a

binance_client.py

@@ -6,6 +6,7 @@ import logging
 from typing import Dict, List, Optional, Any
 from binance import AsyncClient, BinanceSocketManager
 from binance.exceptions import BinanceAPIException
+from unicorn_websocket import UnicornWebSocketManager
 import config
 
 logger = logging.getLogger(__name__)
@@ -28,6 +29,8 @@ class BinanceClient:
         self.testnet = testnet or config.USE_TESTNET
         self.client: Optional[AsyncClient] = None
         self.socket_manager: Optional[BinanceSocketManager] = None
+        self.unicorn_manager: Optional[UnicornWebSocketManager] = None
+        self.use_unicorn = config.TRADING_CONFIG.get('USE_UNICORN_WEBSOCKET', True)
         
     async def connect(self, timeout: int = None, retries: int = None):
         """
@@ -65,6 +68,21 @@ class BinanceClient:
                 self.socket_manager = BinanceSocketManager(self.client)
                 logger.info(f"✓ 币安客户端连接成功 (测试网: {self.testnet})")
                 
+                # 启动Unicorn WebSocket（如果启用）
+                if self.use_unicorn:
+                    try:
+                        self.unicorn_manager = UnicornWebSocketManager(testnet=self.testnet)
+                        if self.unicorn_manager.start():
+                            logger.info("✓ Unicorn WebSocket管理器启动成功")
+                            # 启动异步数据处理
+                            asyncio.create_task(self.unicorn_manager.process_stream_data())
+                        else:
+                            logger.warning("Unicorn WebSocket管理器启动失败，将使用标准WebSocket")
+                            self.unicorn_manager = None
+                    except Exception as e:
+                        logger.warning(f"启动Unicorn WebSocket失败: {e}，将使用标准WebSocket")
+                        self.unicorn_manager = None
+                
                 # 验证API密钥权限
                 await self._verify_api_permissions()
                 
@@ -118,6 +136,11 @@ class BinanceClient:
     
     async def disconnect(self):
         """断开连接"""
+        # 停止Unicorn WebSocket
+        if self.unicorn_manager:
+            self.unicorn_manager.stop()
+            self.unicorn_manager = None
+        
         if self.client:
             await self.client.close_connection()
             logger.info("币安客户端已断开连接")
@@ -348,3 +371,40 @@ class BinanceClient:
         except BinanceAPIException as e:
             logger.error(f"设置杠杆失败: {e}")
             return False
+    
+    def subscribe_realtime_prices(self, symbols: List[str], callback) -> bool:
+        """
+        订阅实时价格流（使用Unicorn）
+        
+        Args:
+            symbols: 交易对列表
+            callback: 价格更新回调函数 callback(symbol, price, price_data)
+            
+        Returns:
+            是否成功
+        """
+        if not self.unicorn_manager:
+            logger.warning("Unicorn WebSocket未启用，无法订阅实时价格")
+            return False
+        
+        try:
+            self.unicorn_manager.subscribe_ticker(symbols, callback)
+            logger.info(f"订阅 {len(symbols)} 个交易对的实时价格流")
+            return True
+        except Exception as e:
+            logger.error(f"订阅实时价格流失败: {e}")
+            return False
+    
+    def get_realtime_price(self, symbol: str) -> Optional[float]:
+        """
+        获取实时价格（从Unicorn WebSocket）
+        
+        Args:
+            symbol: 交易对
+            
+        Returns:
+            实时价格，如果未订阅则返回None
+        """
+        if self.unicorn_manager:
+            return self.unicorn_manager.get_realtime_price(symbol)
+        return None

