redis记录入场信号
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zhangkun9038@dingtalk.com
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6f5dca5b83
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1d4f85b102
@ -834,6 +834,38 @@ class FreqaiPrimer(IStrategy):
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# 绿色通道和趋势状态的条件已经设置好buy_condition
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conditions.append(buy_condition)
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# 🎯 计算信号强度评分 (0-100分) 并作为tag传递
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signal_strength = 0.0
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if len(dataframe) > 0:
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# 基础评分：趋势得分影响
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base_score = trend_score * 0.4 # 趋势得分占40%
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# 条件满足评分
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if is_green_channel:
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# 绿色通道：基础分60 + 条件满足加分
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satisfied_count = int(cond1.iloc[-1]) + int(cond2.iloc[-1]) + int(cond3.iloc[-1]) + int(cond4.iloc[-1]) + int(cond5.iloc[-1])
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signal_strength = 60 + (satisfied_count * 8) + base_score
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elif trend_status == "bullish":
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# 牛市正常：基础分50 + 条件满足加分
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satisfied_count = int(cond1.iloc[-1]) + int(cond2.iloc[-1]) + int(cond3.iloc[-1]) + int(cond4.iloc[-1]) + int(cond5.iloc[-1])
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signal_strength = 50 + (satisfied_count * 7) + base_score * 1.2
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elif trend_status == "bearish":
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# 熊市：基础分40 + 超跌加分
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satisfied_count = int(cond1.iloc[-1]) + int(cond2.iloc[-1]) + int(cond3.iloc[-1]) + int(cond4.iloc[-1]) + int(cond5.iloc[-1])
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oversold_bonus = max(0, (100 - trend_score) * 0.3)
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signal_strength = 40 + (satisfied_count * 8) + oversold_bonus
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else: # ranging
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# 震荡市：基础分45 + 条件满足加分
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satisfied_count = int(cond1.iloc[-1]) + int(cond2.iloc[-1]) + int(cond3.iloc[-1]) + int(cond4.iloc[-1]) + int(cond5.iloc[-1])
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signal_strength = 45 + (satisfied_count * 8) + base_score
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# 限制在0-100分范围
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signal_strength = max(0, min(100, signal_strength))
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# 存储信号强度到dataframe
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dataframe.loc[buy_condition, 'signal_strength'] = signal_strength
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dataframe.loc[buy_condition, 'immediate_entry'] = signal_strength >= 75 # 75分以上立即入场
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# 调试日志 - 仅在日志中使用最后一行的值
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if len(dataframe) > 0:
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divergence_value = dataframe["&-price_value_divergence"].iloc[-1]
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@ -892,6 +924,54 @@ class FreqaiPrimer(IStrategy):
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dataframe.loc[combined_condition, 'enter_long'] = 1
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dataframe.loc[combined_condition, 'entry_tag'] = entry_tag
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# 🎯 记录实际入场信号到Redis（只在enter_long=1时）
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enter_long_indices = dataframe[dataframe['enter_long'] == 1].index
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if len(enter_long_indices) > 0:
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# 获取最后一根K线的信号数据（避免重复记录）
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last_idx = enter_long_indices[-1]
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try:
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# 获取主机名
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hostname = socket.gethostname()
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# 将币对名从BTC/USDT格式转换为BTC-USDT格式
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pair_redis = pair.replace('/', '-')
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# 获取当前时间戳（毫秒）
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timestamp_ms = int(time.time() * 1000)
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# 构建Redis key: ${主机名}_${币对名}_entry_${时间戳}
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redis_key = f"{hostname}_{pair_redis}_entry_{timestamp_ms}"
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# 获取Redis客户端
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redis_client = self._get_redis_client()
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if redis_client:
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# 准备要存储的信号数据
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signal_data = {
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'signal_strength': float(dataframe.loc[last_idx, 'signal_strength']) if 'signal_strength' in dataframe.columns else 0.0,
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'entry_tag': str(dataframe.loc[last_idx, 'entry_tag']) if 'entry_tag' in dataframe.columns else str(entry_tag),
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'trend_score': float(trend_score),
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'market_regime': str(market_regime),
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'timestamp': timestamp_ms,
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'pair': str(pair),
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'hostname': str(hostname),
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'immediate_entry': bool(dataframe.loc[last_idx, 'immediate_entry']) if 'immediate_entry' in dataframe.columns else False
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}
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# 将信号数据序列化为JSON字符串
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signal_json = json.dumps(signal_data)
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# 存储到Redis，设置24小时过期时间
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redis_client.setex(redis_key, 86400, signal_json)
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logger.info(f"[Redis] ✅ 实际入场信号已记录: {redis_key}, 信号强度: {signal_data['signal_strength']:.2f}, 趋势: {signal_data['entry_tag']}")
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else:
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logger.debug(f"[Redis] ⚠️ Redis客户端不可用，跳过记录: {pair}")
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except Exception as e:
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logger.error(f"[Redis] ❌ 记录入场信号失败: {e}")
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# 输出每个条件的状态
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logger.info(f"[{pair}] === 买入条件检查 ===")
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satisfied_conditions = []
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@ -1331,7 +1411,7 @@ class FreqaiPrimer(IStrategy):
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return None
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def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
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time_in_force: str, current_time: datetime, **kwargs) -> bool:
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time_in_force: str, current_time: datetime, entry_tag: str | None = None, **kwargs) -> bool:
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# 调试日志：记录输入参数
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logger.info(f"[{pair}] confirm_trade_entry called with rate={rate}, type(rate)={type(rate)}, "
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f"amount={amount}, order_type={order_type}, time_in_force={time_in_force}")
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@ -1781,6 +1861,17 @@ class FreqaiPrimer(IStrategy):
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# 初始化循环计数器
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self._loop_counter = 0
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# 🎯 测试Redis连接
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redis_client = self._get_redis_client()
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if redis_client:
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try:
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redis_client.ping()
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logger.info("✅ Redis连接测试成功 - 入场信号记录已启用")
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except Exception as e:
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logger.error(f"❌ Redis连接测试失败: {e}")
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else:
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logger.warning("⚠️ Redis客户端初始化失败，入场信号将不会记录到Redis")
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def bot_stop(self, **kwargs) -> None:
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"""
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