feat: add AI grid trading and market regime classification

- Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook
- Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter)
- Add grid engine with ATR-based boundary calculation and fund distribution
- Add market regime classification documents (Chinese/English)
- Add GridConfigEditor component for frontend configuration

docs/market-regime-classification-en.md

@@ -0,0 +1,281 @@
+# Market Regime Classification Framework
+
+> A comprehensive market state identification system for quantitative trading strategy matching
+
+---
+
+## 1. Classification Dimensions Overview
+
+Market state identification requires analysis across multiple dimensions:
+
+| Dimension | Sub-dimensions | Description |
+|-----------|---------------|-------------|
+| **Trend** | Direction, Strength | Determine market movement direction and momentum |
+| **Volatility** | Amplitude, Frequency | Measure price fluctuation characteristics |
+| **Structure** | Pattern, Phase | Identify market structure and cycle position |
+
+---
+
+## 2. Primary Classification (5 Categories)
+
+### 2.1 Classification Overview
+
+| Code | Name | Key Characteristics | Suitable Strategies |
+|------|------|---------------------|---------------------|
+| `TREND_UP` | Uptrend | Higher highs & higher lows | Trend following, Breakout |
+| `TREND_DOWN` | Downtrend | Lower highs & lower lows | Trend following, Short selling |
+| `RANGE` | Range-bound | Price oscillates within bounds | Grid trading, Mean reversion |
+| `TRANSITION` | Transition | Uncertain directional period | Wait & watch, Small positions |
+| `BREAKOUT` | Breakout | Price breaks key levels | Breakout trading |
+
+### 2.2 Identification Indicators
+
+- **ADX (Average Directional Index)**: Measures trend strength
+  - ADX > 25: Clear trend exists
+  - ADX < 20: Range-bound market
+- **EMA Alignment**: Determines trend direction
+  - EMA20 > EMA50 > EMA200: Bullish alignment
+  - EMA20 < EMA50 < EMA200: Bearish alignment
+
+---
+
+## 3. Secondary Classification (18 Sub-categories)
+
+### 3.1 Uptrend Sub-categories (5 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TU_STRONG_LOW_VOL` | Strong Uptrend · Low Vol | Steady rise, shallow pullbacks | ADX>40, ATR%<2%, Pullback<38.2% |
+| `TU_STRONG_HIGH_VOL` | Strong Uptrend · High Vol | Rapid surge, high volatility | ADX>40, ATR%>4%, MACD histogram expanding |
+| `TU_WEAK_CHOPPY` | Weak Uptrend · Choppy | Two steps forward, one back | ADX 20-30, RSI oscillating 50-70 |
+| `TU_PARABOLIC` | Parabolic Acceleration | Exponential price increase | Price far from MA, RSI>80, Volume surge |
+| `TU_EXHAUSTION` | Uptrend Exhaustion | New highs but weakening momentum | Price new high + MACD/RSI divergence |