config.py

@@ -33,6 +33,16 @@ TRADING_CONFIG = {
     # 过滤条件
     'MIN_VOLUME_24H': 10000000,  # 最小24小时成交量：1000万USDT
     'MIN_VOLATILITY': 0.02,  # 最小波动率：2%
+    
+    # 高胜率策略参数
+    'MIN_SIGNAL_STRENGTH': 5,  # 最小信号强度（0-10），越高越严格，胜率越高
+    'LEVERAGE': 10,  # 杠杆倍数
+    'USE_TRAILING_STOP': True,  # 是否使用移动止损
+    'TRAILING_STOP_ACTIVATION': 0.01,  # 移动止损激活阈值（盈利1%后激活）
+    'TRAILING_STOP_PROTECT': 0.01,  # 移动止损保护利润（保护1%利润）
+    
+    # Unicorn WebSocket配置
+    'USE_UNICORN_WEBSOCKET': True,  # 是否使用Unicorn WebSocket（高性能实时数据流）
 }
 
 # 连接配置

market_scanner.py

@@ -1,10 +1,11 @@
 """
-市场扫描器 - 发现涨跌幅最大的前N个货币对
+市场扫描器 - 发现涨跌幅最大的前N个货币对，并分析技术指标
 """
 import asyncio
 import logging
 from typing import List, Dict, Optional
 from binance_client import BinanceClient
+from indicators import TechnicalIndicators
 import config
 
 logger = logging.getLogger(__name__)
@@ -55,10 +56,14 @@ class MarketScanner:
             and r.get('volume24h', 0) >= config.TRADING_CONFIG['MIN_VOLUME_24H']
         ]
         
-        # 按涨跌幅绝对值排序，取前N个
+        # 按信号得分和涨跌幅综合排序，取前N个
+        # 优先考虑技术指标信号得分高的
         sorted_results = sorted(
             filtered_results,
-            key=lambda x: abs(x['changePercent']),
+            key=lambda x: (
+                x.get('signalScore', 0) * 10,  # 信号得分权重更高
+                abs(x['changePercent'])  # 其次考虑涨跌幅
+            ),
             reverse=True
         )
         
@@ -67,26 +72,30 @@ class MarketScanner:
         self.top_symbols = top_n
         logger.info(f"扫描完成，找到 {len(top_n)} 个符合条件的交易对")
         
-        # 打印结果
+        # 打印结果（包含技术指标）
         for i, symbol_info in enumerate(top_n, 1):
+            rsi_str = f"RSI:{symbol_info.get('rsi', 0):.1f}" if symbol_info.get('rsi') else "RSI:N/A"
+            regime_str = symbol_info.get('marketRegime', 'unknown')
+            score_str = f"信号:{symbol_info.get('signalScore', 0)}"
+            
             logger.info(
                 f"{i}. {symbol_info['symbol']}: "
-                f"{symbol_info['changePercent']:.2f}% "
+                f"{symbol_info['changePercent']:.2f}% | "
-                f"(价格: {symbol_info['price']:.4f}, "
+                f"{rsi_str} | {regime_str} | {score_str} | "
-                f"成交量: {symbol_info.get('volume24h', 0):.0f})"
+                f"价格: {symbol_info['price']:.4f}"
             )
         
         return top_n
     
     async def _get_symbol_change(self, symbol: str) -> Optional[Dict]:
         """
-        获取单个交易对的涨跌幅
+        获取单个交易对的涨跌幅和技术指标
         
         Args:
             symbol: 交易对
             
         Returns:
-            包含涨跌幅信息的字典
+            包含涨跌幅和技术指标信息的字典
         """
         try:
             # 获取24小时行情数据
@@ -94,35 +103,95 @@ class MarketScanner:
             if not ticker:
                 return None
             
-            # 获取5分钟K线数据计算精确涨跌幅
+            # 获取更多K线数据用于技术指标计算
-            klines = await self.client.get_klines(
+            klines_5m = await self.client.get_klines(
                 symbol=symbol,
-                interval=config.TRADING_CONFIG['KLINE_INTERVAL'],
+                interval='5m',
-                limit=2
+                limit=50  # 获取更多数据用于计算指标
             )
             
