a

trading_system/market_scanner.py

@@ -149,13 +149,14 @@ class MarketScanner:
         if min_volume_strict > min_volume_normal:
             logger.info(f"使用严格成交量过滤: {min_volume_strict/1000000:.1f}M USDT (原标准: {min_volume_normal/1000000:.1f}M USDT)")
         
-        # 按信号得分和涨跌幅综合排序，取前N个
+        # ⚠️ 2026-01-27优化：按真实的signal_strength排序，而不是简单的signalScore
-        # 优先考虑技术指标信号得分高的
+        # 优先考虑信号强度高的交易对（8-10分），提升胜率
         sorted_results = sorted(
             filtered_results,
             key=lambda x: (
-                x.get('signalScore', 0) * 10,  # 信号得分权重更高
+                x.get('signal_strength', 0) * 100,  # 信号强度权重最高（乘以100确保优先级）
-                abs(x['changePercent'])  # 其次考虑涨跌幅
+                x.get('signalScore', 0) * 10,  # 其次考虑信号得分（兼容性）
+                abs(x['changePercent'])  # 最后考虑涨跌幅
             ),
             reverse=True
         )
@@ -198,12 +199,13 @@ class MarketScanner:
         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)}"
+            # ⚠️ 2026-01-27优化：显示真实的signal_strength，而不是signalScore
+            strength_str = f"信号:{symbol_info.get('signal_strength', symbol_info.get('signalScore', 0))}"
             
             logger.info(
                 f"{i}. {symbol_info['symbol']}: "
                 f"{symbol_info['changePercent']:.2f}% | "
-                f"{rsi_str} | {regime_str} | {score_str} | "
+                f"{rsi_str} | {regime_str} | {strength_str} | "
                 f"价格: {symbol_info['price']:.4f}"
             )
         
@@ -340,7 +342,7 @@ class MarketScanner:
                 except Exception as e:
                     logger.debug(f"{symbol} 缓存技术指标计算结果失败: {e}")
             
-            # 计算交易信号得分（用于排序）
+            # 计算交易信号得分（用于排序）- 保留用于兼容性
             signal_score = 0
             
             # RSI信号（均值回归）
@@ -375,6 +377,80 @@ class MarketScanner:
                 elif current_price < ema20 < ema50:  # 下降趋势
                     signal_score += 1
             
+            # ⚠️ 2026-01-27优化：计算真实的signal_strength（用于排序和筛选）
+            # 使用与strategy.py相同的逻辑，确保排序依据与交易判断一致
+            signal_strength = 0
+            direction = None
+            
+            # 获取4H周期当前价格（用于判断4H趋势）
+            price_4h = close_prices_4h[-1] if len(close_prices_4h) > 0 else current_price
+            
+            # 判断4H周期趋势方向
+            trend_4h = None
+            if ema20_4h is not None:
+                if price_4h > ema20_4h:
+                    trend_4h = 'up'
+                elif price_4h < ema20_4h:
+                    trend_4h = 'down'
+                else:
+                    trend_4h = 'neutral'
+            
+            # 策略权重配置（与strategy.py保持一致）
+            TREND_SIGNAL_WEIGHTS = {
+                'macd_cross': 5,          # MACD金叉/死叉
+                'ema_cross': 4,           # EMA20上穿/下穿EMA50
+                'price_above_ema20': 3,   # 价格在EMA20之上/下
+                '4h_trend_confirmation': 2,  # 4H趋势确认
+            }
+            
+            # MACD金叉/死叉（权重最高）
+            if macd and macd['macd'] > macd['signal'] and macd['histogram'] > 0:
+                # MACD金叉，做多信号（需4H趋势向上或中性）
+                if trend_4h in ('up', 'neutral', None):
+                    signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
+                    if direction is None:
+                        direction = 'BUY'
+            elif macd and macd['macd'] < macd['signal'] and macd['histogram'] < 0:
+                # MACD死叉，做空信号（需4H趋势向下或中性）
+                if trend_4h in ('down', 'neutral', None):
+                    signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
+                    if direction is None:
+                        direction = 'SELL'
+            
+            # EMA均线系统
+            if ema20 and ema50:
+                if current_price > ema20 > ema50:  # 上升趋势
+                    if trend_4h in ('up', 'neutral', None):
+                        signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
+                        if direction is None:
+                            direction = 'BUY'
+                elif current_price < ema20 < ema50:  # 下降趋势
+                    if trend_4h in ('down', 'neutral', None):
+                        signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
+                        if direction is None:
+                            direction = 'SELL'
+            
+            # 价格与EMA20关系
+            if ema20:
+                if current_price > ema20:
+                    if trend_4h in ('up', 'neutral', None) and direction == 'BUY':
+                        signal_strength += TREND_SIGNAL_WEIGHTS['price_above_ema20']
+                elif current_price < ema20:
+                    if trend_4h in ('down', 'neutral', None) and direction == 'SELL':
+                        signal_strength += TREND_SIGNAL_WEIGHTS['price_above_ema20']
+            
+            # 4H趋势确认加分
+            if direction and trend_4h:
+                if (direction == 'BUY' and trend_4h == 'up') or (direction == 'SELL' and trend_4h == 'down'):
+                    signal_strength += TREND_SIGNAL_WEIGHTS['4h_trend_confirmation']
+                elif (direction == 'BUY' and trend_4h == 'down') or (direction == 'SELL' and trend_4h == 'up'):
+                    # 逆势信号，直接拒绝
+                    signal_strength = 0
+                    direction = None
+            
+            # 强度上限归一到 0-10
+            signal_strength = max(0, min(int(signal_strength), 10))
+            
             return {
                 'symbol': symbol,
                 # 技术分析使用的价格（K线收盘价）
@@ -399,7 +475,9 @@ class MarketScanner:
                 'ema20_4h': ema20_4h,  # 4H周期EMA20，用于多周期共振
                 'price_4h': close_prices_4h[-1] if len(close_prices_4h) > 0 else current_price,  # 4H周期当前价格
                 'marketRegime': market_regime,
-                'signalScore': signal_score,
+                'signalScore': signal_score,  # 保留用于兼容性
+                'signal_strength': signal_strength,  # ⚠️ 2026-01-27优化：添加真实的信号强度
+                'trend_4h': trend_4h,  # 4H趋势方向
                 'klines': klines[-10:],  # 保留最近10根K线
                 'klines_4h': klines_4h[-10:] if len(klines_4h) >= 10 else klines_4h  # 保留最近10根4H K线
             }