+
+**Strategy Matching:**
+- Strong Low Vol: Heavy trend following, pyramid adding
+- Strong High Vol: Medium position, trailing stops
+- Weak Choppy: Light swing trading
+- Parabolic: Cautious, prepare to exit
+- Exhaustion: Reduce positions, prepare for reversal
+
+### 3.2 Downtrend Sub-categories (5 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TD_STRONG_LOW_VOL` | Strong Downtrend · Low Vol | Steady decline, weak bounces | ADX>40, ATR%<2%, Bounce<38.2% |
+| `TD_STRONG_HIGH_VOL` | Strong Downtrend · High Vol | Panic selling, wild swings | ADX>40, ATR%>5%, VIX spike |
+| `TD_WEAK_CHOPPY` | Weak Downtrend · Choppy | Grinding lower with bounces | ADX 20-30, RSI oscillating 30-50 |
+| `TD_CAPITULATION` | Capitulation | High volume crash, extreme fear | RSI<20, Volume>3x average |
+| `TD_EXHAUSTION` | Downtrend Exhaustion | New lows but selling pressure fading | Price new low + MACD/RSI divergence |
+
+**Strategy Matching:**
+- Strong Low Vol: Short trend following
+- Strong High Vol: Stay flat or light hedge
+- Weak Choppy: Wait for stabilization
+- Capitulation: Light bottom fishing possible
+- Exhaustion: Gradually build long positions
+
+### 3.3 Range Sub-categories (4 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `RG_TIGHT_LOW_VOL` | Tight Range · Low Vol | Extreme contraction, coiling | BB Width<2%, ATR at new lows |
+| `RG_TIGHT_HIGH_VOL` | Tight Range · High Vol | Violent swings within range | BB Width<3%, ATR%>3% |
+| `RG_WIDE_LOW_VOL` | Wide Range · Low Vol | Large range, slow movement | BB Width>5%, ATR%<2% |
+| `RG_WIDE_HIGH_VOL` | Wide Range · High Vol | Large range, fast movement | BB Width>5%, ATR%>3% |
+
+**Strategy Matching:**
+- Tight Low Vol: Dense grid, wait for breakout
+- Tight High Vol: Fast grid, small frequent profits
+- Wide Low Vol: Sparse grid, patient holding
+- Wide High Vol: Swing trading, high profit targets
+
+### 3.4 Transition (2 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `TR_BOTTOM_FORMING` | Bottom Forming | Decline slowing, testing support | Price stabilizing + Volume drying up + RSI divergence |
+| `TR_TOP_FORMING` | Top Forming | Rally slowing, testing resistance | Price stalling + Volume drying up + RSI divergence |
+
+### 3.5 Breakout (2 Types)
+
+| Code | Name | Technical Features | Quantitative Indicators |
+|------|------|-------------------|------------------------|
+| `BK_UPWARD` | Upward Breakout | Breaking resistance with volume | Price>Previous high, Volume>2x, BB breakout |
+| `BK_DOWNWARD` | Downward Breakout | Breaking support with volume | Price<Previous low, Volume>2x, BB breakdown |
+
+---
+
+## 4. Tertiary Classification (36 Ultra-fine Categories)
+
+### 4.1 Trend Phase Classification
+
