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@ -211,13 +211,30 @@ async def generate_recommendations(
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# 导入推荐器
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# 导入推荐器
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import sys
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import sys
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from pathlib import Path
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent
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# 从 backend/api/routes/recommendations.py 向上找到项目根目录
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# backend/api/routes -> backend/api -> backend -> 项目根目录
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current_file = Path(__file__)
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backend_path = current_file.parent.parent.parent # backend目录
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project_root = backend_path.parent # 项目根目录
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trading_system_path = project_root / 'trading_system'
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trading_system_path = project_root / 'trading_system'
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logger.info(f"查找交易系统模块: {trading_system_path}")
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logger.info(f"路径存在: {trading_system_path.exists()}")
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if not trading_system_path.exists():
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if not trading_system_path.exists():
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raise HTTPException(status_code=500, detail="交易系统模块不存在")
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# 尝试其他可能的路径
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alternative_path = backend_path / 'trading_system'
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if alternative_path.exists():
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trading_system_path = alternative_path
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logger.info(f"使用备用路径: {trading_system_path}")
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else:
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raise HTTPException(
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status_code=500,
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detail=f"交易系统模块不存在。查找路径: {trading_system_path}, 备用路径: {alternative_path}"
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)
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sys.path.insert(0, str(trading_system_path))
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sys.path.insert(0, str(trading_system_path))
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sys.path.insert(0, str(project_root))
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from binance_client import BinanceClient
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from binance_client import BinanceClient
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from market_scanner import MarketScanner
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from market_scanner import MarketScanner
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@ -151,7 +151,18 @@ async def main():
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scanner = MarketScanner(client)
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scanner = MarketScanner(client)
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risk_manager = RiskManager(client)
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risk_manager = RiskManager(client)
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position_manager = PositionManager(client, risk_manager)
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position_manager = PositionManager(client, risk_manager)
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strategy = TradingStrategy(client, scanner, risk_manager, position_manager)
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# 初始化推荐器(用于自动生成推荐)
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recommender = None
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try:
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from trade_recommender import TradeRecommender
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recommender = TradeRecommender(client, scanner, risk_manager)
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logger.info("✓ 推荐器已初始化,将自动生成交易推荐")
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except Exception as e:
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logger.warning(f"⚠ 推荐器初始化失败: {e},将不生成推荐")
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logger.debug(f"错误详情: {type(e).__name__}: {e}")
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strategy = TradingStrategy(client, scanner, risk_manager, position_manager, recommender=recommender)
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# 4. 打印配置信息
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# 4. 打印配置信息
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logger.info("交易配置:")
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logger.info("交易配置:")
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@ -28,7 +28,8 @@ class TradingStrategy:
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client: BinanceClient,
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client: BinanceClient,
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scanner: MarketScanner,
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scanner: MarketScanner,
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risk_manager: RiskManager,
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risk_manager: RiskManager,
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position_manager: PositionManager
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position_manager: PositionManager,
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recommender=None # 推荐器(可选)
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):
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):
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"""
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"""
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初始化交易策略
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初始化交易策略
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@ -38,11 +39,13 @@ class TradingStrategy:
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scanner: 市场扫描器
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scanner: 市场扫描器
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risk_manager: 风险管理器
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risk_manager: 风险管理器
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position_manager: 仓位管理器
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position_manager: 仓位管理器
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recommender: 推荐器(可选,如果提供则自动生成推荐)
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"""
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"""
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self.client = client
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self.client = client
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self.scanner = scanner
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self.scanner = scanner
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self.risk_manager = risk_manager
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self.risk_manager = risk_manager
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self.position_manager = position_manager
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self.position_manager = position_manager
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self.recommender = recommender # 推荐器
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self.running = False
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self.running = False
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self._monitoring_started = False # 是否已启动监控
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self._monitoring_started = False # 是否已启动监控
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self._sync_task = None # 定期同步任务
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self._sync_task = None # 定期同步任务
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@ -91,15 +94,6 @@ class TradingStrategy:
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f"({direction} {change_percent:.2f}%, 市场状态: {market_regime})"
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f"({direction} {change_percent:.2f}%, 市场状态: {market_regime})"
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)
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)
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# 检查是否应该交易
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if not await self.risk_manager.should_trade(symbol, change_percent):
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continue
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# 优化:结合成交量确认
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if not await self._check_volume_confirmation(symbol_info):
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logger.info(f"{symbol} 成交量确认失败,跳过")
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continue
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# 使用技术指标判断交易信号(高胜率策略)
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# 使用技术指标判断交易信号(高胜率策略)
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trade_signal = await self._analyze_trade_signal(symbol_info)
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trade_signal = await self._analyze_trade_signal(symbol_info)
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@ -126,9 +120,27 @@ class TradingStrategy:
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except Exception as e:
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except Exception as e:
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logger.debug(f"记录交易信号失败: {e}")
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logger.debug(f"记录交易信号失败: {e}")
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# 自动生成推荐(即使不满足自动交易条件,只要信号强度>=5就生成推荐)
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# 注意:推荐生成不检查是否已有持仓,因为推荐是供手动参考的
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if self.recommender and signal_direction and trade_signal.get('strength', 0) >= 5:
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try:
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await self.recommender._create_recommendation(symbol_info, trade_signal)
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logger.debug(f"✓ {symbol} 自动生成推荐成功 (信号强度: {trade_signal.get('strength', 0)}/10)")
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except Exception as e:
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logger.warning(f"自动生成推荐失败 {symbol}: {e}")
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# 检查是否应该自动交易(已有持仓则跳过自动交易,但推荐已生成)
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if not await self.risk_manager.should_trade(symbol, change_percent):
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continue
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# 优化:结合成交量确认
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if not await self._check_volume_confirmation(symbol_info):
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logger.info(f"{symbol} 成交量确认失败,跳过")
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continue
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if not trade_signal['should_trade']:
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if not trade_signal['should_trade']:
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logger.info(
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logger.info(
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f"{symbol} 技术指标分析: {trade_signal['reason']}, 跳过"
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f"{symbol} 技术指标分析: {trade_signal['reason']}, 跳过自动交易"
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)
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)
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continue
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continue
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@ -449,7 +461,8 @@ class TradingStrategy:
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'should_trade': should_trade,
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'should_trade': should_trade,
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'direction': direction,
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'direction': direction,
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'reason': ', '.join(reasons) if reasons else '无明确信号',
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'reason': ', '.join(reasons) if reasons else '无明确信号',
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'strength': signal_strength
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'strength': signal_strength,
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'trend_4h': trend_4h # 添加4H趋势信息,供推荐器使用
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}
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}
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async def _periodic_sync_positions(self):
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async def _periodic_sync_positions(self):
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