From agi-super-team
Predicts BTC 5-minute candle direction using half-candle strategy with 12 orthogonal factors including momentum/deceleration conflict, V-reversal, volume breakout, Chainlink price alignment, and black swan protection. Executes at ~40% progress with ATR multiplier 0.55.
How this skill is triggered — by the user, by Claude, or both
Slash command
/agi-super-team:5minbtcThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
> 最后更新: 2026-05-28 v5.7 半K线策略
5minbtc-engine-v5.7.py5minbtc-engine-v5.py5minbtc-engine.py5minbtc-log.jsonl5minbtc-log.py5minbtc-news.pybacktest/README.mdbacktest/fetch_data.pybacktest/results/backtest_v57_20260528_1433.jsonbacktest/results/backtest_v58_1min_20260528_2018.jsonbacktest/results/backtest_v58_1min_20260528_2019.jsonbacktest/results/backtest_v58_1min_20260528_2020.jsonbacktest/results/latest_summary.jsonbacktest/results/latest_v57_summary.jsonbacktest/results/latest_v58_1min_summary.jsonbacktest/run.shbacktest/run_backtest.pybacktest/run_backtest_v57.pybacktest/run_backtest_v58.pyreferences/backtest-findings.md最后更新: 2026-05-28 v5.7 半K线策略
核心策略变更: 在K线第4分钟执行(progress~80%),利用前半根K线实体方向确认延续
设计思路(Daniel提出): 实盘66%准确率的edge来自"确认当前K线已有走势"(progress=0.9+),v5.7把这个隐性优势显性化。
| 变更项 | 详情 | 效果 |
|---|---|---|
S1 half_body_momentum() | 新因子,progress≥0.45时激活,ATR归一化实体+tanh压缩 | 将实盘edge显性建模 |
| S2 ATR乘数×0.55 | pred_close乘数 0.20/0.12→0.11/0.066 | 只预测剩余~2.5分钟 |
| S3 half_range缩窄 | 0.65→0.40 | 区间更紧凑 |
| Cron调度 | 第2分钟执行(2,7,12...) | progress~40%,前2根1min构建半K线 |
BASE_W['half_body']=1.2 | 所有因子中最高权重 | 核心edge因子 |
REGIME_ADJ 更新 | 所有4个regime添加half_body权重 | regime-aware调整 |
half_body_momentum() 关键设计:
min(1.0, (progress-0.3)/0.7) — 0.45→0.2, 0.8→0.71, 1.0→1.0关键改进: 用真实1分钟K线构建半K线状态,零前视偏差
之前v5.7回测用 (open+actual_close)/2 模拟中点→71.2%但含前视偏差;用前一根5min body→48.1%无预测力。
正确方法(Daniel提出): 用对应5min K线的前2-3根真实1分钟K线的OHLCV构建半程状态。
回测结果(半年, 27,237轮方向性):
| 前1根1min (20%) | 前2根 (40%) | 前3根 (60%) | 前4根 (80%) | 前5根 (100%) |
|---|---|---|---|---|
| 56.7% | 61.4% | 65.8% | 69.5% | 76.1% |
核心发现:
回测文件: backtest/run_backtest_v58.py (数据: backtest/data/btcusdt_1m.json, 259k根)
用法: python3 run_backtest_v58.py --fast --compare 或 --half 3 (前3根1min)
基于3次方向错误深度复盘的4项修复(已实施验证):
| 修复项 | 变更 | 根因 |
|---|---|---|
| R1 momentum/decel冲突检测 | |mom|>0.7且|decel|>0.8且方向相反时,动态降权mom 1.0→0.4, 升权decel 0.7→0.9 | V型反转点momentum锁定错误方向 |
| R2 V型反转因子 | v_reversal_detect() 检测低点抬高模式 [-1,1], BASE_W=0.8 | 捕捉结构性的反转信号 |
| R3 放量突破因子 | vol_breakout_signal() 用最近3根完整K线的最大量K线方向 [-1,1], BASE_W=0.4 | 避免未完成K线的量价误导 |
