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4294ec401d76a6b9fad95be0e8320e1318bbe86d
trade/engine/backtest/REGIME_MATRIX_BTCUSDT.md
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Rekey 4294ec401d feat: 多周期牛熊判定模块 — 方案一矩阵展示 + 四法投票 + 多TF策略 
- engine/indicators/regime.py: RegimeDetector(四法投票) + MultiTimeframeRegime(多周期并行)
  四法: EMA200斜率 / 价格vsEMA200 / ATH回撤 / 窄幅盘整(<3%振幅)
  全部 O(1)/bar 增量计算,适用于回测和实时
- engine/example/regime_display.py: 多周期牛熊矩阵展示脚本
  独立加载各周期数据 → 运行判定 → 日线对齐矩阵 + 详细拆解 + 统计
  输出 engine/backtest/REGIME_MATRIX_BTCUSDT.md
- engine/example/regime_mtf_strategy.py: 多周期共识策略 + 四策略对比回测
  MTF Consensus: 1w定方向 + 1d确认 + 4h EMA入场
  vs Old Regime(单TF基线) vs Long/Short(无过滤)
- engine/indicators/__init__.py: 导出 RegimeDetector, MultiTimeframeRegime
2026-06-17 11:30:19 +08:00

7.5 KiB
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多周期牛熊判定矩阵 — BTCUSDT

生成时间：2026-06-17 11:22:34 UTC 判定方法：EMA200斜率 + 价格vsEMA200 + ATH回撤，三选二投票 时间对齐基准：日线(1d) bar 边界

数据覆盖范围

周期 数据条数 有效条数 起始时间 结束时间
1h 77290 77071 2017-08-17 2026-06-16
4h 19338 19119 2017-08-17 2026-06-16
1d 3225 3006 2017-08-17 2026-06-16
1w 371 152 2017-08-14 2026-06-15

当前各周期牛熊状态

周期 判定 EMA200斜率 价格vsEMA200 ATH回撤 窄幅盘整 振幅% 牛票 熊票 震票 EMA200 Close
1h 🐂 bull bull bull bear sideways 1.9% 2 1 1 64738.90 65776.97
4h 🐻 bear bear bear bear unknown 5.2% 0 3 0 68982.99 65675.88
1d 🐻 bear bear bear bear unknown 18.2% 0 3 0 78707.71 66328.74
1w 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 65746.45

历史牛熊矩阵（最近 30 个日线时间点）

以日线 bar 的 open_time 为基准，查找各周期在该时刻的即时判定。

时间 1h 4h 1d 1w BTC Close
2026-06-15 00:00 ⚪ sideways 🐻 bear 🐻 bear 🐂 bull 66328.74
2026-06-14 00:00 ⚪ sideways 🐻 bear 🐻 bear 🐂 bull 65746.45
2026-06-13 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 64458.01
2026-06-12 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 63580.01
2026-06-11 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 63625.99
2026-06-10 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 61510.99
2026-06-09 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 61730.00
2026-06-08 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 63085.99
2026-06-07 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 63332.01
2026-06-06 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 60884.62
2026-06-05 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 61056.47
2026-06-04 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 63885.99
2026-06-03 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 64142.75
2026-06-02 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 66760.83
2026-06-01 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 71408.90
2026-05-31 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 73674.39
2026-05-30 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 73884.38
2026-05-29 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 73460.78
2026-05-28 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 73617.51
2026-05-27 00:00 ⚪ sideways ⚪ sideways 🐻 bear 🐂 bull 74449.30
2026-05-26 00:00 ⚪ sideways 🐻 bear 🐻 bear 🐂 bull 75930.01
2026-05-25 00:00 ⚪ sideways 🐻 bear 🐻 bear 🐂 bull 77322.01
2026-05-24 00:00 🐻 bear 🐻 bear 🐻 bear 🐂 bull 77064.96
2026-05-23 00:00 🐻 bear ⚪ sideways 🐻 bear 🐂 bull 76752.01
2026-05-22 00:00 ⚪ sideways ⚪ sideways 🐻 bear 🐂 bull 75539.50
2026-05-21 00:00 🐻 bear ⚪ sideways 🐻 bear 🐂 bull 77615.52
2026-05-20 00:00 🐻 bear ⚪ sideways 🐻 bear 🐂 bull 77552.23
2026-05-19 00:00 🐻 bear ⚪ sideways 🐻 bear 🐂 bull 76834.36
2026-05-18 00:00 🐻 bear ⚪ sideways 🐻 bear 🐂 bull 77001.87
2026-05-17 00:00 🐻 bear 🐂 bull 🐻 bear 🐂 bull 77457.67

