Crypto Trading Bot V7

加密貨幣交易機器人開發 - 幫你整自動交易Bot，支持Pine Script、Python、CCXT API對接。 適用於：(1)整TradingView信號Bot (2)CEX/DEX API自動化 (3)套利機器人 (4)止盈止損策略 (5)策略回測 (6)高级风控 (7)多策略框架

Security Scan

The package claims a full live crypto trading bot (TradingView webhooks, CCXT/CEX/DEX integration, Pine Script support), but the included artifacts are only backtesting/strategy modules and do not implement the live integration or credential handling the description implies.

Purpose & Capability

The name/description advertise TradingView webhooks, CCXT API integration, CEX/DEX automation and Pine Script support, but the repository contains only backtest code (strategy_modules.py and backtest_engine_v7.py) and text files. There is no CCXT usage, no webhook/server code, no API credential handling, and the Pine Script file referenced in SKILL.md is absent from the manifest. Several referenced backtest versions (v3,v4,v6 etc.) are mentioned but not included. This mismatch suggests the package is not what it claims to be.

Instruction Scope

SKILL.md runtime instructions focus on running local backtests (activating a venv, running python backtest scripts) and refer to files under /home/user/.openclaw/workspace. They do not instruct accessing or storing exchange API keys, nor do they provide webhook setup instructions despite claiming webhook support. The instructions reference scripts/versions that are not present, which is inconsistent and could mislead users into thinking live-trading components exist when they do not.

Install Mechanism

There is no install spec or external download — the skill is instruction/code-only. That minimizes supply-chain risk (nothing is fetched or installed automatically). However, the code assumes standard Python packages (pandas, numpy) without declaring them.

Credentials

The description implies the need for exchange credentials and webhook endpoints, but requires.env and primary credential are empty. The code uses hardcoded filesystem paths (e.g., DATA_PATH = '/home/user/.openclaw/workspace/crypto_data/SOLUSDT_1h.csv'), which will read user-local files but does not declare or request credentials. This disparity (advertised live features but no credential handling) is an incoherence that warrants caution.

Persistence & Privilege

The skill does not request persistent or privileged presence: always is false, there are no install hooks, and it does not appear to modify other skills or global config. Autonomy (model invocation) is allowed by platform defaults but is not combined here with other high-risk indicators.

What to consider before installing

This package is inconsistent: it advertises live trading features (webhooks, CCXT/CEX automation, Pine Script integration) but only provides local backtesting/strategy code. Before installing or running it: (1) don't supply real exchange API keys unless you confirm the code implements secure CCXT integration and stores keys safely — none is provided here; (2) inspect the code yourself or run it in an isolated/sandbox environment (use a disposable VM or container and testnet keys) to verify behavior; (3) verify the missing files and versions referenced in SKILL.md (other backtest versions, Pine Script) — their absence could be an omission or a sign of incomplete packaging; (4) ensure required Python dependencies (pandas, numpy) are installed in a virtualenv; (5) if you expect a live trading bot, contact the author for the live-integration modules or obtain a package that explicitly includes and documents CCXT/webhook implementation and secure credential handling.

Crypto Trading Bot Developer

幫你整加密貨幣自動交易機器人

核心功能

1. TradingView Pine Script 信号 Bot

• 接收TradingView webhook信號
• 自動執行買賣指令
• 支持多交易所對接

2. CEX 自動化交易

• Binance, Bybit, OKX API 對接
• 現貨/合約自動化
• 網格交易策略

3. 策略回測

• 多周期回測 (1H/4H/1D)
• 多幣種組合回測
• 核心指標：收益率、最大回撤、勝率、夏普比率、盈虧比
• Excel導出交易記錄和資金曲線

4. 高级风控系统 (DynamicRiskManager)

风控优先级最高，贯穿整个交易流程

功能	说明
波动率过滤	ATR超过历史高百分位(90%)时暂停开仓
动态止损	ATR倍数随波动率动态调整(0.8x~2.0x)
移动止损	价格向有利方向移动≥1.0ATR后激活，偏移0.5ATR
仓位计算	基于账户权益×1.5%单笔风险