| R4 Chainlink价格对齐 | fetch_chainlink_ref() Coinbase BTC-USD作参考,自动补偿Binance偏移 | Polymarket结算价≠Binance价格 |
关键代码模式:
saved_base = BASE_W.copy() → 临时改权重 → combine_factors() → BASE_W.update(saved_base) 恢复。避免跨调用污染全局权重。candles[-4:-1](最近3根完成K线),不用当前未完成K线chainlink_offset 追踪每次偏移量, v_reversal/vol_breakout 因子值基于120轮v5.4实战复盘的4项优化:
| 优先级 | 修复项 | 变更 | 影响 |
|---|---|---|---|
| P0-1 | 置信度校准 | 40+abs(score) → Platt Scaling sigmoid | conf与准确率正相关 |
| P0-2 | 新闻因子 | 98% NEUTRAL死代码,保留扫描给LLM | 减少噪声 |
| P1-1 | Bull bias | score>0时×0.92衰减 | bear 70.2% > bull 65.4%修正 |
| P1-2 | 高vol惩罚 | HIGH_VOL 0.6→0.45 | 放量准确率更低 |
附加优化:
calibrate_confidence() 独立函数,midpoint=15, steepness=0.10对当前5min K线做方向判断和收盘预测。架构:引擎脚本算指标+给基准建议,LLM做综合分析+微调+完整输出。
三层端点策略(按优先级):
| 优先级 | 端点 | 场景 | 状态 |
|---|---|---|---|
| 1 | api.binance.us | 通用首选(低延迟网络稳定;2026-06-17间歇超时) | ⚠️ |
| 2 | data-api.binance.vision | 备选(低延迟可用,高延迟SSL超时;2026-06-17反向可用) | ⚠️ |
| 3 | api.binance.com | 仅供非中国大陆网络 | ❌ 中国大陆451 |
高延迟网络下的已知问题:
data-api.binance.vision 的 SSL 握手经常超时(Python urlopen timeout=10 不够)api.binance.us 在此类网络下仍然可用api.binance.us 也可能间歇性超时(URLError: timed out),此时 data-api.binance.vision 反而可用。两个端点都可能出问题,故障切换必须是双向的——哪个通就用哪个,不要假设某一端总是稳定references/binance-api-geo.md引擎 + 日志模块端点快速切换(双向故障切换,两个方向都要支持):
SKILL_DIR=/home/aa/.hermes/profiles/cqo/skills/5minbtc
# 方向A: 切换到 api.binance.us (当 data-api 不可用时)
sed -i 's|BINANCE_KLINES = .*|BINANCE_KLINES = "https://api.binance.us/api/v3/klines"|' $SKILL_DIR/5minbtc-engine-v5.7.py
sed -i 's|BINANCE_DEPTH = .*|BINANCE_DEPTH = "https://api.binance.us/api/v3/depth"|' $SKILL_DIR/5minbtc-engine-v5.7.py
sed -i 's|data-api.binance.vision|api.binance.us|g' $SKILL_DIR/5minbtc-log.py
# 方向B: 切换到 data-api.binance.vision (当 api.binance.us 不可用时)
sed -i 's|BINANCE_KLINES = .*|BINANCE_KLINES = "https://data-api.binance.vision/api/v3/klines"|' $SKILL_DIR/5minbtc-engine-v5.7.py
sed -i 's|BINANCE_DEPTH = .*|BINANCE_DEPTH = "https://data-api.binance.vision/api/v3/depth"|' $SKILL_DIR/5minbtc-engine-v5.7.py
sed -i 's|api.binance.us|data-api.binance.vision|g' $SKILL_DIR/5minbtc-log.py
# 验证
python3 $SKILL_DIR/5minbtc-log.py settle-all 2>&1 | head -3
验证命令:
# 快速测试哪个端点可用
for ep in "api.binance.us" "data-api.binance.vision"; do
code=$(curl -s --connect-timeout 10 --max-time 15 -o /dev/null -w "%{http_code}" "https://$ep/api/v3/klines?symbol=BTCUSDT&interval=5m&limit=1")
echo "$ep → HTTP $code"
done
不要用 WORKSPACE = dirname(dirname(dirname(...))) 指向旧 OpenClaw workspace。用 SKILL_DIR = os.path.dirname(os.path.abspath(__file__))。
