openfund-maker 1.0.11__py3-none-any.whl → 1.0.13__py3-none-any.whl

maker/ThreeLineOrderBot.py

@@ -38,7 +38,29 @@ class ThreeLineOrdergBot:
         self.logger = logger
         self.position_mode = self.get_position_mode()  # 获取持仓模式
 
-
+    def getMarket(self,symbol):
+        self.exchange.load_markets()
+        return self.exchange.market(symbol)
+    
+    def get_tick_size(self,symbol):
+        return float(self.getMarket(symbol)['precision']['price'])
+    
+    # 获取价格精度
+    def get_precision_length(self,symbol) -> int:
+        tick_size = self.get_tick_size(symbol)
+        return len(f"{tick_size:.10f}".rstrip('0').split('.')[1]) if '.' in f"{tick_size:.10f}" else 0
+    
+    # def decimal_to_precision(self,symbol,price) -> float:
+    #     from ccxt.base.decimal_to_precision import DECIMAL_PLACES, TICK_SIZE, NO_PADDING, TRUNCATE, ROUND, ROUND_UP, ROUND_DOWN, SIGNIFICANT_DIGITS
+    #     tick_size = self.get_tick_size(symbol)
+    #     new_px = self.exchange.decimal_to_precision(
+    #         n=float(price),
+    #         precision=tick_size,
+    #         rounding_mode=ROUND,
+    #         counting_mode=TICK_SIZE
+    #     )
+        
+    #     return new_px
 
     def get_position_mode(self):
         try:
@@ -145,32 +167,31 @@ class ThreeLineOrdergBot:
         atr = sum(trs[-period:]) / period
         return atr
     
-    def calculate_sma_pandas(self,kLines,period):
+    def calculate_sma_pandas(self,symbol, kLines, period) -> pd.Series:
         """
         使用 pandas 计算 SMA
         :param KLines K线
         :param period: SMA 周期
         :return: SMA 值
         """
+        precision= self.get_precision_length(symbol)
         df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
-        sma = df['close'].rolling(window=period).mean()
+        sma = df['close'].rolling(window=period).mean().round(precision)
         return sma 
-        
-        
-    def calculate_ema_pandas(self,kLines, period):
+               
+    def calculate_ema_pandas(self,symbol, kLines, period) -> pd.Series:
         """
         使用 pandas 计算 EMA
         :param KLines K线
         :param period: EMA 周期
         :return: EMA 值
         """
-
+        precision= self.get_precision_length(symbol)
         df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
         # 计算EMA
-        ema = df['close'].ewm(span=period, adjust=False).mean()
+        ema = df['close'].ewm(span=period, adjust=False).mean().round(precision)
         return ema 
 
-
     def calculate_average_amplitude(self,klines, period=60):
         amplitudes = []
         for i in range(len(klines) - period, len(klines)):
@@ -247,16 +268,6 @@ class ThreeLineOrdergBot:
         price_precision = market['precision']['price']
         adjusted_price = self.round_price_to_tick(price, price_precision)
 
-        # okx api
-        # if instId not in self.instrument_info_dict:
-        #   tick_size = float(self.instrument_info_dict[instId]['tickSz'])
-        #   adjusted_price = self.round_price_to_tick(price, tick_size)
-
-        # response = public_api.convert_contract_coin(type='1', instId=instId, sz=str(amount_usdt), px=str(adjusted_price), unit='usdt', opType='open')
-        
-        # 使用ccxt进行单位换算：将USDT金额转换为合约张数
-        # contract_amount = self.exchange.amount_to_precision(symbol, amount_usdt / float(adjusted_price))
-        # if float(contract_amount) > 0:
         if amount_usdt > 0:
             if side == 'buy':
                 pos_side = 'long' 
@@ -304,75 +315,102 @@ class ThreeLineOrdergBot:
         self.logger.info(f"--------- ++ {symbol} Order placed done! --------")   
         
     # 定义根据均线斜率判断 K 线方向的函数： 0 空 1 多 -1 平
-    def judge_k_line_direction(self,symbol, pair_config, ema) -> int:
-        tick_size = float(self.exchange.market(symbol)['precision']['price'])
-        
+    def judge_k_line_direction(self,symbol, pair_config, ema:pd.Series) -> int:
+        """
+        判断K线方向
+        Args:
+            symbol: 交易对
+            pair_config: 配置参数
+            ema: EMA数据
+        Returns:
+            int: -1:平, 0:空, 1:多
+        """
+        def check_ema_range(ema_data: pd.Series, period: int, limit: float, tick_size: float) -> bool:
+            """检查EMA是否在指定范围内震荡"""
+            ema_window = ema_data[-period:]
+            price_range = ema_window.max() - ema_window.min()
+            return abs(price_range) <= limit * tick_size
+            
+        def get_trend_direction(slope: float) -> int:
+            """根据斜率判断趋势方向"""
+            if slope > 0:
+                return 1    # 上升趋势
+            elif slope < 0:
+                return 0    # 下降趋势
+            return -1       # 震荡趋势
+            
+        # 获取配置参数
+        tick_size = self.get_tick_size(symbol)
         ema_range_period = int(pair_config.get('ema_range_period', 3))
         ema_range_limit = float(pair_config.get('ema_range_limit', 1))
-        # 20250210 判断EMA均线是否走平，用EMA周期内的极差计算，极差在阈值范围内为平
-        ema_ranges = ema.rolling(window=ema_range_period).max() - ema.rolling(window=ema_range_period).min()
-        ema_slope = ema.diff()
-        latest_ema_slope = ema_slope.iloc[-1]
-        latest_ema_range = ema_ranges.abs().iloc[-1]
         
