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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

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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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