调整一下买入和卖出的指标

main.py

@@ -71,13 +71,38 @@ class TelegramQuantStateMachine(QuantStateMachine):
         if self.current_state in ["STATE_1_OSCILLATION", "STATE_1_OSCILLATION_SQUEEZE"]:
             if self.current_state == "STATE_1_OSCILLATION_SQUEEZE":
                 msg += "⚠️ *[变盘警告]*：弹簧已压紧，随时大突破，做T手速要快！\n"
-            if f['percent_b'] >= 1.0 or f['min_bias'] > 0.035:
+
+            ## 盘整阶段，三个指标会触发卖出提醒
+            ## kdj死叉，且cci在下降中，且收盘价在5日均线下
+            ## cci顶背离，且k线在d线之下，且收盘价在5日均线下
+            ## cci从100以上下降到100以下，且k线在d线之下，且收盘价在5日均线下
+
+            if ((f['K'] < f['D'] and f['prev_K'] > f['prev_D']) ## kdj死叉
+                and (f['cci'] < f['prev_cci']) ## cci在下降中
+                and (f['close'] < f['ma5'])): ## 收盘价在5日均线下
                 msg += f"🟢 *【建议高抛】*：当前处于震荡高位(价格:{f['close']})，建议尾盘或明日开盘*手动卖出网格仓*！"
-            # elif f['percent_b'] <= 0.0 or f['min_bias'] < -0.035:
+
+            elif ((f['close'] > f['prev_close'] and f['cci'] < f['prev_cci']) ## cci顶背离
+                and (f['K'] < f['D']) ## k线在d线之下
+                and (f['close'] < f['ma5'])): ## 收盘价在5日均线下
+                msg += f"🟢 *【建议高抛】*：当前处于震荡高位(价格:{f['close']})，建议尾盘或明日开盘*手动卖出网格仓*！"
+
+            elif ((f['cci'] < 100 and f['prev_cci'] > 100) ## cci从100跌到100以下
+                and (f['K'] < f['D']) ## k线在d线之下
+                and (f['close'] < f['ma5'])): ## 收盘价在5日均线下
+                msg += f"🟢 *【建议高抛】*：当前处于震荡高位(价格:{f['close']})，建议尾盘或明日开盘*手动卖出网格仓*！"
+
+            ## 盘整阶段，两个指标会触发买入提醒
+            ## kdj金叉，且cci连续两天上涨，且收盘价在5日均线上
+            ## cci连续两天上涨，且k线在d线上，且收盘价在5日均线上
             elif ((f['cci'] > f['prev_cci'] and f['prev_cci'] > f['prev_cci_2'])  ## cci连续两天上涨
                 and (f['K'] > f['D'] and f['prev_K'] <= f['prev_D'])  ## kdj金叉
                 and (f['close'] > f['ma5'])): ## 收盘价站上五日线
-                msg += f"🔴 *【建议低吸】*：当前处于震荡超跌区(价格:{f['close']}，J：{f['J']})，建议尾盘或明日开盘*手动买回筹码*！"
+                msg += f"🔴 *【建议低吸】*：当前处于震荡超跌区(价格:{f['close']})，建议尾盘或明日开盘*手动买回筹码*！"
+            elif ((f['cci'] > f['prev_cci'] and f['prev_cci'] > f['prev_cci_2'] and f['prev_cci_2'] < f['prev_cci_3'])
+                and (f['K'] >= f['D'])
+                and (f['close'] > f['ma5'])):
+                msg += f"🔴 *【建议低吸】*：当前处于震荡超跌区(价格:{f['close']})，建议尾盘或明日开盘*手动买回筹码*！"
             else:
                 msg += "⚪ *【建议观望】*：处于安全中枢内，未触及边界，明天*不要乱动*。"
         elif self.current_state == "STATE_3_MAIN_WAVE":

quant_strategy.py

@@ -84,6 +84,7 @@ class FeatureEngine:
         latest = self.df.iloc[-1]
         prev = self.df.iloc[-2]
         prev_2 = self.df.iloc[-3]
+        prev_3 = self.df.iloc[-4]
 
         # 如果 5分钟线数据拿到了，现价以 5分钟最新收盘价为准（更接近 14:48 真实盘面）
         # 如果没拿到，退化使用日线昨日收盘（做测试用）
@@ -123,6 +124,7 @@ class FeatureEngine:
         features["cci"] = latest["cci"]
         features["prev_cci"] = prev["cci"]
         features["prev_cci_2"] = prev_2["cci"]
+        features["prev_cci_3"] = prev_3["cci"]
 
         history_bw = self.df["bandwidth"].iloc[-250:]
         features["bw_quantile"] = (history_bw < latest["bandwidth"]).mean()