-            if len(klines) < 2:
+            if len(klines_5m) < 2:
                 return None
             
+            # 提取价格数据
+            close_prices = [float(k[4]) for k in klines_5m]  # 收盘价
+            high_prices = [float(k[2]) for k in klines_5m]  # 最高价
+            low_prices = [float(k[3]) for k in klines_5m]   # 最低价
+            
             # 计算5分钟涨跌幅
-            current_price = float(klines[-1][4])  # 最新收盘价
+            current_price = close_prices[-1]
-            prev_price = float(klines[-2][4])     # 5分钟前收盘价
+            prev_price = close_prices[-2] if len(close_prices) >= 2 else close_prices[0]
             
             if prev_price == 0:
                 return None
             
             change_percent = ((current_price - prev_price) / prev_price) * 100
             
+            # 计算技术指标
+            rsi = TechnicalIndicators.calculate_rsi(close_prices, period=14)
+            macd = TechnicalIndicators.calculate_macd(close_prices)
+            bollinger = TechnicalIndicators.calculate_bollinger_bands(close_prices, period=20)
+            atr = TechnicalIndicators.calculate_atr(high_prices, low_prices, close_prices, period=14)
+            ema20 = TechnicalIndicators.calculate_ema(close_prices, period=20)
+            ema50 = TechnicalIndicators.calculate_ema(close_prices, period=50)
+            
+            # 判断市场状态
+            market_regime = TechnicalIndicators.detect_market_regime(close_prices)
+            
+            # 计算交易信号得分（用于排序）
+            signal_score = 0
+            
+            # RSI信号（均值回归）
+            if rsi is not None:
+                if rsi < 30:  # 超卖，做多信号
+                    signal_score += 3
+                elif rsi > 70:  # 超买，做空信号
+                    signal_score += 3
+                elif 30 <= rsi <= 70:  # 中性区域
+                    signal_score += 1
+            
+            # MACD信号
+            if macd and macd['histogram'] is not None:
+                if macd['histogram'] > 0 and macd['macd'] > macd['signal']:  # 看涨
+                    signal_score += 2
+                elif macd['histogram'] < 0 and macd['macd'] < macd['signal']:  # 看跌
+                    signal_score += 2
+            
+            # 布林带信号（均值回归）
+            if bollinger:
+                if current_price <= bollinger['lower']:  # 触及下轨，做多
+                    signal_score += 3
+                elif current_price >= bollinger['upper']:  # 触及上轨，做空
+                    signal_score += 3
+                elif bollinger['lower'] < current_price < bollinger['upper']:
+                    signal_score += 1
+            
+            # 均线信号
+            if ema20 and ema50:
+                if current_price > ema20 > ema50:  # 上升趋势
+                    signal_score += 1
+                elif current_price < ema20 < ema50:  # 下降趋势
+                    signal_score += 1
+            
             return {
                 'symbol': symbol,
                 'price': current_price,
                 'prevPrice': prev_price,
                 'changePercent': change_percent,
                 'volume24h': ticker.get('volume', 0),
-                'direction': 'UP' if change_percent > 0 else 'DOWN'
+                'direction': 'UP' if change_percent > 0 else 'DOWN',
+                'rsi': rsi,
+                'macd': macd,
+                'bollinger': bollinger,
+                'atr': atr,
+                'ema20': ema20,
+                'ema50': ema50,
+                'marketRegime': market_regime,
+                'signalScore': signal_score,
+                'klines': klines_5m[-10:]  # 保留最近10根K线
             }
         except Exception as e:
-            logger.debug(f"获取 {symbol} 涨跌幅失败: {e}")
+            logger.debug(f"获取 {symbol} 数据失败: {e}")
             return None
     
     def get_top_symbols(self) -> List[Dict]:
@@ -137,16 +206,43 @@ class MarketScanner:
     async def monitor_price(self, symbol: str, callback) -> None:
         """
         监控单个交易对的价格变化（WebSocket）
+        优先使用Unicorn，如果不可用则使用标准WebSocket
         
