）。1h周期趋势下跌但MACD金叉扩大，价格接近1h压力位$91,592。短期存在基于小周期动量延续的做多机会，但需警惕超买回调风险。"
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},
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"swing": {
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"exists": false,
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"direction": null,
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"entry_price": 0,
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"stop_loss": 0,
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"take_profit": 0,
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"reasoning": "4h和1d周期均显示强劲下跌趋势（量化评分-33.4/-23.4），与短期上涨趋势形成严重分歧。4h压力位$89,177与当前价格$89,158.5几乎重合，构成关键阻力。日线MACD虽金叉但趋势向下，RSI中性偏弱，缺乏明确的中期反转或延续信号，建议观望。"
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}
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},
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"recommendations_by_timeframe": {
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"short_term": "短期(5m/15m/1h)存在基于小周期动量的日内做多机会，但RSI已严重超买，风险较高。建议轻仓快进快出，严格设置止损于$88,800（基于5m ATR），目标看向1h压力位$91,592。若价格无法有效突破当前4h压力$89,177，应果断离场。",
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"medium_term": "中期(4h/1d)趋势向下，但当前价格处于4h关键压力位，且与短期上涨动能背离。无明确的中期波段入场点，建议观望。可关注价格能否站稳$89,177上方以挑战日线压力$93,080，或回落至$86,200-$86,800支撑区域寻找企稳信号。",
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"long_term": "长期(1d/1w)趋势矛盾，日线下跌与周线上涨形成拉锯。周线支撑$88,909已被短暂跌破，长期方向待定。建议长期投资者保持观望，等待日线趋势（当前下跌）与周线趋势（当前上涨）出现明确一致信号后再做布局，或利用‘ambush’点位分批建仓。"
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},
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"levels": {
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"current_price": 89158.5,
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"entry": 89158.5,
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"stop_loss": 88800.0,
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"take_profit_1": 91592.0,
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"take_profit_2": 91592.0,
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"take_profit_3": 91592.0
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},
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"risk_level": "HIGH",
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"key_factors": [
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"多周期趋势严重分歧",
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"短期RSI超买与中期下跌趋势冲突",
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"价格处于4小时关键压力位$89,177",
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"成交量在短期放量但日线缩量",
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"周线长期趋势方向待定"
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],
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"raw_response": "```json\n{\n \"signal\": \"HOLD\",\n \"confidence\": 0.6,\n \"opportunities\": {\n \"short_term_5m_15m_1h\": {\n \"exists\": true,\n \"timeframe_label\": \"短期 (5m/15m/1h)\",\n \"direction\": \"LONG\",\n \"entry_price\": 89158.5,\n \"stop_loss\": 88800.0,\n \"take_profit\": 91592.0,\n \"reasoning\": \"5m和15m周期呈现强劲上涨趋势（量化评分28.4/40.9），MACD金叉，成交量放大，但RSI均超买（>80）。1h周期趋势下跌但MACD金叉扩大，价格接近1h压力位$91,592。短期存在基于小周期动量延续的做多机会，但需警惕超买回调风险。\",\n \"持仓时间\": \"几分钟到几小时\"\n },\n \"medium_term_4h_1d\": {\n \"exists\": false,\n \"timeframe_label\": \"中期 (4h/1d)\",\n \"direction\": null,\n \"entry_price\": null,\n \"stop_loss\": null,\n \"take_profit\": null,\n \"reasoning\": \"4h和1d周期均显示强劲下跌趋势（量化评分-33.4/-23.4），与短期上涨趋势形成严重分歧。4h压力位$89,177与当前价格$89,158.5几乎重合，构成关键阻力。日线MACD虽金叉但趋势向下，RSI中性偏弱，缺乏明确的中期反转或延续信号，建议观望。\",\n \"持仓时间\": \"数天到一周\"\n },\n \"long_term_1d_1w\": {\n \"exists\": false,\n \"timeframe_label\": \"长期 (1d/1w)\",\n \"direction\": null,\n \"entry_price\": null,\n \"stop_loss\": null,\n \"take_profit\": null,\n \"reasoning\": \"日线（下跌趋势）与周线（上涨趋势）方向严重冲突。周线量化评分仅4.3，信号模糊，MACD死叉扩大，RSI弱势。日线趋势向下但MACD金叉，显示长期趋势不明朗，处于关键抉择期。无明确的长期趋势交易机会，需等待日线与周线趋势共振。\",\n \"持仓时间\": \"数周到数月\"\n },\n \"ambush\": {\n \"exists\": true,\n \"price_level\": 86207.0,\n \"reasoning\": \"等待价格回调至1h关键支撑位$86,207附近。该位置接近4h支撑$86,261，若价格能在此企稳并出现1h或4h周期的反弹信号（如RSI从超卖区回升、MACD金叉），可考虑作为中期做多埋伏点，博弈日线下跌趋势中的反弹或反转。\",\n \"timeframe\": \"基于1小时和4小时级别的关键支撑位\"\n }\n },\n \"recommendations_by_timeframe\": {\n \"short_term\": \"短期(5m/15m/1h)存在基于小周期动量的日内做多机会，但RSI已严重超买，风险较高。建议轻仓快进快出，严格设置止损于$88,800（基于5m ATR），目标看向1h压力位$91,592。若价格无法有效突破当前4h压力$89,177，应果断离场。\",\n \"medium_term\": \"中期(4h/1d)趋势向下，但当前价格处于4h关键压力位，且与短期上涨动能背离。无明确的中期波段入场点，建议观望。可关注价格能否站稳$89,177上方以挑战日线压力$93,080，或回落至$86,200-$86,800支撑区域寻找企稳信号。\",\n \"long_term\": \"长期(1d/1w)趋势矛盾，日线下跌与周线上涨形成拉锯。周线支撑$88,909已被短暂跌破，长期方向待定。建议长期投资者保持观望，等待日线趋势（当前下跌）与周线趋势（当前上涨）出现明确一致信号后再做布局，或利用‘ambush’点位分批建仓。\"\n },\n \"reasoning\": \"多周期分析显示市场处于严重分歧状态：短期（5m/15m）强劲看涨，中期（4h/1d）明确看跌，长期（1d/1w）方向矛盾。这种分歧导致整体信号为‘HOLD’。短期上涨面临中期趋势阻力和超买技术指标压制，上行空间可能受限。交易机会仅限于快进快出的日内多头，中长线需等待趋势共振。\",\n \"risk_level\": \"HIGH\",\n \"key_factors\": [\"多周期趋势严重分歧\", \"短期RSI超买与中期下跌趋势冲突\", \"价格处于4小时关键压力位$89,177\", \"成交量在短期放量但日线缩量\", \"周线长期趋势方向待定\"]\n}\n```",
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"risk_reward_ratio": 6.79
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}
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} |