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feat: 每日自动优化完整流程 + 优化器参数范围适配保证金%

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- daily_optimize.py: restart_ea() 直接杀旧启新，不再依赖信号文件
- optimize.py: 风控参数搜索范围改为保证金%(SL -100%~-10%, TP +50%~+300%)
- cron: 每日凌晨2点自动跑优化→重启EA
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silencesdg
2026-05-14 19:37:21 +08:00
parent 0fcd676a0a
commit 6c84f44073
3 changed files with 35 additions and 10 deletions
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execution/optimize.py
+6 -6
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@@ -110,13 +110,13 @@ PARAMETER_DEFINITIONS = [
# Signal Thresholds
{'name': 'buy_threshold', 'type': 'float', 'min': 0.5, 'max': 3.0, 'strategy': 'signal'},
{'name': 'sell_threshold', 'type': 'float', 'min': -3.0, 'max': -0.5, 'strategy': 'signal'},
# Risk Management
{'name': 'stop_loss_pct', 'type': 'float', 'min': -0.05, 'max': -0.01, 'strategy': 'risk'},
{'name': 'profit_retracement_pct', 'type': 'float', 'min': 0.05, 'max': 0.20, 'strategy': 'risk'},
{'name': 'min_profit_for_trailing', 'type': 'float', 'min': 0.005, 'max': 0.02, 'strategy': 'risk'},
{'name': 'take_profit_pct', 'type': 'float', 'min': 0.10, 'max': 0.50, 'strategy': 'risk'},
# Risk Management（范围适配保证金%基准）
{'name': 'stop_loss_pct', 'type': 'float', 'min': -1.00, 'max': -0.10, 'strategy': 'risk'},
{'name': 'profit_retracement_pct', 'type': 'float', 'min': 0.10, 'max': 0.80, 'strategy': 'risk'},
{'name': 'min_profit_for_trailing', 'type': 'float', 'min': 0.30, 'max': 2.00, 'strategy': 'risk'},
{'name': 'take_profit_pct', 'type': 'float', 'min': 0.50, 'max': 3.00, 'strategy': 'risk'},
{'name': 'max_holding_minutes', 'type': 'int', 'min': 30, 'max': 180, 'strategy': 'risk'},
{'name': 'min_profit_for_time_exit', 'type': 'float', 'min': 0.002, 'max': 0.01, 'strategy': 'risk'},
{'name': 'min_profit_for_time_exit', 'type': 'float', 'min': 0.02, 'max': 0.20, 'strategy': 'risk'},
# ★ Strategy Weights — 这些基因现在真正影响适应度
{'name': 'weight_MACrossStrategy', 'type': 'float', 'min': 0.0, 'max': 2.0, 'strategy': 'weight'},
{'name': 'weight_RSIStrategy', 'type': 'float', 'min': 0.0, 'max': 2.0, 'strategy': 'weight'},