quantmesh/docs/config/examples/config-hybrid-dual-grid-example.yaml at main · ghostsworm/quantmesh · GitHub

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# 混合策略配置示例：双向网格策略
# 解决问题：单边网格在趋势行情中的劣势

app:
  name: "Dual-Direction Grid Bot"
  current_exchange: "binance"

exchanges:
  binance:
    api_key: "YOUR_API_KEY"
    secret_key: "YOUR_SECRET_KEY"
    testnet: false
    fee_rate: 0.0004

# 启用混合策略模式
strategy_mode: "hybrid"

hybrid_strategy:
  name: "Dual-Direction Grid Strategy"
  description: "根据趋势自动切换做多/做空网格"

  sub_strategies:
    # 做多网格（下跌时赚钱）
    - id: "grid_long"
      name: "做多网格"
      type: "grid"
      role: "primary"
      weight: 0.5
      enabled: true
      config:
        symbol: "ETHUSDT"
        position_mode: "long_only"
        price_interval: 5.0
        order_quantity: 50
        buy_window_size: 8
        sell_window_size: 12  # 卢单多一些，方便止盈

    # 做空网格（上涨时赚钱）
    - id: "grid_short"
      name: "做空网格"
      type: "grid"
      role: "primary"
      weight: 0.5
      enabled: true
      config:
        symbol: "ETHUSDT"
        position_mode: "short_only"
        price_interval: 5.0
        order_quantity: 50
        buy_window_size: 12  # 买入平仓多一些
        sell_window_size: 8

    # 趋势判断信号
    - id: "trend_detector"
      name: "趋势探测器"
      type: "trend_following"
      role: "signal"
      weight: 0.0
      enabled: true
      config:
        trend_period: 60
        use_ema: true
        ema_fast: 12
        ema_slow: 26
        use_adx: true  # ADX判断趋势强度

  collaboration_rules:
    # 强上升趋势：做多网格只卖不买，做空网格正常
    - id: "strong_uptrend"
      name: "强上涨模式"
      priority: 100
      enabled: true
      when:
        source_strategy: "trend_detector"
        signal_type: "trend_direction"
        operator: "in"
        value: ["strong_up", "up"]
      then:
        # 做多网格：只允许卖出（止盈）
        - target_strategy: "grid_long"
          operation: "deny_open"
          condition: "side == 'BUY'"
        # 做空网格：暂停
        - target_strategy: "grid_short"
          operation: "pause"

    # 强下跌趋势：做空网格只卖不买，做多网格正常
    - id: "strong_downtrend"
      name: "强下跌模式"
      priority: 100
      enabled: true
      when:
        source_strategy: "trend_detector"
        signal_type: "trend_direction"
        operator: "in"
        value: ["strong_down", "down"]
      then:
        # 做空网格：只允许卖出（止盈）
        - target_strategy: "grid_short"
          operation: "deny_open"
          condition: "side == 'BUY'"
        # 做多网格：暂停
        - target_strategy: "grid_long"
          operation: "pause"

    # 震荡市：两个网格都运行
    - id: "sideways_both_active"
      name: "震荡模式-双向运行"
      priority: 90
      enabled: true
      when:
        source_strategy: "trend_detector"
        signal_type: "trend_direction"
        operator: "=="
        value: "sideways"
      then:
        # 激活两个网格
        - target_strategy: "grid_long"
          operation: "resume"
        - target_strategy: "grid_short"
          operation: "resume"

    # 趋势转折时提前平仓
    - id: "trend_reversal_close"
      name: "趋势转折提前平仓"
      priority: 110
      enabled: true
      when:
        source_strategy: "trend_detector"
        signal_type: "trend_reversal"
        operator: "=="
        value: true
      then:
        - target_strategy: "grid_long"
          operation: "close_position_if_profit"
          params:
            min_profit_pct: 0.005  # 0.5%以上利润就平
        - target_strategy: "grid_short"
          operation: "close_position_if_profit"
          params:
            min_profit_pct: 0.005

  global_settings:
    # 资金分配
    capital_allocation:
      grid_long: 0.5
      grid_short: 0.5
      reserve: 0.0  # 不留储备金，全部投入

    # 风控
    max_total_position: 0.9     # 总仓位不超过90%
    emergency_stop_loss: 0.2    # 20%紧急止损

    # 趋势阈值
    adx_strong_trend: 25        # ADX>25为强趋势
    ema_diff_threshold: 0.01    # EMA差值1%以上为趋势

trading:
  symbol: "ETHUSDT"
  total_capital: 10000

safety:
  startup_check: true
  risk_monitor: true
  # 特别注意：双向网格需要足够的资金
  min_reserve_ratio: 0.2