         Args:
             symbol: 交易对
             callback: 价格变化回调函数
         """
+        # 优先使用Unicorn WebSocket
+        if self.client.unicorn_manager:
+            try:
+                # 订阅实时价格
+                self.client.subscribe_realtime_prices([symbol], callback)
+                logger.info(f"使用Unicorn监控 {symbol} 价格")
+                return
+            except Exception as e:
+                logger.warning(f"Unicorn监控失败，使用标准WebSocket: {e}")
+        
+        # 回退到标准WebSocket
         try:
-            async with self.client.socket_manager.futures_socket(symbol.lower()) as stream:
+            if self.client.socket_manager:
-                async for msg in stream:
+                async with self.client.socket_manager.futures_socket(symbol.lower()) as stream:
-                    if 'data' in msg:
+                    async for msg in stream:
-                        price = float(msg['data']['c'])  # 最新价格
+                        if 'data' in msg:
-                        await callback(symbol, price)
+                            price = float(msg['data']['c'])  # 最新价格
+                            await callback(symbol, price)
         except Exception as e:
             logger.error(f"监控 {symbol} 价格失败: {e}")
+    
+    def get_realtime_price(self, symbol: str) -> Optional[float]:
+        """
+        获取实时价格（从Unicorn WebSocket）
+        
+        Args:
+            symbol: 交易对
+            
+        Returns:
+            实时价格
+        """
+        if self.client:
+            return self.client.get_realtime_price(symbol)
+        return None

position_manager.py

@@ -29,7 +29,10 @@ class PositionManager:
         self, 
         symbol: str, 
         change_percent: float,
-        leverage: int = 10
+        leverage: int = 10,
+        trade_direction: Optional[str] = None,
+        entry_reason: str = '',
+        atr: Optional[float] = None
     ) -> Optional[Dict]:
         """
         开仓
@@ -59,8 +62,11 @@ class PositionManager:
                 logger.warning(f"{symbol} 仓位计算失败，跳过交易")
                 return None
             
-            # 确定交易方向
+            # 确定交易方向（优先使用技术指标信号）
-            side = 'BUY' if change_percent > 0 else 'SELL'
+            if trade_direction:
+                side = trade_direction
+            else:
+                side = 'BUY' if change_percent > 0 else 'SELL'
             
             # 获取当前价格
             ticker = await self.client.get_ticker_24h(symbol)
@@ -69,6 +75,25 @@ class PositionManager:
             
             entry_price = ticker['price']
             
+            # 计算动态止损止盈（使用ATR或固定比例）
+            if atr and atr > 0:
+                # 使用ATR计算动态止损（2倍ATR）
+                atr_stop_loss_pct = (atr * 2) / entry_price
+                # 限制在合理范围内（1%-5%）
+                atr_stop_loss_pct = max(0.01, min(0.05, atr_stop_loss_pct))
+                stop_loss_price = self.risk_manager.get_stop_loss_price(
+                    entry_price, side, stop_loss_pct=atr_stop_loss_pct
+                )
+                # 止盈为止损的1.5-2倍
+                take_profit_pct = atr_stop_loss_pct * 1.8
+                take_profit_price = self.risk_manager.get_take_profit_price(
+                    entry_price, side, take_profit_pct=take_profit_pct
+                )
+            else:
+                # 使用固定止损止盈
+                stop_loss_price = self.risk_manager.get_stop_loss_price(entry_price, side)
+                take_profit_price = self.risk_manager.get_take_profit_price(entry_price, side)
+            
             # 下单
             order = await self.client.place_order(
                 symbol=symbol,
@@ -78,7 +103,7 @@ class PositionManager:
             )
             
