a

backend/api/routes/config.py

@@ -458,6 +458,30 @@ async def get_global_configs(
                 "category": "strategy",
                 "description": "连续亏损后的冷却时间（秒），默认1小时。2026-01-29新增。",
             },
+            "MAX_RSI_FOR_LONG": {
+                "value": 70,
+                "type": "number",
+                "category": "strategy",
+                "description": "做多时 RSI 超过此值则不开多（避免超买区追多）。2026-01-31新增。",
+            },
+            "MAX_CHANGE_PERCENT_FOR_LONG": {
+                "value": 25,
+                "type": "number",
+                "category": "strategy",
+                "description": "做多时 24h 涨跌幅超过此值则不开多（避免追大涨）。单位：百分比数值，如 25 表示 25%。2026-01-31新增。",
+            },
+            "MIN_RSI_FOR_SHORT": {
+                "value": 30,
+                "type": "number",
+                "category": "strategy",
+                "description": "做空时 RSI 低于此值则不做空（避免深超卖反弹）。2026-01-31新增。",
+            },
+            "MAX_CHANGE_PERCENT_FOR_SHORT": {
+                "value": 10,
+                "type": "number",
+                "category": "strategy",
+                "description": "做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）。单位：百分比数值。2026-01-31新增。",
+            },
         }
         for k, meta in ADDITIONAL_STRATEGY_DEFAULTS.items():
             if k not in result:

backend/config_manager.py

@@ -876,6 +876,11 @@ class ConfigManager:
             # 动态过滤优化
             'BETA_FILTER_ENABLED': eff_get('BETA_FILTER_ENABLED', True),  # 大盘共振过滤：BTC/ETH下跌时屏蔽多单
             'BETA_FILTER_THRESHOLD': eff_get('BETA_FILTER_THRESHOLD', -0.005),  # -0.5%（2026-01-27优化：更敏感地过滤大盘风险，15分钟内跌幅超过0.5%即屏蔽多单）
+            # RSI / 24h 涨跌幅过滤（避免追高杀跌）
+            'MAX_RSI_FOR_LONG': eff_get('MAX_RSI_FOR_LONG', 70),  # 做多时 RSI 超过此值则不开多
+            'MAX_CHANGE_PERCENT_FOR_LONG': eff_get('MAX_CHANGE_PERCENT_FOR_LONG', 25),  # 做多时 24h 涨跌幅超过此值则不开多
+            'MIN_RSI_FOR_SHORT': eff_get('MIN_RSI_FOR_SHORT', 30),  # 做空时 RSI 低于此值则不做空
+            'MAX_CHANGE_PERCENT_FOR_SHORT': eff_get('MAX_CHANGE_PERCENT_FOR_SHORT', 10),  # 做空时 24h 涨跌幅超过此值则不做空
 
             # 趋势尾部入场过滤 & 15m 短周期方向过滤开关（由 profile 控制默认值）
             'ENTRY_SHORT_INTERVAL': eff_get('ENTRY_SHORT_INTERVAL', '15m'),

trading_system/config.py

@@ -237,6 +237,11 @@ def _get_trading_config():
         # ===== 动态过滤优化 =====
         'BETA_FILTER_ENABLED': True,  # 大盘共振过滤：BTC/ETH下跌时屏蔽多单
         'BETA_FILTER_THRESHOLD': -0.005,  # -0.5%（2026-01-27优化：更敏感地过滤大盘风险，15分钟内跌幅超过0.5%即屏蔽多单）
+        # ===== RSI / 24h 涨跌幅过滤（避免追高杀跌）=====
+        'MAX_RSI_FOR_LONG': 70,   # 做多时 RSI 超过此值则不开多（避免超买区追多）
+        'MAX_CHANGE_PERCENT_FOR_LONG': 25,  # 做多时 24h 涨跌幅超过此值则不开多（避免追大涨）
+        'MIN_RSI_FOR_SHORT': 30,  # 做空时 RSI 低于此值则不做空（避免深超卖反弹）
+        'MAX_CHANGE_PERCENT_FOR_SHORT': 10,  # 做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）
         'ATR_SPIKE_THRESHOLD': 2.0,  # ATR异常激增阈值（当前ATR / 平均ATR）
         'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 0.9, 9: 1.0, 10: 1.0},  # 信号强度分级：7分80%仓位，8分90%，9-10分100%（快速验证模式：支持7-8分信号）
         