当需要临时修改 BASE_W / REGIME_ADJ 等模块级字典做单次计算时,必须用 saved_base 模式:
saved_base = BASE_W.copy()
BASE_W['momentum'] = 0.4 # 临时修改
raw = combine_factors(factors, regime)
BASE_W.update(saved_base) # 立即恢复
不要直接修改后不恢复——Python 模块级字典是全局可变的,下次调用会读到脏数据。
365天105,120根K线回测(backtest/目录)揭示的真相:
v5.6纯价格因子(开盘预测):
| 模式 | 当前K线数据 | 方向准确率 | 本质 |
|---|---|---|---|
| historical_only | 屏蔽 | 47.4% | 低于随机50% |
| fair_live_sim | 屏蔽 | 48.8% | 等于随机 |
| full_lookahead | 含close | 61.1% | 前视偏差 |
| 实盘 (298轮) | progress=0.9+ | 66.1% | 间接前视 |
v5.8真实1min半K线回测(零前视偏差):
| 前2根1min(40%进度) | 前3根(60%) | 前4根(80%) |
|---|---|---|
| 61.4% (+11.4pp) | 65.8% (+15.8pp) | 69.5% (+19.5pp) |
结论更新:
回测方法论教训: 模拟半K线状态时,绝不能用 (open+actual_close)/2(前视偏差)或前一根5min body(太粗糙)。必须用对应时间段的真实1分钟K线数据。详见 backtest/run_backtest_v58.py。
Python 3.11.15 (uv cpython build) rejects any non-ASCII character in .py files — not just in code, but in comments and docstrings too. This includes:
,:;()!?、。 → must use ASCII ,;:()!?.,≤ ≥ × ÷ ± ★ → <= >= * / +- *→ ← ∞ — – → > < inf -- -' ' " " → ' "~2.5 → Python parses ~ as bitwise NOT, giving "invalid decimal literal"""" that look correct but contain Unicode left/right double quotes (U+201C/U+201D) instead of ASCII 0x22 — causes "unterminated triple-quoted string"Fix strategy (in order):
sed -i or Python script for bulk replacements of known character classesCJK+* → CJK + *)xxd or hexdump to inspect the raw bytes around the error linecontent = ''.join(c if ord(c) < 128 or 0x4E00 <= ord(c) <= 0x9FFF else '<REPLACED>' for c in content)Prevention: When writing Chinese comments/docstrings in engine .py files, never mix full-width punctuation or math symbols. Use ASCII punctuation only.
升级引擎后必须同步更新 cron job 的 name 字段(如 "5minbtc v5.6")。cron 不自动感知引擎文件版本——它只执行 5minbtc-engine-v5.py,文件内容变了 cron 就跑新代码,但 job name 仍是旧标签,导致复盘时混淆实际运行的引擎版本。
操作: 每次 engine 升级后,执行 cronjob(action='update', job_id=..., name='5minbtc vX.Y')。
并行组:
├── exec: settle-all + 引擎脚本 + 新闻扫描(合并一条命令)
├── web_search: "Bitcoin BTC breaking news price" count=3 freshness=day
├── web_search: "crypto market macro stocks today" count=3 freshness=day
└── web_search: "比特币 BTC 最新 晚间" count=3 freshness=day
搜索优化: 3组通用搜索经常返回首页/目录页而非具体新闻。如果初始结果不具体,立即追加1-2组上下文定制搜索:
"Bitcoin BTC price [rise/drop/crash] today [当前日期]""BTC [事件关键词] crypto impact [月份] [年份]"引擎命令(绝对路径):
SKILL_DIR=/home/aa/.hermes/profiles/cqo/skills/5minbtc && \
python3 $SKILL_DIR/5minbtc-log.py settle-all 2>&1; \
echo "---ENGINE---"; \
python3 $SKILL_DIR/5minbtc-engine-v5.7.py 2>&1; \
echo "---NEWS---"; \