             if order:
-                # 记录持仓信息
+                # 记录持仓信息（包含动态止损止盈）
                 position_info = {
                     'symbol': symbol,
                     'side': side,
@@ -86,9 +111,14 @@ class PositionManager:
                     'entryPrice': entry_price,
                     'changePercent': change_percent,
                     'orderId': order.get('orderId'),
-                    'stopLoss': self.risk_manager.get_stop_loss_price(entry_price, side),
+                    'stopLoss': stop_loss_price,
-                    'takeProfit': self.risk_manager.get_take_profit_price(entry_price, side),
+                    'takeProfit': take_profit_price,
-                    'leverage': leverage
+                    'initialStopLoss': stop_loss_price,  # 初始止损（用于移动止损）
+                    'leverage': leverage,
+                    'entryReason': entry_reason,
+                    'atr': atr,
+                    'maxProfit': 0.0,  # 记录最大盈利（用于移动止损）
+                    'trailingStopActivated': False  # 移动止损是否已激活
                 }
                 
                 self.active_positions[symbol] = position_info
@@ -193,16 +223,62 @@ class PositionManager:
                 else:
                     pnl_percent = ((entry_price - current_price) / entry_price) * 100
                 
-                # 检查止损
+                # 更新最大盈利
+                if pnl_percent > position_info.get('maxProfit', 0):
+                    position_info['maxProfit'] = pnl_percent
+                
+                # 移动止损逻辑（盈利后保护利润）
+                use_trailing = config.TRADING_CONFIG.get('USE_TRAILING_STOP', True)
+                if use_trailing:
+                    trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.01)
+                    trailing_protect = config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.01)
+                    
+                    if not position_info.get('trailingStopActivated', False):
+                        # 盈利超过阈值后，激活移动止损
+                        if pnl_percent > trailing_activation * 100:
+                            position_info['trailingStopActivated'] = True
+                            # 将止损移至成本价（保本）
+                            position_info['stopLoss'] = entry_price
+                            logger.info(
+                                f"{symbol} 移动止损激活: 止损移至成本价 {entry_price:.4f} "
+                                f"(盈利: {pnl_percent:.2f}%)"
+                            )
+                    else:
+                        # 盈利超过2%后，止损移至保护利润位
+                        if pnl_percent > 2.0:
+                            if position_info['side'] == 'BUY':
+                                new_stop_loss = entry_price * (1 + trailing_protect)
+                                if new_stop_loss > position_info['stopLoss']:
+                                    position_info['stopLoss'] = new_stop_loss
+                                    logger.info(
+                                        f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
+                                        f"(保护{trailing_protect*100:.1f}%利润)"
+                                    )
+                            else:
+                                new_stop_loss = entry_price * (1 - trailing_protect)
+                                if new_stop_loss < position_info['stopLoss']:
+                                    position_info['stopLoss'] = new_stop_loss
+                                    logger.info(
+                                        f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
+                                        f"(保护{trailing_protect*100:.1f}%利润)"
+                                    )
+                
+                # 检查止损（使用更新后的止损价）
                 stop_loss = position_info['stopLoss']
                 if position_info['side'] == 'BUY' and current_price <= stop_loss:
-                    logger.warning(f"{symbol} 触发止损: {current_price:.4f} <= {stop_loss:.4f}")
+                    logger.warning(
+                        f"{symbol} 触发止损: {current_price:.4f} <= {stop_loss:.4f} "
+                        f"(盈亏: {pnl_percent:.2f}%)"
+                    )
                     if await self.close_position(symbol):
                         closed_positions.append(symbol)
                     continue
                 