各周期详细拆解

1h 详细判定（最近 5 个时间点）

时间 最终 EMA200斜率 价格vsEMA200 ATH回撤 窄幅盘整 振幅% 牛票 熊票 震票 EMA200 ATH
2026-06-15 00:00 ⚪ sideways sideways bull bear unknown 3.1% 1 1 1 63927.15 126011.18
2026-06-14 00:00 ⚪ sideways sideways bull bear sideways 1.5% 1 1 2 63777.80 126011.18
2026-06-13 00:00 🐻 bear sideways bear bear sideways 1.6% 0 2 2 63706.52 126011.18
2026-06-12 00:00 🐻 bear bear bear bear sideways 1.7% 0 3 1 63745.31 126011.18
2026-06-11 00:00 🐻 bear bear bear bear sideways 2.6% 0 3 1 63934.05 126011.18

4h 详细判定（最近 5 个时间点）

时间 最终 EMA200斜率 价格vsEMA200 ATH回撤 窄幅盘整 振幅% 牛票 熊票 震票 EMA200 ATH
2026-06-15 00:00 🐻 bear bear bear bear unknown 4.3% 0 3 0 69268.75 125410.81
2026-06-14 00:00 🐻 bear bear bear bear unknown 4.7% 0 3 0 69547.86 125410.81
2026-06-13 00:00 🐻 bear bear bear bear unknown 4.3% 0 3 0 69876.10 125410.81
2026-06-12 00:00 🐻 bear bear bear bear unknown 4.1% 0 3 0 70268.64 125410.81
2026-06-11 00:00 🐻 bear bear bear bear unknown 4.3% 0 3 0 70704.04 125410.81

1d 详细判定（最近 5 个时间点）

时间 最终 EMA200斜率 价格vsEMA200 ATH回撤 窄幅盘整 振幅% 牛票 熊票 震票 EMA200 ATH
2026-06-15 00:00 🐻 bear bear bear bear unknown 18.2% 0 3 0 78707.71 124658.54
2026-06-14 00:00 🐻 bear bear bear bear unknown 19.8% 0 3 0 78832.12 124658.54
2026-06-13 00:00 🐻 bear bear bear bear unknown 21.3% 0 3 0 78963.63 124658.54
2026-06-12 00:00 🐻 bear bear bear bear unknown 21.3% 0 3 0 79109.42 124658.54
2026-06-11 00:00 🐻 bear bear bear bear unknown 21.3% 0 3 0 79265.49 124658.54

1w 详细判定（最近 5 个时间点）

时间 最终 EMA200斜率 价格vsEMA200 ATH回撤 窄幅盘整 振幅% 牛票 熊票 震票 EMA200 ATH
2026-06-15 00:00 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 119415.55
2026-06-14 00:00 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 119415.55
2026-06-13 00:00 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 119415.55
2026-06-12 00:00 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 119415.55
2026-06-11 00:00 🐂 bull bull bull bear unknown 32.4% 2 1 0 62716.28 119415.55

周期判定分布统计

周期 🐂 牛市 占比 🐻 熊市 占比 ⚪ 震荡 占比
1h 0 0.0% 24 80.0% 6 20.0%
4h 1 3.3% 22 73.3% 7 23.3%
1d 0 0.0% 30 100.0% 0 0.0%
1w 30 100.0% 0 0.0% 0 0.0%

周期一致性统计

  • 全周期一致（所有周期判定相同）：0 天 (0.0%)
  • 1h ↔ 1w 背离（1h 与 1w 方向相反）：24 天 (80.0%)
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