5. 手续费规则 (BNB折扣)

市场	Maker	Taker	BNB折扣后
现货	0.1000%	0.1000%	0.075%
U本位合约	0.0200%	0.0500%	0.018%/0.045%
币本位合约	0.0000%	0.0360%	0.000%/0.036%

注意：高频交易策略需特别注意手续费侵蚀利润！

6. 多策略框架 (策略模块更新.txt)

模块化策略系统，支持：

模块	功能
MarketStateDetector	基于ADX判断趋势/震荡市场
SupertrendStrategy	趋势跟踪策略
MeanReversionStrategy	RSI均值回归策略
StrategySelector	根据市场状态自动切换策略
SignalFusion	多策略加权信号融合
PortfolioAllocator	多策略资金分配

回测引擎版本

版本	文件	说明
v1	backtest_engine.py	基础RSI+MACD策略
v2	backtest_engine_v2.py	多空双向+动态RSI阈值
v3	backtest_engine_v3.py	整合高级风控
v4	backtest_engine_v4.py	多策略框架+风控
v5	backtest_engine_v5.py	稳健基础版 (Supertrend+MTF)
v6	backtest_engine_v6.py	含MTF过滤+分批止盈
v7	backtest_engine_v7.py	多周期+趋势/震荡自适应+网格

快速回测命令

cd /home/user/.openclaw/workspace
source .venv/bin/activate

# v3: 基础多空策略 + 风控
python3 backtest_engine_v3.py

# v4: 多策略框架 + 风控
python3 backtest_engine_v4.py

# v6: MTF过滤 + 分批止盈 (推荐)
python3 backtest_engine_v6.py

# v7: 多周期自适应策略 (最新)
python3 backtest_engine_v7.py

V7策略详情

V7多周期短线策略 (scripts/v7_strategy/backtest_engine_v7.py)

核心特点：

• 多周期分析：日线定方向、4H定区间、1H主信号
• 自适应策略选择：ADX>25用趋势策略，ADX≤25用震荡策略
• 动态风控：杠杆4x、ATR止损、移动止损
• 网格加仓：震荡市场中最多3次加仓
• 分批止盈：布林带中轨平半、对侧全平

适用场景：

• 波动较大的币种 (SOL, AXS, GMT等)
• 趋势和震荡交替的市场

策略模块使用

from strategy_modules import (
    MarketStateDetector,    # 市场状态识别
    SupertrendStrategy,     # 趋势策略
    MeanReversionStrategy,  # 均值回归策略
    StrategySelector,       # 策略选择器
    SignalFusion,           # 信号融合
    PortfolioAllocator      # 资金分配
)

# 初始化
risk_mgr = DynamicRiskManager(risk_per_trade=0.015, ...)
market_detector = MarketStateDetector()
supertrend = SupertrendStrategy()
meanrev = MeanReversionStrategy()

# 信号融合模式
fusion = SignalFusion([supertrend, meanrev], weights=[0.6, 0.4])
signal = fusion.generate_signal(high, low, close)

# 策略选择模式
selector = StrategySelector(market_detector, {'Supertrend': supertrend, 'MeanReversion': meanrev})
selected = selector.select_strategy(high, low, close)

文件结构

skills/crypto-trading-bot/
├── SKILL.md
├── scripts/
│   ├── hourly_contrarian_strategy_v2.pine    # Pine Script策略
│   └── strategy_modules.py                      # 多策略框架模块
└── _meta.json

/home/user/.openclaw/workspace/
├── backtest_engine_v3.py                       # 回测引擎v3
├── backtest_engine_v4.py                       # 回测引擎v4 (多策略)
├── 策略模块更新.txt                            # 策略模块源码
├── 风控逻辑.txt                               # 风控模块源码
└── crypto_backtest_v*.xlsx                    # 回测报告

數據獲取

• Binance公開數據：https://data.binance.vision
• 月度K線：/data/spot/monthly/klines/{SYMBOL}/{TIMEFRAME}/{SYMBOL}-{TIMEFRAME}-{YYYY-MM}.zip
• 支持周期：1m~1mo