python3 $SKILL_DIR/5minbtc-news.py 2>&1
新闻扫描会自动更新 data/news-risk-level.json(结构化情绪+风险等级),供Step 2使用。
LLM收到引擎JSON后,必须:
A. 验收上一根K线(从settle输出)
B. 综合判断方向(引擎给基准,LLM最终决定)
data/news-risk-level.json 获取结构化新闻情绪C. 微调预测价(引擎给基准,LLM微调±ATR*0.3以内)
D. 完整输出(包含技术分析逻辑,不是只列数字)
SKILL_DIR=/home/aa/.hermes/profiles/cqo/skills/5minbtc && \
python3 $SKILL_DIR/5minbtc-log.py log \
"<engine.candle.iso>" \
<final_pred_close> \
<final_pred_high> \
<final_pred_low> \
<confidence> \
<final_bias> \
<news_sentiment> \
<engine.indicators.vol_pct>
✅ 验收: [上次K线时间] pred=$XX,XXX actual=$XX,XXX err=±$XX (±X.XX%) dir✅/❌ rng✅/❌
[1句复盘]
📈 BTC 5min 实时预测 @ HH:MM:SS
当前K线: HH:MM→HH:MM | ⏱ XX.X% (剩XmXs)
实时价: $XX,XXX | O=XX,XXX H=XX,XXX L=XX,XXX C=XX,XXX (body ±$XX)
---
📰 今日关键新闻 [结构化信号: 🟢BULLISH/🟡NEUTRAL/🔴BEARISH | 风险: LOW_RISK/NORMAL/ELEVATED/HIGH_VOL]:
- 🟢 [新闻1] — 影响
- 🟡 [新闻2] — 影响
- 🔴 [新闻3] — 影响
新闻净效应: 🟢/🟡/🔴 [原因] | 结构化: [news-risk-level.json sentiment]
🧭 方向: 📈/📉 [bull/bear] [strong/medium/weak] | 依据: [2-3个关键指标+新闻]
- 引擎基准: [engine bias/strength] → LLM调整: [如有调整写理由,无则写"确认引擎判断"]
- EMA9=$XX,XXX / EMA21=$XX,XXX (Δ±$XX)
- RSI=XX.X [超买/超卖/中性]
- MACD=XX.X / Signal=XX.X (Hist=XX.X)
- BB: $XX,XXX / $XX,XXX / $XX,XXX [价格位置]
- ATR=$XX.X | Vol=XX% of avg [放量/缩量/正常]
[2-3句核心分析:结合技术+新闻+K线形态的综合判断]
---
🎯 收盘预测:
| 情景 | 目标区间 | 概率 |
|------|---------|------|
| [主要情景] | $XX,XXX-$XX,XXX | XX% ← |
| [次要情景] | $XX,XXX-$XX,XXX | XX% |
**开盘$XX,XXX → 预测$XX,XXX** (±$XX, ±X.XX%) → 📈/📉
> [1句关键备注]
v5.6输出示例(实际字段名):
{
"version": "5.6",
"candle": {"now":"22:10:26","candle_start":"22:10","candle_end":"22:15","progress_pct":8.9,"remaining_sec":273,"iso":"..."},
"price": {"current":74978.01,"open":75020.0,"high":75037.42,"low":74950.64,"body":-42,"body_pct":-0.056},
"recent_candles": [{"O":75000,"H":75102,"L":74928,"C":75073}, ...],
"indicators": {
"ema9":75099.4, "ema21":75298.7, "ema_delta":-199.3,
"rsi":32.5, "macd":-209.78, "macd_signal":-191.92, "macd_hist":-17.86,
"bb_upper":76060.4, "bb_mid":75357.1, "bb_lower":74653.9,
"atr":155.6, "vol_pct":19.0
},
"fng": {"value":25, "label":"Extreme Fear"},
"factors": {
"momentum": -0.968, "meanrev": 0.431, "rsi": -0.351,
"volume": 0.25, "fatigue": 0, "imbalance": 0.234,
"microprice": 0.246, "decel": 1.0, "position": 0.798,
"v_reversal": 0, "vol_breakout": 0
},
"regime": "TREND",
"chainlink_offset": -152,
"prediction": {"bias":"bull","strength":"weak","confidence":45,"score":1,
"pred_close":74860,"pred_high":74954,"pred_low":74766}
}
v5.6新增字段说明:
chainlink_offset: Binance→Chainlink价格偏移($),已自动补偿pred_close/high/low。LLM在输出末尾注明此偏移即可fng: Fear & Greed Index,值为null时API不可用factors.v_reversal: V型反转因子 [-1,1],0=无反转信号factors.vol_breakout: 放量突破因子 [-1,1],0=无突破信号atr_spike: ATR异常检测 {detected, ratio, consecutive} — v5.7.1 P0-1fng_black_swan: bool — v5.7.1 P0-2: FNG<25时为Truenews_risk: str — v5.7.1 P0-3: "NORMAL"/"BLACK_SWAN"/"CRITICAL"black_swan_warning: str|null — v5.7.1 P0-3: 黑天鹅警告信息price.body_pct: body百分比,正=阳线,负=阴线
## 复盘
```bash
SKILL_DIR=/home/aa/.hermes/profiles/cqo/skills/5minbtc && \
python3 $SKILL_DIR/5minbtc-log.py stats
| 源 | 延迟 | 状态 |
|---|---|---|
| CoinDesk | ~14min | ✅ RSS实时 |
| Cointelegraph | ~3min | ⚠️ 需TG脚本(已降级为RSS fallback) |
| TreeNews | ~120min | ⚠️ 需TG脚本(已降级) |
| 版本 | 架构 | 方向准确率 | 关键变更 |
|---|---|---|---|
| v3.1 | 线性打分(EMA+RSI+MACD+Vol) | 64% | 基础版,引擎+LLM混合 |
| v3.5.1 | +低vol衰减/VWAP因子 | 77% | 最佳版本 |
| v4.0 | Hermes迁移 | 60.5% | 路径适配,功能不变 |
| v4.1 | Phase1修复 | 目标70%+ | 过度自信压制+放量反转+bull修正+疲劳增强 |
| v5.4 | 正交因子+Regime | 68.1%(120r) | 9正交因子+sigmoid+TREND dampening+meanrev反转 |
| v5.5 | +校准置信度 | 71.4%(28r) | Platt Scaling+Bull惩罚+高vol增强+neutral区收缩 |
| v5.6 | +冲突检测+V反转+Chainlink | 66.1%(298r实盘) / 47.4%(105k回测) | mom/decel冲突降权+V反转因子+放量突破+Coinbase价格对齐。⚠️ 实盘edge来自前视偏差(progress=0.9+),公平回测无预测力 |
| v5.7 | 半K线策略+half_body因子 | 61.4%回测(前2min) / 69.5%(前4min) | 第2分钟执行+half_body_momentum因子(BASE_W=1.2)+ATR×0.55+half_range 0.40。v5.8回测用真实1min K线证实半K线延续性有真实edge(+11.4~+19.5pp) |
| v5.7.1 | +黑天鹅防护 | 72.0% (100r实盘) / 61.4%回测(V8) | P0-1: ATR spike检测(1.5x阈值+连续3根→regime强制HIGH_VOL+conf减半) / P0-2: FNG<25极端恐惧过滤(v_reversal×0.5+decel×0.7) / P0-3: news_risk circuit breaker(BLACK_SWAN/CRITICAL→neutral+conf=30)。2026-05-28美伊空袭复盘驱动。6月实盘100轮方向83.0%: 06-03=79.2%(24r) → 06-06=90.9%(33r)🏆 → 06-09=88.9%(18r) → 06-12=68.0%(25r) 缩量(≤80% vol)方向≥95% ✅ |
| v5.7.2 | +imbalance冲突裁决+fatigue预警 | 2/2裁决验证✅ | **half_body vs imbalance/microprice冲突裁决规则: |
⚠️ 回测警示(2026-05-28更新): v5.6纯价格因子在开盘预测时准确率仅47-49%。但v5.8用真实1min K线构建半K线后,准确率61.4%(前2根)~69.5%(前4根),证实半K线延续性有真实edge。half_body因子本身无方向预测力(48.5%),其贡献在于触发更紧ATR阈值。详见
references/backtest-findings.md和backtest/run_backtest_v58.py。
| 日期 | 引擎 | 笔数 | 方向 | 区间 | 行情特征 |
|---|---|---|---|---|---|
| 05-05 | v4.x | 107 | 64.5% | 55.1% | 震荡+突破 |
| 05-06 | v4.x | 28 | 57.1% | 71.4% | 横盘 |
| 05-11 | v4.x | 12 | 66.7% | 91.7% | 小样本 |
| 05-12 | v4.x | 5 | 40.0% | 60.0% | 小样本最差 |
| 05-23 | v5.4 | 37 | 64.9% | 73.0% | v5.4首日 |
| 05-24 | v5.4 | 30 | 73.3% | 76.7% | -1.09%单边下跌🏆 |
| 05-25 | v5.4 | 26 | 61.5% | 88.5% | +0.43%震荡 |
| 05-27 | v5.5 | 28 | 71.4% | 75.0% | -0.78%震荡下跌 |