+Uptrend lifecycle consists of 5 phases:
+
+| Phase Code | Name | Description | Quantitative Criteria |
+|------------|------|-------------|----------------------|
+| `TU_S1_INITIATION` | Uptrend Initiation | First break above MA or previous high | MACD bullish cross, Price>EMA20 |
+| `TU_S2_ACCELERATION` | Uptrend Acceleration | Momentum increasing, slope steepening | MACD histogram expanding, ADX rising |
+| `TU_S3_MAIN_WAVE` | Main Wave | Sustained rise, shallow pullbacks | RSI 60-80, Pullbacks hold EMA20 |
+| `TU_S4_EXHAUSTION` | Uptrend Exhaustion | Slowing momentum, divergences appearing | RSI divergence, MACD divergence |
+| `TU_S5_REVERSAL` | Trend Reversal | Breakdown, trend ending | Break below EMA50, MACD bearish cross |
+
+Downtrend phases follow same pattern: `TD_S1` through `TD_S5`
+
+### 4.2 Range Position Classification
+
+| Position Code | Name | Description | Strategy Suggestion |
+|---------------|------|-------------|---------------------|
+| `RG_UPPER` | Upper Range | Price near resistance | Bias toward short |
+| `RG_MIDDLE` | Mid Range | Price near middle band | Neutral grid trading |
+| `RG_LOWER` | Lower Range | Price near support | Bias toward long |
+| `RG_SQUEEZE` | Squeeze Pattern | Highs and lows converging | Wait for direction |
+| `RG_EXPAND` | Expanding Pattern | Highs and lows diverging | Boundary reversal |
+
+### 4.3 Volatility Grades
+
+| Code | Name | ATR% | BB Width | Strategy Suggestion |
+|------|------|------|----------|---------------------|
+| `VOL_EXTREME_LOW` | Extreme Low Vol | <1% | <1.5% | Option selling |
+| `VOL_LOW` | Low Volatility | 1-2% | 1.5-2.5% | Grid / Mean reversion |
+| `VOL_NORMAL` | Normal Volatility | 2-3% | 2.5-4% | Trend following |
+| `VOL_HIGH` | High Volatility | 3-5% | 4-6% | Momentum / Breakout |
+| `VOL_EXTREME_HIGH` | Extreme High Vol | >5% | >6% | Reduce exposure / Hedge |
+
+---
+
+## 5. Complete State Encoding Rules
+
+### 5.1 Encoding Format
+
+```
+{Primary}_{Volatility}_{Phase}_{Position}
+```
+
+### 5.2 Encoding Examples
+
+| Full Code | Interpretation |
+|-----------|----------------|
+| `TU_LV_S3_M` | Uptrend_LowVol_MainWave_Middle |
+| `TD_HV_S2_L` | Downtrend_HighVol_Acceleration_Lower |
+| `RG_NV_SQ_U` | Range_NormalVol_Squeeze_Upper |
+| `BK_HV_UP_M` | Breakout_HighVol_Upward_Middle |
+
+---
+
+## 6. Core Identification Indicators
+
+### 6.1 Trend Indicators
+
+| Indicator | Calculation | Criteria |
+|-----------|-------------|----------|
+| ADX | 14-period Average Directional Index | >40 Strong, 25-40 Medium, <25 Weak/Range |
+| Trend Score | Composite EMA/MACD/Price structure | -100 to +100, Positive=Bullish, Negative=Bearish |
+| EMA Alignment | Relative position of EMA20/50/200 | Bullish/Bearish/Mixed alignment |
