[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"project-2233":3},{"id":4,"name":5,"fullName":6,"owner":7,"repo":5,"description":8,"homepage":9,"htmlUrl":10,"language":11,"languages":10,"totalLinesOfCode":10,"stars":12,"forks":13,"watchers":14,"openIssues":15,"contributorsCount":15,"subscribersCount":15,"size":15,"stars1d":16,"stars7d":17,"stars30d":18,"stars90d":15,"forks30d":15,"starsTrendScore":19,"compositeScore":20,"rankGlobal":10,"rankLanguage":10,"license":21,"archived":22,"fork":22,"defaultBranch":23,"hasWiki":24,"hasPages":22,"topics":25,"createdAt":10,"pushedAt":10,"updatedAt":26,"readmeContent":27,"aiSummary":28,"trendingCount":15,"starSnapshotCount":15,"syncStatus":17,"lastSyncTime":29,"discoverSource":30},2233,"chanlun_auto_trading","haigechanlun\u002Fchanlun_auto_trading","haigechanlun","一个基于缠论（Chanlun）理论构建的自动化量化交易系统，结合历史数据训练、严格风控与实盘执行，致力于实现稳定且可持续的收益表现。  回测收益年化80%+！欢迎订阅信号和实盘测试。","",null,"Python",123,36,115,0,1,2,6,3,48.3,"MIT License",false,"main",true,[],"2026-06-12 04:00:13","# 📈 Chanlun Quant Trading System\n\n\u003Cp align=\"center\">\n  \u003Ca href=\"#readme-zh\">简体中文\u003C\u002Fa>\n   · \n  \u003Ca href=\"#readme-en\">English\u003C\u002Fa>\n\u003C\u002Fp>\n\n---\n\n\u003Ch2 id=\"readme-zh\">简体中文\u003C\u002Fh2>\n\n一个基于缠论（Chanlun）理论构建的自动化量化交易系统，结合历史数据训练、严格风控与实盘执行，致力于实现稳定且可持续的收益表现。\n\n回测收益年化 80%+。欢迎订阅信号和实盘测试。\n\n### 官方网站\n\n海哥缠论官网：[https:\u002F\u002Fhaigechanlun.com\u002F](https:\u002F\u002Fhaigechanlun.com\u002F) — 缠论结构化视角、纪律与风控、量化落地（回测 · 实盘 · 监控），以及个人主页与社群入口。\n\n### 联系海哥（订阅信号 & 实盘对接测试）\n\n- Telegram: [http:\u002F\u002Ft.me\u002Fhaigechanlun](http:\u002F\u002Ft.me\u002Fhaigechanlun)\n- 公众号：海哥缠论\n- 推特：[https:\u002F\u002Fx.com\u002Fhaigechanlun666](https:\u002F\u002Fx.com\u002Fhaigechanlun666)\n- 微信：roganwu32\n\n![ETH 一年回测](.\u002Fimages\u002Fhaige.png)\n\n### 实盘对接流程\n\n- **注册新账号**\n  - Gate： [https:\u002F\u002Fwww.gatenode.xyz\u002Fshare\u002FVVNAULXZAG](https:\u002F\u002Fwww.gatenode.xyz\u002Fshare\u002FVVNAULXZAG)（邀请码：`VVNAULXZAG`）\n  - OKX： [https:\u002F\u002Fwww.vmutkhamuut.com\u002Fjoin\u002F5032833](https:\u002F\u002Fwww.vmutkhamuut.com\u002Fjoin\u002F5032833)（邀请码：`5032833`）\n- 开通合约 API 读取与交易权限，并将 Key 提供给我们\n- 将资金划转至合约账户\n\n---\n\n## 🚀 核心特性\n\n### 1️⃣ 缠论买卖点识别（AI + 规则引擎）\n\n- 基于 **近 2 年 K 线数据** 进行结构化训练与验证\n- 自动识别：中枢结构、笔 \u002F 线段演化、一买 \u002F 二买 \u002F 三买与一卖 \u002F 二卖 \u002F 三卖\n- 支持多周期联动（1H \u002F 4H \u002F 日线）\n\n### 2️⃣ 全自动化交易执行\n\n- 信号生成 → 下单执行 → 持仓管理全流程自动化\n- 支持主流交易所 API 对接\n- 可扩展策略模块（多策略并行）\n\n### 3️⃣ 风控管理体系（Risk Control Engine）\n\n- 仓位动态控制（Position Sizing）\n- 单笔风险限制\n- 最大回撤控制（Max Drawdown Protection）\n- 高频异常波动过滤\n\n### 4️⃣ 移动止盈止损（Trailing System）\n\n- 动态止盈（趋势跟随）\n- 自适应止损（基于结构 \u002F 波动率）\n- 支持固定比例、ATR 波动模型、缠论结构止损\n\n### 5️⃣ 回测表现（Backtesting）\n\n- 回测周期：近 1 年历史数据\n- 年化收益率：**> 85%**\n- 夏普率（Sharpe）表现突出\n- 支持多市场验证（加密货币 \u002F 外汇）\n\n> ⚠️ 历史回测不代表未来收益，市场具有不确定性。