                 if position_info['side'] == 'SELL' and current_price >= stop_loss:
-                    logger.warning(f"{symbol} 触发止损: {current_price:.4f} >= {stop_loss:.4f}")
+                    logger.warning(
+                        f"{symbol} 触发止损: {current_price:.4f} >= {stop_loss:.4f} "
+                        f"(盈亏: {pnl_percent:.2f}%)"
+                    )
                     if await self.close_position(symbol):
                         closed_positions.append(symbol)
                     continue
@@ -210,13 +286,19 @@ class PositionManager:
                 # 检查止盈
                 take_profit = position_info['takeProfit']
                 if position_info['side'] == 'BUY' and current_price >= take_profit:
-                    logger.info(f"{symbol} 触发止盈: {current_price:.4f} >= {take_profit:.4f}")
+                    logger.info(
+                        f"{symbol} 触发止盈: {current_price:.4f} >= {take_profit:.4f} "
+                        f"(盈亏: {pnl_percent:.2f}%)"
+                    )
                     if await self.close_position(symbol):
                         closed_positions.append(symbol)
                     continue
                 
                 if position_info['side'] == 'SELL' and current_price <= take_profit:
-                    logger.info(f"{symbol} 触发止盈: {current_price:.4f} <= {take_profit:.4f}")
+                    logger.info(
+                        f"{symbol} 触发止盈: {current_price:.4f} <= {take_profit:.4f} "
+                        f"(盈亏: {pnl_percent:.2f}%)"
+                    )
                     if await self.close_position(symbol):
                         closed_positions.append(symbol)
                     continue

requirements.txt

@@ -1,3 +1,4 @@
 python-binance==1.0.19
 websocket-client==1.6.1
 aiohttp==3.9.1
+unicorn-binance-websocket-api==2.4.0

risk_manager.py

@@ -218,36 +218,48 @@ class RiskManager:
         
         return True
     
-    def get_stop_loss_price(self, entry_price: float, side: str) -> float:
+    def get_stop_loss_price(
+        self, 
+        entry_price: float, 
+        side: str, 
+        stop_loss_pct: Optional[float] = None
+    ) -> float:
         """
         计算止损价格
         
         Args:
             entry_price: 入场价格
             side: 方向 'BUY' 或 'SELL'
+            stop_loss_pct: 止损百分比，如果为None则使用配置值
             
         Returns:
             止损价格
         """
-        stop_loss_percent = self.config['STOP_LOSS_PERCENT']
+        stop_loss_percent = stop_loss_pct or self.config['STOP_LOSS_PERCENT']
         
         if side == 'BUY':  # 做多，止损价低于入场价
             return entry_price * (1 - stop_loss_percent)
         else:  # 做空，止损价高于入场价
             return entry_price * (1 + stop_loss_percent)
     
-    def get_take_profit_price(self, entry_price: float, side: str) -> float:
+    def get_take_profit_price(
+        self, 
+        entry_price: float, 
+        side: str, 
+        take_profit_pct: Optional[float] = None
+    ) -> float:
         """
         计算止盈价格
         
         Args:
             entry_price: 入场价格
             side: 方向 'BUY' 或 'SELL'
+            take_profit_pct: 止盈百分比，如果为None则使用配置值
             
         Returns:
             止盈价格
         """
-        take_profit_percent = self.config['TAKE_PROFIT_PERCENT']
+        take_profit_percent = take_profit_pct or self.config['TAKE_PROFIT_PERCENT']
         
         if side == 'BUY':  # 做多，止盈价高于入场价
             return entry_price * (1 + take_profit_percent)

strategy.py

@@ -55,7 +55,7 @@ class TradingStrategy:
                     await asyncio.sleep(config.TRADING_CONFIG['SCAN_INTERVAL'])
                     continue
                 
-                # 2. 对每个交易对执行交易逻辑
+                # 2. 对每个交易对执行交易逻辑（使用技术指标）
                 for symbol_info in top_symbols:
                     if not self.running:
                         break
@@ -63,10 +63,11 @@ class TradingStrategy:
                     symbol = symbol_info['symbol']
                     change_percent = symbol_info['changePercent']
                     direction = symbol_info['direction']
+                    market_regime = symbol_info.get('marketRegime', 'unknown')
                     
                     logger.info(
                         f"处理交易对: {symbol} "
-                        f"({direction} {change_percent:.2f}%)"
+                        f"({direction} {change_percent:.2f}%, 市场状态: {market_regime})"
                     )
                     