+
+### 6.2 Volatility Indicators
+
+| Indicator | Calculation | Purpose |
+|-----------|-------------|---------|
+| ATR Percent | ATR(14) / Current Price × 100% | Measure relative volatility |
+| BB Width | (Upper - Lower) / Middle × 100% | Measure price range |
+| Volatility Rank | Current vol percentile in history | Determine vol level |
+
+### 6.3 Momentum Indicators
+
+| Indicator | Calculation | Criteria |
+|-----------|-------------|----------|
+| RSI | 14-period Relative Strength Index | >70 Overbought, <30 Oversold, 50 Neutral |
+| MACD Histogram | MACD - Signal | Positive=Bullish momentum, Negative=Bearish |
+| Momentum Score | Composite RSI/MACD/Volume | Measure current momentum |
+
+### 6.4 Structure Indicators
+
+| Indicator | Description | Purpose |
+|-----------|-------------|---------|
+| Swing Structure | HH/HL/LH/LL sequence | Determine trend structure |
+| Support/Resistance | Key price levels | Define trading range |
+| Volume Profile | Volume-price relationship | Validate price action |
+
+---
+
+## 7. Strategy Matching Matrix
+
+### 7.1 Regime-Strategy Mapping
+
+| Regime Type | Recommended Strategy | Position Size | Stop Loss |
+|-------------|---------------------|---------------|-----------|
+| Strong Uptrend · Low Vol | Trend following + Pyramid | 60-80% | ATR×2 |
+| Strong Uptrend · High Vol | Momentum + Quick profit | 40-60% | ATR×1.5 |
+| Uptrend Exhaustion | Reduce + Reversal short | 20-30% | Previous high |
+| Panic Decline | Wait or light bottom fish | 10-20% | Wide stop |
+| Low Vol Range | Grid trading | 50-70% | Range boundary |
+| High Vol Range | Swing trading | 30-50% | ATR×2 |
+| Squeeze Pattern | Wait for breakout | 10-20% | - |
+| Upward Breakout | Chase + Add on pullback | 50-70% | Breakout level |
+| Bottom Formation | Scale in gradually | 20-40% | New low |
+
+### 7.2 Grid Strategy Parameter Matching
+
+| Range Type | Grid Levels | Grid Spacing | Other Parameters |
+|------------|-------------|--------------|------------------|
+| Tight Low Vol | 30-50 levels | Small spacing | Enable Maker Only |
+| Tight High Vol | 15-25 levels | Small spacing | Fast execution mode |
+| Wide Low Vol | 10-20 levels | Large spacing | Patient execution |
+| Wide High Vol | 15-25 levels | Large spacing | High profit targets |
+| Squeeze Pattern | Pause grid | - | Wait for breakout signal |
+| Upper Range | Short bias | Medium | Increase sell weight |
+| Lower Range | Long bias | Medium | Increase buy weight |
+
+---
+
+## 8. Real-time Monitoring Guidelines
+
+### 8.1 State Transition Triggers
+
+| Current State | Trigger Condition | Transitions To |
+|---------------|-------------------|----------------|
+| Range | Price breakout + Volume + ADX rising | Breakout |