\n\n![ETH 一年回测](.\u002Fbacktesting\u002Feth.png)\n![ETH 夏普率](.\u002Fbacktesting\u002Freport.png)\n\n---\n\n### 常用技术分析信号监控\n\n- [TD 迪马克序列、神奇九转](.\u002Fmonitor\u002Ftd.py)\n- TD 实战教程：[微信文章](https:\u002F\u002Fmp.weixin.qq.com\u002Fs\u002F5A8oKSIA0tQN8OAsDdtKiQ)\n\n### K 线行情\n\n- 采用 Binance 数据源：[代码实现](.\u002Fdata\u002Fbinance_api.py)\n\n### 实盘交易\n\n- 支持 Binance、OKX、Gate、WEEX\n- Gate：[代码实现](.\u002Ftrade\u002Fgate\u002Ftrade.py)\n- OKX：[代码实现](.\u002Ftrade\u002Fokx\u002Ftrade.py)\n\n### 核心策略\n\n- 基于近 2 年 K 线训练缠论买卖点，得到实时决策模型（不开源；需要跑实盘可联系）\n\n### 开源策略（仅供参考，实盘有风险）\n\n- **MACD 背驰 + TD 信号** 动态加减仓\n  - [实盘代码](.\u002Fstrategy\u002Flive_trading_macd_td.py)\n  - [回测代码](.\u002Fstrategy\u002Fbacktest_macd_td.py)\n  - 最近 10 天回测：\n\n![最近 10 天回测数据](.\u002Fbacktesting\u002Fmacd_td.png)\n![最近 10 天回测统计](.\u002Fbacktesting\u002Fmacd_td_report.png)\n\n---\n\n\u003Cp align=\"center\">\u003Ca href=\"#readme-zh\">↑ 回到简体中文\u003C\u002Fa> · \u003Ca href=\"#readme-en\">English ↓\u003C\u002Fa>\u003C\u002Fp>\n\n---\n\n\u003Ch2 id=\"readme-en\">English\u003C\u002Fh2>\n\nAn automated quantitative trading system built on **Chanlun** (缠论) theory, combining historical data training, strict risk control, and live execution for stable, sustainable performance.\n\nBacktests show **80%+ annualized** returns. Signal subscription and live testing are welcome.\n\n### Official website\n\n**Haige ChanLun** — [https:\u002F\u002Fhaigechanlun.com\u002F](https:\u002F\u002Fhaigechanlun.com\u002F): structured Chanlun, risk discipline, full quant loop (backtest · live · monitoring), profile, and community links.\n\n### Contact (signals & live onboarding)\n\n- Telegram: [http:\u002F\u002Ft.me\u002Fhaigechanlun](http:\u002F\u002Ft.me\u002Fhaigechanlun)\n- WeChat official account: 海哥缠论\n- X (Twitter): [https:\u002F\u002Fx.com\u002Fhaigechanlun666](https:\u002F\u002Fx.com\u002Fhaigechanlun666)\n- WeChat: roganwu32\n\n![ETH 1-year backtest](.\u002Fimages\u002Fhaige.png)\n\n### Live trading onboarding\n\n- **Create exchange accounts**\n  - Gate: [https:\u002F\u002Fwww.gatenode.xyz\u002Fshare\u002FVVNAULXZAG](https:\u002F\u002Fwww.gatenode.xyz\u002Fshare\u002FVVNAULXZAG) (invite: `VVNAULXZAG`)\n  - OKX: [https:\u002F\u002Fwww.vmutkhamuut.com\u002Fjoin\u002F5032833](https:\u002F\u002Fwww.vmutkhamuut.com\u002Fjoin\u002F5032833) (invite: `5032833`)\n- Enable futures API **read + trade** permissions and provide the keys to us\n- Transfer