                     # 检查是否应该交易
@@ -78,20 +79,37 @@ class TradingStrategy:
                         logger.info(f"{symbol} 成交量确认失败，跳过")
                         continue
                     
-                    # 优化：趋势确认（可选）
+                    # 使用技术指标判断交易信号（高胜率策略）
-                    if not await self._check_trend_confirmation(symbol, change_percent):
+                    trade_signal = await self._analyze_trade_signal(symbol_info)
-                        logger.info(f"{symbol} 趋势确认失败，跳过")
+                    
+                    if not trade_signal['should_trade']:
+                        logger.info(
+                            f"{symbol} 技术指标分析: {trade_signal['reason']}, 跳过"
+                        )
                         continue
                     
-                    # 开仓
+                    # 确定交易方向（基于技术指标）
+                    trade_direction = trade_signal['direction']
+                    entry_reason = trade_signal['reason']
+                    
+                    logger.info(
+                        f"{symbol} 交易信号: {trade_direction} | "
+                        f"原因: {entry_reason} | "
+                        f"信号强度: {trade_signal.get('strength', 0)}/10"
+                    )
+                    
+                    # 开仓（使用改进的仓位管理）
                     position = await self.position_manager.open_position(
                         symbol=symbol,
                         change_percent=change_percent,
-                        leverage=10  # 默认10倍杠杆
+                        leverage=config.TRADING_CONFIG.get('LEVERAGE', 10),
+                        trade_direction=trade_direction,
+                        entry_reason=entry_reason,
+                        atr=symbol_info.get('atr')
                     )
                     
                     if position:
-                        logger.info(f"{symbol} 开仓成功")
+                        logger.info(f"{symbol} 开仓成功: {trade_direction} ({entry_reason})")
                     else:
                         logger.warning(f"{symbol} 开仓失败")
                     
@@ -138,54 +156,130 @@ class TradingStrategy:
         
         return True
     
-    async def _check_trend_confirmation(
+    async def _analyze_trade_signal(self, symbol_info: Dict) -> Dict:
-        self, 
-        symbol: str, 
-        change_percent: float
-    ) -> bool:
         """
-        趋势确认 - 结合多时间周期确认趋势
+        使用技术指标分析交易信号（高胜率策略）
         
         Args:
-            symbol: 交易对
+            symbol_info: 交易对信息（包含技术指标）
-            change_percent: 5分钟涨跌幅
             
         Returns:
-            是否通过确认
+            交易信号字典 {'should_trade': bool, 'direction': str, 'reason': str, 'strength': int}
         """
-        try:
+        symbol = symbol_info['symbol']
-            # 获取15分钟K线数据，确认更大周期的趋势
+        current_price = symbol_info['price']
-            klines_15m = await self.client.get_klines(
+        rsi = symbol_info.get('rsi')
-                symbol=symbol,
+        macd = symbol_info.get('macd')
-                interval='15m',
+        bollinger = symbol_info.get('bollinger')
-                limit=2
+        market_regime = symbol_info.get('marketRegime', 'unknown')
-            )
+        ema20 = symbol_info.get('ema20')
+        ema50 = symbol_info.get('ema50')
+        
+        signal_strength = 0
+        reasons = []
+        direction = None
+        
+        # 策略1：均值回归（震荡市场，高胜率）
+        if market_regime == 'ranging':
+            # RSI超卖，做多信号
+            if rsi and rsi < 30:
+                signal_strength += 4
+                reasons.append(f"RSI超卖({rsi:.1f})")
+                if direction is None:
+                    direction = 'BUY'
             
-            if len(klines_15m) < 2:
+            # RSI超买，做空信号
-                return True  # 如果无法获取，默认通过
+            elif rsi and rsi > 70:
+                signal_strength += 4
+                reasons.append(f"RSI超买({rsi:.1f})")
+                if direction is None:
+                    direction = 'SELL'
             