+| Uptrend | RSI divergence + Volume decline | Exhaustion |
+| Downtrend | RSI divergence + Volume decline | Exhaustion |
+| Breakout | Failed breakout, price returns | Range |
+| Exhaustion | Confirmed reversal breakout | Opposite trend |
+
+### 8.2 Risk Control Rules
+
+| Regime State | Max Position | Risk Per Trade | Special Rules |
+|--------------|--------------|----------------|---------------|
+| Strong Trend | 80% | 2% | Adding allowed |
+| Weak Trend | 50% | 1.5% | No adding |
+| Range | 60% | 1% | Diversified holding |
+| Transition | 30% | 1% | Reduce activity |
+| High Volatility | 40% | 0.5% | Wide stops |
+
+---
+
+## 9. Appendix
+
+### 9.1 Abbreviation Reference
+
+| Abbrev | Full Form | Description |
+|--------|-----------|-------------|
+| TU | Trend Up | Upward trend |
+| TD | Trend Down | Downward trend |
+| RG | Range | Range-bound market |
+| TR | Transition | Trend transition |
+| BK | Breakout | Breakout pattern |
+| LV | Low Volatility | Low volatility regime |
+| HV | High Volatility | High volatility regime |
+| NV | Normal Volatility | Normal volatility regime |
+| XLV | Extreme Low Vol | Extremely low volatility |
+| XHV | Extreme High Vol | Extremely high volatility |
+
+### 9.2 Document Information
+
+- Version: v1.0
+- Created: January 2026
+- Applicable: Cryptocurrency, Forex, Stocks, and other financial markets
+
+---
+
+*This document is designed for market state identification and strategy matching in quantitative trading systems*

docs/market-regime-classification-zh.md

@@ -0,0 +1,281 @@
+# 市场行情精细分类体系
+
+> 用于量化交易策略匹配的市场状态识别框架
+
+---
+
+## 一、分类维度概览
+
+市场状态识别需要从多个维度进行分析：
+
+| 维度 | 子维度 | 说明 |
+|------|--------|------|
+| **趋势维度** | 方向、强度 | 判断市场运动方向和力度 |
+| **波动维度** | 幅度、频率 | 衡量价格波动特征 |
+| **结构维度** | 形态、阶段 | 识别市场结构和所处周期 |
+
+---
+
+## 二、一级分类（5大类）
+
+### 2.1 分类总览
+
+| 代码 | 名称 | 核心特征 | 适合策略 |
+|------|------|----------|----------|
+| `TREND_UP` | 上涨趋势 | 高点/低点持续抬升 | 趋势跟踪、突破追涨 |
+| `TREND_DOWN` | 下跌趋势 | 高点/低点持续降低 | 趋势跟踪、做空策略 |
+| `RANGE` | 震荡区间 | 价格在区间内波动 | 网格交易、均值回归 |
+| `TRANSITION` | 趋势转换 | 方向不明确的过渡期 | 观望、小仓位试探 |
+| `BREAKOUT` | 突破行情 | 价格突破关键位置 | 突破追踪策略 |
+
+### 2.2 识别指标
+
+- **ADX（平均方向指数）**：衡量趋势强度
+  - ADX > 25：存在明确趋势
+  - ADX < 20：震荡市场
+- **EMA排列**：判断趋势方向
+  - EMA20 > EMA50 > EMA200：多头排列
+  - EMA20 < EMA50 < EMA200：空头排列
+
+---
+
+## 三、二级分类（18细分类）
+
+### 3.1 上涨趋势细分（5种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TU_STRONG_LOW_VOL` | 强势上涨·低波动 | 稳步上涨，回调幅度小 | ADX>40, ATR%<2%, 回调<38.2% |
+| `TU_STRONG_HIGH_VOL` | 强势上涨·高波动 | 快速拉升，波动剧烈 | ADX>40, ATR%>4%, MACD柱放大 |
+| `TU_WEAK_CHOPPY` | 弱势上涨·震荡 | 涨三退二，反复磨蹭 | ADX 20-30, RSI在50-70震荡 |
+| `TU_PARABOLIC` | 抛物线加速 | 指数级加速上涨 | 价格远离均线, RSI>80, 成交量放大 |
+| `TU_EXHAUSTION` | 上涨衰竭 | 创新高但动能减弱 | 价格新高 + MACD/RSI顶背离 |