trading_system/strategy.py

@@ -202,7 +202,7 @@ class TradingStrategy:
                         'reason': entry_reason,
                         'rsi': symbol_info.get('rsi'),
                         'volume_confirmed': True,  # 已通过 _check_volume_confirmation
-                        'filters_passed': ['only_trending', 'should_trade', 'volume_ok', 'signal_ok'],
+                        'filters_passed': ['only_trending', 'should_trade', 'volume_ok', 'signal_ok', 'rsi_change_ok'],  # rsi_change_ok：已通过做多/做空 RSI 与 24h 涨跌幅过滤
                     }
                     macd_hist = symbol_info.get('macd', {}).get('histogram') if isinstance(symbol_info.get('macd'), dict) else None
                     if macd_hist is not None:
@@ -472,6 +472,46 @@ class TradingStrategy:
             pass
         should_trade = signal_strength >= min_signal_strength and direction is not None
 
+        # ===== RSI / 24h 涨跌幅过滤：做多不追高、做空不杀跌 =====
+        try:
+            max_rsi_long = config.TRADING_CONFIG.get('MAX_RSI_FOR_LONG', 70)
+            max_change_long = config.TRADING_CONFIG.get('MAX_CHANGE_PERCENT_FOR_LONG', 25)
+            min_rsi_short = config.TRADING_CONFIG.get('MIN_RSI_FOR_SHORT', 30)
+            max_change_short = config.TRADING_CONFIG.get('MAX_CHANGE_PERCENT_FOR_SHORT', 10)
+            change_pct = symbol_info.get('changePercent')
+            if change_pct is not None and not isinstance(change_pct, (int, float)):
+                change_pct = float(change_pct) if change_pct else None
+            elif change_pct is not None:
+                change_pct = float(change_pct)
+
+            if should_trade and direction == 'BUY':
+                if rsi is not None:
+                    try:
+                        rsi_val = float(rsi)
+                        if rsi_val >= max_rsi_long:
+                            should_trade = False
+                            reasons.append(f"❌ 做多RSI过滤：RSI={rsi_val:.1f}≥{max_rsi_long}（超买区不追多）")
+                    except (TypeError, ValueError):
+                        pass
+                if should_trade and change_pct is not None and change_pct > max_change_long:
+                    should_trade = False
+                    reasons.append(f"❌ 做多涨跌幅过滤：24h涨幅={change_pct:.1f}%>{max_change_long}%（避免追大涨）")
+
+            elif should_trade and direction == 'SELL':
+                if rsi is not None:
+                    try:
+                        rsi_val = float(rsi)
+                        if rsi_val <= min_rsi_short:
+                            should_trade = False
+                            reasons.append(f"❌ 做空RSI过滤：RSI={rsi_val:.1f}≤{min_rsi_short}（超卖区不追空）")
+                    except (TypeError, ValueError):
+                        pass
+                if should_trade and change_pct is not None and change_pct > max_change_short:
+                    should_trade = False
+                    reasons.append(f"❌ 做空涨跌幅过滤：24h涨幅={change_pct:.1f}%>{max_change_short}%（24h仍大涨不做空）")
+        except Exception as e:
+            logger.debug(f"{symbol} RSI/涨跌幅过滤失败（忽略）: {e}")
+
         # ===== 15m 短周期方向过滤：避免“上涨中做空 / 下跌中做多” =====
         # 思路：
         # - 使用最近 N 根 15m K 线的总涨跌幅来确认短期方向