-            # 计算15分钟涨跌幅
+            # 布林带下轨，做多信号
-            current_price_15m = float(klines_15m[-1][4])
+            if bollinger and current_price <= bollinger['lower']:
-            prev_price_15m = float(klines_15m[-2][4])
+                signal_strength += 3
+                reasons.append("触及布林带下轨")
+                if direction is None:
+                    direction = 'BUY'
             
-            if prev_price_15m == 0:
+            # 布林带上轨，做空信号
-                return True
+            elif bollinger and current_price >= bollinger['upper']:
+                signal_strength += 3
+                reasons.append("触及布林带上轨")
+                if direction is None:
+                    direction = 'SELL'
+        
+        # 策略2：趋势跟踪（趋势市场）
+        elif market_regime == 'trending':
+            # MACD金叉，做多信号
+            if macd and macd['macd'] > macd['signal'] and macd['histogram'] > 0:
+                signal_strength += 3
+                reasons.append("MACD金叉")
+                if direction is None:
+                    direction = 'BUY'
             
-            change_15m = ((current_price_15m - prev_price_15m) / prev_price_15m) * 100
+            # MACD死叉，做空信号
+            elif macd and macd['macd'] < macd['signal'] and macd['histogram'] < 0:
+                signal_strength += 3
+                reasons.append("MACD死叉")
+                if direction is None:
+                    direction = 'SELL'
             
-            # 5分钟和15分钟趋势一致时，确认通过
+            # 均线系统
-            if (change_percent > 0 and change_15m > 0) or (change_percent < 0 and change_15m < 0):
+            if ema20 and ema50:
-                return True
+                if current_price > ema20 > ema50:  # 上升趋势
-            
+                    signal_strength += 2
-            # 如果5分钟涨跌幅很大（>5%），即使15分钟不一致也允许
+                    reasons.append("价格在均线之上")
-            if abs(change_percent) > 5:
+                    if direction is None:
-                return True
+                        direction = 'BUY'
-            
+                elif current_price < ema20 < ema50:  # 下降趋势
-            return False
+                    signal_strength += 2
-            
+                    reasons.append("价格在均线之下")
-        except Exception as e:
+                    if direction is None:
-            logger.debug(f"趋势确认失败 {symbol}: {e}")
+                        direction = 'SELL'
-            return True  # 出错时默认通过
+        
+        # 策略3：综合信号（提高胜率）
+        # 多个指标同时确认时，信号更强
+        confirmations = 0
+        
+        # RSI确认
+        if rsi:
+            if direction == 'BUY' and rsi < 50:
+                confirmations += 1
+            elif direction == 'SELL' and rsi > 50:
+                confirmations += 1
+        
+        # MACD确认
+        if macd:
+            if direction == 'BUY' and macd['histogram'] > 0:
+                confirmations += 1
+            elif direction == 'SELL' and macd['histogram'] < 0:
+                confirmations += 1
+        
+        # 布林带确认
+        if bollinger:
+            if direction == 'BUY' and current_price < bollinger['middle']:
+                confirmations += 1
+            elif direction == 'SELL' and current_price > bollinger['middle']:
+                confirmations += 1
+        
+        # 多个指标确认时，增加信号强度
+        if confirmations >= 2:
+            signal_strength += 2
+            reasons.append(f"{confirmations}个指标确认")
+        
+        # 判断是否应该交易（信号强度 >= 5 才交易，提高胜率）
+        should_trade = signal_strength >= config.TRADING_CONFIG.get('MIN_SIGNAL_STRENGTH', 5)
+        
+        if not should_trade and direction:
+            reasons.append(f"信号强度不足({signal_strength}/10)")
+        
+        return {
+            'should_trade': should_trade,
+            'direction': direction,
+            'reason': ', '.join(reasons) if reasons else '无明确信号',
+            'strength': signal_strength
+        }
     
     def stop(self):
         """停止策略"""