+
+**策略匹配：**
+- 强势低波动：重仓趋势跟踪，金字塔加仓
+- 强势高波动：中等仓位，设置移动止盈
+- 弱势震荡：轻仓波段，高抛低吸
+- 抛物线加速：谨慎追涨，准备离场
+- 上涨衰竭：减仓观望，准备反转做空
+
+### 3.2 下跌趋势细分（5种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TD_STRONG_LOW_VOL` | 强势下跌·低波动 | 稳步下跌，反弹无力 | ADX>40, ATR%<2%, 反弹<38.2% |
+| `TD_STRONG_HIGH_VOL` | 强势下跌·高波动 | 恐慌抛售，波动剧烈 | ADX>40, ATR%>5%, 恐慌指数飙升 |
+| `TD_WEAK_CHOPPY` | 弱势下跌·震荡 | 跌跌涨涨，磨底过程 | ADX 20-30, RSI在30-50震荡 |
+| `TD_CAPITULATION` | 恐慌投降 | 放量暴跌，情绪极端 | RSI<20, 成交量>3倍均量 |
+| `TD_EXHAUSTION` | 下跌衰竭 | 创新低但卖压减弱 | 价格新低 + MACD/RSI底背离 |
+
+**策略匹配：**
+- 强势低波动：空头趋势跟踪
+- 强势高波动：观望或轻仓对冲
+- 弱势震荡：等待企稳信号
+- 恐慌投降：极端情况可轻仓抄底
+- 下跌衰竭：逐步建立多头仓位
+
+### 3.3 震荡区间细分（4种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `RG_TIGHT_LOW_VOL` | 窄幅震荡·低波动 | 极度收敛，蓄势待发 | 布林带宽度<2%, ATR创新低 |
+| `RG_TIGHT_HIGH_VOL` | 窄幅震荡·高波动 | 区间内剧烈波动 | 布林带宽度<3%, ATR%>3% |
+| `RG_WIDE_LOW_VOL` | 宽幅震荡·低波动 | 大区间慢速波动 | 布林带宽度>5%, ATR%<2% |
+| `RG_WIDE_HIGH_VOL` | 宽幅震荡·高波动 | 大区间快速波动 | 布林带宽度>5%, ATR%>3% |
+
+**策略匹配：**
+- 窄幅低波动：密集网格，等待突破
+- 窄幅高波动：快速网格，小利润多次
+- 宽幅低波动：稀疏网格，耐心持有
+- 宽幅高波动：波段交易，高利润目标
+
+### 3.4 转换过渡（2种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `TR_BOTTOM_FORMING` | 底部形成中 | 下跌放缓，试探支撑 | 价格止跌 + 成交量萎缩 + RSI底背离 |
+| `TR_TOP_FORMING` | 顶部形成中 | 上涨放缓，试探压力 | 价格滞涨 + 成交量萎缩 + RSI顶背离 |
+
+### 3.5 突破行情（2种）
+
+| 代码 | 名称 | 技术特征 | 量化指标 |
+|------|------|----------|----------|
+| `BK_UPWARD` | 向上突破 | 突破阻力位并放量 | 价格>前高, 成交量>2倍, 布林带突破 |
+| `BK_DOWNWARD` | 向下突破 | 跌破支撑位并放量 | 价格<前低, 成交量>2倍, 布林带跌破 |
+
+---
+
+## 四、三级分类（36超细分类）
+
+### 4.1 趋势阶段细分
+
+上涨趋势生命周期分为5个阶段：
+
+| 阶段代码 | 名称 | 特征描述 | 量化判断标准 |
+|----------|------|----------|--------------|
+| `TU_S1_INITIATION` | 上涨启动期 | 首次突破均线或前高 | MACD金叉, 价格突破EMA20 |
+| `TU_S2_ACCELERATION` | 上涨加速期 | 动能增强，斜率加大 | MACD柱持续增大, ADX上升 |
+| `TU_S3_MAIN_WAVE` | 主升浪阶段 | 持续上涨，回调幅度浅 | RSI维持60-80, 回调不破EMA20 |
+| `TU_S4_EXHAUSTION` | 上涨衰竭期 | 涨速放缓，出现背离 | RSI顶背离, MACD顶背离 |
+| `TU_S5_REVERSAL` | 趋势反转期 | 破位下跌，趋势结束 | 跌破EMA50, MACD死叉 |
+
+下跌趋势同理，代码为 `TD_S1` 至 `TD_S5`
+
+### 4.2 震荡位置细分
+
+| 位置代码 | 名称 | 特征描述 | 策略建议 |
+|----------|------|----------|----------|
+| `RG_UPPER` | 区间上沿震荡 | 价格接近阻力位 | 偏空操作为主 |
+| `RG_MIDDLE` | 区间中部震荡 | 价格在中轨附近 | 双向网格交易 |
+| `RG_LOWER` | 区间下沿震荡 | 价格接近支撑位 | 偏多操作为主 |
+| `RG_SQUEEZE` | 收敛三角震荡 | 高低点逐渐收窄 | 等待方向选择 |
+| `RG_EXPAND` | 扩散三角震荡 | 高低点逐渐扩张 | 边界反转操作 |
+
+### 4.3 波动率等级
+
+| 代码 | 名称 | ATR百分比 | 布林带宽度 | 策略建议 |
+|------|------|-----------|------------|----------|
+| `VOL_EXTREME_LOW` | 极低波动 | <1% | <1.5% | 期权卖方策略 |
+| `VOL_LOW` | 低波动 | 1-2% | 1.5-2.5% | 网格/均值回归 |
+| `VOL_NORMAL` | 正常波动 | 2-3% | 2.5-4% | 趋势跟踪 |
+| `VOL_HIGH` | 高波动 | 3-5% | 4-6% | 动量/突破 |
+| `VOL_EXTREME_HIGH` | 极高波动 | >5% | >6% | 减仓/对冲 |
+
+---
+
+## 五、完整状态编码规则
+
+### 5.1 编码格式
+
+```
+{一级分类}_{波动等级}_{阶段}_{位置}
+```
+
+### 5.2 编码示例
+
+| 完整代码 | 含义解释 |