| 06-03 | v5.7.1 | 24 | 79.2% | 54.2% | -6.9%单边下跌, FNG=11 |
| 06-06 | v5.7.1 | 33 | 90.9% 🏆 | 78.8% | 缩量震荡, FNG=12~14 |
| 06-09 | v5.7.1 | 18 | 88.9% | 61.1% | 16连胜, 缩量≤80%方向100% |
| 06-12 | v5.7.1 | 25 | 68.0% | 40.0% | bear中量区44.4%溃败 |
| 06-14 | v5.7.1 | 32 | 65.6% | 53.1% | bear弱反弹盲区57.9%, 10连胜开局 |
引擎迭代对比:
v5.7.1首日实盘(6月3日): 24轮已结算,方向准确率79.2%(19/24),区间54.2%(13/24),MAE 0.106%。详见 review-2026-06-03.md。
5个方向误判的根因模式:
| 时间 | 引擎方向 | 实际方向 | 误差 | vol | 根因模式 |
|---|---|---|---|---|---|
| 20:04 | bear | +0.30% | ❌❌ | 163% | 巨量开盘+冲突降权未完全覆盖 |
| 20:37 | bear | +0.21% | ❌❌ | 83% | 开仓延迟: 20:36 bull→20:37 bear转多 |
| 20:54 | bear | +0.16% | ❌❌ | 34% | 纯噪声区间: 缩量反向锁死 |
| 20:57 | bull | -0.06% | ❌❌ | 37% | 量价背离: 缩量bear bull锁死 |
| 21:06 | bull | -0.08% | ❌❌ | 81% | Pattern A: momentum 15-candle OLS滞后 |
| 21:28 | bull | -0.01% | ❌❌ | 156% | 缩量变放量+开仓末期反转 |
缩量场景(<50% vol)表现: 7/7方向100%准确率 — 半K线策略的核心优势区域。 FNG=11极端恐惧下表现: 黑天鹅防护正常激活,v_reversal×0.5+decel×0.7,但ATR正常+news=NORMAL未触发熔断 — 设计合理。
详见
references/quant-knowledge-index.md和~/.hermes/profiles/cqo/quant-knowledge/R12-integration-blueprint.md
基于2026-05-27深度复盘的3次方向错误分析,已全部落地到引擎代码:
| 优先级 | 修复项 | 状态 | 实现 |
|---|---|---|---|
| R0 | momentum/decel冲突检测 | ✅ direction_rule_v5() | saved_base模式动态降权mom→0.4, decel→0.9 |
| R1 | V型反转因子 | ✅ v_reversal_detect() | BASE_W=0.8, TREND/HIGH_VOL下加权至0.9/1.0 |
| R2 | 放量突破因子 | ✅ vol_breakout_signal() | 用最近3根完成K线,BASE_W=0.4 |
| R3 | Chainlink价格对齐 | ✅ fetch_chainlink_ref()+run() | Coinbase BTC-USD参考,偏移补偿上限±$300 |
案例复盘要点:
实时验证: 22:09 CST 运行恰好命中冲突场景(mom=-0.981, decel=+1.0),输出bear conf=45% score=-1
references/binance-api-geo.md — Binance API 区域封禁解决方案和迁移记录references/quant-knowledge-index.md — 50轮蒸馏知识库索引(14份报告/~80KB),含升级优先级references/polymarket-data-source.md — Polymarket BTC价格结算源(Chainlink Data Streams)、与Binance价差分析、对预测引擎的影响references/performance-history.md — 全量实战记录(273轮/8天),按日详细数据+引擎迭代对比+3大错误模式归因references/backtest-findings.md — 365天回测深度复盘:因子无预测力证据、前视偏差诊断、A/B三种模式对比、战略建议references/session-2026-06-17.md — 2026-06-17 5轮实时预测: v5.7.2冲突裁决再验证(2/2)✅、fatigue≥0.8误判分析、Binance端点双向故障切换references/dreaming-cron-recovery.md — Dreaming Cron故障恢复指南: 数据源不可用恢复步骤、验证命令、配置参考references/backtest-v58-1min-findings.md — v5.8真实1min半K线回测:零前视偏差方法论、前2根1min=61.4%准确率、因子贡献分析、半K线延续性alpha证据存放在 skill 目录根下,按日期命名:
review-2026-05-24.md — v5.4 单边下跌日复盘(方向73.3%)review-2026-05-25.md — v5.4 震荡市复盘(Range 88.5%历史最佳,方向61.5%)review-2026-05-27.md — v5.6 3次方向错误深度复盘 + 4项修复实施 + 8天273轮总战绩review-2026-06-03.md — v5.7.1 首日24轮实盘复盘(方向79.2%, 缩量100%, 5个误判模式分析)backtest/review-backtest-2026-05-27.md — 365天回测深度复盘 + 因子无预测力证据 + 前视偏差诊断14份深度蒸馏报告存放在 reports/ 目录(也同步在 AGI-Super-Team 仓库):