funds to your futures account\n\n---\n\n## 🚀 Highlights\n\n### 1️⃣ Chanlun entry\u002Fexit signals (AI + rules)\n\n- Structured training and validation on **~2 years** of OHLCV data\n- Detects: pivots (中枢), strokes\u002Fsegments (笔\u002F线段), first\u002Fsecond\u002Fthird buy & sell points\n- Multi-timeframe alignment (1H \u002F 4H \u002F daily)\n\n### 2️⃣ Fully automated execution\n\n- End-to-end: signal → orders → position management\n- Major exchange APIs supported\n- Extensible for multiple strategies in parallel\n\n### 3️⃣ Risk control engine\n\n- Dynamic position sizing\n- Per-trade risk limits\n- Max drawdown protection\n- Filters for abnormal volatility\n\n### 4️⃣ Trailing profit & stop\n\n- Trend-following take-profit\n- Structure\u002Fvolatility-aware stops\n- Fixed ratio, ATR-based, and Chanlun-structure stops\n\n### 5️⃣ Backtesting\n\n- ~1 year of historical data\n- Annualized return: **> 85%**\n- Strong Sharpe characteristics\n- Crypto \u002F FX validation\n\n> ⚠️ Past backtests are not a guarantee of future results.\n\n![ETH 1-year backtest](.\u002Fbacktesting\u002Feth.png)\n![ETH Sharpe report](.\u002Fbacktesting\u002Freport.png)\n\n---\n\n### Technical signal monitoring\n\n- [Tom DeMark (TD) \u002F “magic nine” sequences](.\u002Fmonitor\u002Ftd.py)\n- TD tutorial (WeChat article): [link](https:\u002F\u002Fmp.weixin.qq.com\u002Fs\u002F5A8oKSIA0tQN8OAsDdtKiQ)\n\n### Market data\n\n- Binance data source: [implementation](.\u002Fdata\u002Fbinance_api.py)\n\n### Live trading\n\n- Binance, OKX, Gate, WEEX\n- Gate: [code](.\u002Ftrade\u002Fgate\u002Ftrade.py)\n- OKX: [code](.\u002Ftrade\u002Fokx\u002Ftrade.py)\n\n### Core strategy (proprietary)\n\n- Real-time model trained on ~2 years of Chanlun buy\u002Fsell points (**not open-sourced**; contact us for live deployment)\n\n### Open-source strategy (for reference only; live trading involves risk)\n\n- **MACD divergence + TD** dynamic scaling in\u002Fout\n  - [Live](.\u002Fstrategy\u002Flive_trading_macd_td.py)\n  - [Backtest](.\u002Fstrategy\u002Fbacktest_macd_td.py)\n  - Last 10 days backtest:\n\n![MACD+TD backtest](.\u002Fbacktesting\u002Fmacd_td.png)\n![MACD+TD stats](.\u002Fbacktesting\u002Fmacd_td_report.png)\n\n---\n\n\u003Cp align=\"center\">\u003Ca href=\"#readme-en\">↑ Top of English\u003C\u002Fa> · \u003Ca href=\"#readme-zh\">简体中文\u003C\u002Fa>\u003C\u002Fp>\n","这是一个基于缠论（Chanlun）理论构建的自动化量化交易系统，结合历史数据训练、严格风控与实盘执行，致力于实现稳定且可持续的收益表现。核心功能包括AI和规则引擎支持的缠论买卖点识别、全自动化交易执行、风控管理体系以及移动止盈止损策略。该系统支持多周期联动分析，自动完成从信号生成到下单执行再到持仓管理的全流程，并且能够对接主流交易所API。适用于希望利用缠论进行量化交易的投资者，特别是那些寻求在加密货币和外汇市场中获得稳健回报的用户。","2026-06-11 02:49:01","CREATED_QUERY"]