+|----------|----------|
+| `TU_LV_S3_M` | 上涨趋势_低波动_主升浪_中部位置 |
+| `TD_HV_S2_L` | 下跌趋势_高波动_加速期_下部位置 |
+| `RG_NV_SQ_U` | 震荡区间_正常波动_收敛形态_上沿位置 |
+| `BK_HV_UP_M` | 突破行情_高波动_向上突破_中部位置 |
+
+---
+
+## 六、核心识别指标
+
+### 6.1 趋势指标
+
+| 指标 | 计算方法 | 判断标准 |
+|------|----------|----------|
+| ADX | 14周期平均方向指数 | >40强趋势, 25-40中等, <25弱/震荡 |
+| 趋势评分 | 综合EMA/MACD/价格结构 | -100到+100, 正数多头，负数空头 |
+| EMA排列 | EMA20/50/200相对位置 | 多头排列/空头排列/混乱 |
+
+### 6.2 波动指标
+
+| 指标 | 计算方法 | 用途 |
+|------|----------|------|
+| ATR百分比 | ATR(14) / 当前价格 × 100% | 衡量相对波动幅度 |
+| 布林带宽度 | (上轨-下轨) / 中轨 × 100% | 衡量价格波动区间 |
+| 波动率排名 | 当前波动在历史中的分位 | 判断波动率高低 |
+
+### 6.3 动量指标
+
+| 指标 | 计算方法 | 判断标准 |
+|------|----------|----------|
+| RSI | 14周期相对强弱指数 | >70超买, <30超卖, 50中性 |
+| MACD柱 | MACD - Signal | 正数多头动能，负数空头动能 |
+| 动量评分 | 综合RSI/MACD/成交量 | 衡量当前动能强弱 |
+
+### 6.4 结构指标
+
+| 指标 | 说明 | 用途 |
+|------|------|------|
+| 高低点结构 | HH/HL/LH/LL序列 | 判断趋势结构 |
+| 支撑阻力位 | 关键价格水平 | 确定交易区间 |
+| 成交量形态 | 量价配合关系 | 验证价格走势 |
+
+---
+
+## 七、策略匹配矩阵
+
+### 7.1 行情类型与策略对应
+
+| 行情类型 | 推荐策略 | 建议仓位 | 止损设置 |
+|----------|----------|----------|----------|
+| 强势上涨·低波动 | 趋势跟踪+金字塔加仓 | 60-80% | ATR×2 |
+| 强势上涨·高波动 | 动量突破+快速止盈 | 40-60% | ATR×1.5 |
+| 上涨衰竭期 | 减仓+反转信号做空 | 20-30% | 前高 |
+| 恐慌下跌 | 观望或轻仓抄底 | 10-20% | 宽止损 |
+| 低波动震荡 | 网格交易 | 50-70% | 区间边界 |
+| 高波动震荡 | 波段高抛低吸 | 30-50% | ATR×2 |
+| 收敛等待 | 蓄势等突破 | 10-20% | - |
+| 向上突破 | 追涨+回踩加仓 | 50-70% | 突破位 |
+| 底部形成 | 分批建仓 | 20-40% | 新低 |
+
+### 7.2 网格策略参数匹配
+
+| 震荡类型 | 网格层数 | 网格间距 | 其他参数 |
+|----------|----------|----------|----------|
+| 窄幅低波动 | 30-50层 | 小间距 | 启用Maker Only |
+| 窄幅高波动 | 15-25层 | 小间距 | 快速成交模式 |
+| 宽幅低波动 | 10-20层 | 大间距 | 耐心等待成交 |
+| 宽幅高波动 | 15-25层 | 大间距 | 高利润目标 |
+| 收敛形态 | 暂停网格 | - | 等待突破信号 |
+| 区间上沿 | 偏空配置 | 中等 | 卖单权重增加 |
+| 区间下沿 | 偏多配置 | 中等 | 买单权重增加 |
+
+---
+
+## 八、实时监控建议
+
+### 8.1 状态转换触发条件
+
+| 当前状态 | 触发条件 | 转换到 |
+|----------|----------|--------|
+| 震荡区间 | 价格突破+放量+ADX上升 | 突破行情 |
+| 上涨趋势 | RSI顶背离+成交量萎缩 | 上涨衰竭 |
+| 下跌趋势 | RSI底背离+成交量萎缩 | 下跌衰竭 |
+| 突破行情 | 突破失败回落 | 震荡区间 |
+| 趋势衰竭 | 反向突破确认 | 反向趋势 |
+
+### 8.2 风险控制规则
+
+| 行情状态 | 最大仓位 | 单笔风险 | 特殊规则 |
+|----------|----------|----------|----------|
+| 强趋势 | 80% | 2% | 可加仓 |
+| 弱趋势 | 50% | 1.5% | 不加仓 |
+| 震荡 | 60% | 1% | 分散持仓 |
+| 转换期 | 30% | 1% | 减少操作 |
+| 高波动 | 40% | 0.5% | 宽止损 |
+
+---
+
+## 九、附录
+
+### 9.1 缩写对照表
+
+| 缩写 | 英文全称 | 中文含义 |
+|------|----------|----------|
+| TU | Trend Up | 上涨趋势 |
+| TD | Trend Down | 下跌趋势 |
+| RG | Range | 震荡区间 |
+| TR | Transition | 趋势转换 |
+| BK | Breakout | 突破行情 |
+| LV | Low Volatility | 低波动 |
+| HV | High Volatility | 高波动 |
+| NV | Normal Volatility | 正常波动 |
+| XLV | Extreme Low Vol | 极低波动 |
+| XHV | Extreme High Vol | 极高波动 |
+
+### 9.2 版本信息
+
+- 文档版本：v1.0
+- 创建日期：2026年1月
+- 适用范围：加密货币、外汇、股票等金融市场
+
+---
+
+*本文档用于量化交易系统的市场状态识别和策略匹配*