Skill已同步至 AGI-Super-Team 仓库 skills/5minbtc/。
# 1. rsync 本地最新版到共享仓库(排除运行时数据和日志)
rsync -av \
--exclude='data/' --exclude='__pycache__/' \
--exclude='*.jsonl' --exclude='*.jsonl.*' --exclude='*.gz' \
/home/aa/.hermes/profiles/cqo/skills/5minbtc/ \
/home/aa/clawd/repos/AGI-Super-Team/skills/5minbtc/
# 2. 提交推送
cd /home/aa/clawd/repos/AGI-Super-Team
git add skills/5minbtc/
git commit -m "sync(skills/5minbtc): <变更简述>"
git push origin master
Commit message 惯例: sync(skills/5minbtc): <版本> 全量同步 — 引擎+回测+复盘+参考文档
同步内容:
5minbtc-engine*.py)、日志模块 (5minbtc-log.py)、新闻模块 (5minbtc-news.py)SKILL.md(含冲突裁决规则同步)backtest/(含脚本、结果JSON、README)references/(含黑天鹅防御、Dreaming恢复、Binance地理、性能历史)review-*.md 全量复盘记录data/、__pycache__/(运行时产物)*.jsonl、*.jsonl.*.gz(海量预测日志,按需同步)同步前dry-run验证:
rsync -av --dry-run \
--exclude='data/' --exclude='__pycache__/' --exclude='*.jsonl' --exclude='*.jsonl.*' --exclude='*.gz' \
/home/aa/.hermes/profiles/cqo/skills/5minbtc/ \
/home/aa/clawd/repos/AGI-Super-Team/skills/5minbtc/
推送前检查point: 确保不包含敏感数据(密钥、API凭证)、市场数据(data/)、海量日志(*.jsonl.gz)
backtest/
├── fetch_data.py # Binance历史数据下载器(分页+断点续传)
├── run_backtest.py # v5.6回测引擎(导入v5.6因子模块, A/B三种模式)
├── run_backtest_v57.py # v5.7回测(用模拟半K线,已证实有前视偏差问题)
├── run_backtest_v58.py # v5.8回测(用真实1min K线构建半K线,零前视偏差) ← 推荐使用
├── run.sh # 一键运行(--fast/--sample/--days/--skip-fetch)
├── README.md # 使用文档
├── data/
│ ├── btcusdt_5m.json # 5分钟K线数据(105k根, 12MB)
│ └── btcusdt_1m.json # 1分钟K线数据(259k根, 29MB) — v5.8回测用
└── results/ # 回测结果(gitignore)
运行命令:
cd backtest && python3 run_backtest_v58.py --fast --compare — v5.8快速回测(推荐)cd backtest && python3 run_backtest_v58.py --half 3 — 用前3根1mincd backtest && python3 run_backtest_v58.py --days 180 --full-report — 完整半年报告npx claudepluginhub aaaaqwq/agi-super-team --plugin agi-super-teamScans Binance 1m candles for BTC 5-min trading signals, executes virtual Polymarket trades, and tracks P&L. Use for strategy backtesting and parameter tuning.
Manages Freqtrade strategies, backtesting, hyperopt, deployment, and live bot control (status, balance, open positions, P&L) via REST API. Auto-detects CoinClaw container engines (OpenClaw/Hermes) and handles daemon restarts.
Analyzes cryptocurrency markets using 78 indicators and 62 candlestick patterns via pandas-ta-classic. Computes RSI, MACD, EMA, Bollinger Bands, KDJ, SuperTrend, support/resistance, divergence, and multi-timeframe scores.