-        direction = -1
-        threshold = ema_range_limit * tick_size   # 极差阈值，用tick_size计算
-        if latest_ema_range <= threshold:  # 判断EMA极差范围
+        # 判断是否在震荡区间
+        if check_ema_range(ema, ema_range_period, ema_range_limit, tick_size):
             direction = -1
-        elif latest_ema_slope > 0:  # 判断斜率情况
-            direction = 1
-        elif latest_ema_slope < 0:  # 判断斜率情况
-            direction = 0
-
+        else:
+            # 计算最新斜率并判断方向
+            latest_slope = ema.diff().iloc[-1]
+            direction = get_trend_direction(latest_slope)
+            
+        self.logger.debug(f"{symbol}: 极差={abs(ema[-ema_range_period:].max() - ema[-ema_range_period:].min()):.9f} "
+                         f"斜率={ema.diff().iloc[-1]:.9f}, K线方向 {direction}")
         
-        self.logger.debug(f"{symbol}: 极差={latest_ema_range:.9f} 斜率={latest_ema_slope:.9f}, K线方向 {direction}")
-
         return direction
   
     def judge_cross_direction(self,fastklines,slowklines) :
-    
-        # 将输入转换为 pandas 的 Series 类型
-        fastk = pd.Series(fastklines)
-        slowk = pd.Series(slowklines)
-
-        # 判断金叉：当前 fastk 大于 slowk 且前一个 fastk 小于 slowk
-        golden_cross = (fastk > slowk) & (fastk.shift(1) < slowk.shift(1))
-        # 判断死叉：当前 fastk 小于 slowk 且前一个 fastk 大于 slowk
-        death_cross = (fastk < slowk) & (fastk.shift(1) > slowk.shift(1))
-
-        # 从后往前查找第一个金叉或死叉
-        for i in range(len(fastk) - 1, -1, -1):
-
-            if golden_cross[i]:
-                return {
-                    'cross': 1,  # 金叉
-                    'index': i
-                }
-            elif death_cross[i]:
-                return {
-                    'cross': 0,  # 死叉
-                    'index': i
-                }
-
-        return {
-            'cross': -1,  # 无交叉
-            'index': None
-        }
+        # 创建DataFrame
+        df = pd.DataFrame({
+            'fast': fastklines,
+            'slow': slowklines
+        })
+        
+        # 判断金叉和死叉
+        df['golden_cross'] = (df['fast'] > df['slow']) & (df['fast'].shift(1) < df['slow'].shift(1))
+        df['death_cross'] = (df['fast'] < df['slow']) & (df['fast'].shift(1) > df['slow'].shift(1))
+        
+        # 从后往前找最近的交叉点
+        last_golden = df['golden_cross'].iloc[::-1].idxmax() if df['golden_cross'].any() else None
+        last_death = df['death_cross'].iloc[::-1].idxmax() if df['death_cross'].any() else None
+        
+        # 判断最近的交叉类型
+        if last_golden is None and last_death is None:
+            return {
+                'cross': -1,  # 无交叉
+                'index': None
+            }
+        
+        # 如果金叉更近或只有金叉
+        if last_golden is not None and (last_death is None or last_golden > last_death):
+            return {
+                'cross': 1,  # 金叉
+                'index': last_golden
+            }
+        # 如果死叉更近或只有死叉
+        else:
+            return {
+                'cross': 0,  # 死叉
+                'index': last_death
+            }
         
     def judge_ma_apex(self,symbol, fastklines,slowklines) -> bool:
-        df = pd.DataFrame()
-        df['ema'] = fastklines
-        df['sma'] = slowklines
+
+        df = pd.DataFrame({
+            'ema': fastklines,
+            'sma': slowklines
+        })
         # 快线和慢线的差值
+        # 将ema和sma转换为tick_size精度
+        # df['diff'] = df['ema'].apply(lambda x: float(self.round_price_to_tick(x, tick_size))) - df['sma'].apply(lambda x: float(self.round_price_to_tick(x, tick_size)))
         df['diff'] = df['ema']-df['sma']
         # 计算斜率，【正】表示两线距离扩张，【负】表示两线距离收缩
-        df['slope'] = df['diff'].abs().diff().round(6)
+        df['slope'] = df['diff'].abs().diff().round(4)
+        df['flag'] = df['slope'] <= 0.0
         
-        self.logger.debug(f"{symbol}: slopes = {df['slope'].iloc[-6:-1]} ")
+        self.logger.debug(f"{symbol}: slopes = \n{df[['ema','sma','diff','slope','flag']].iloc[-6:-1]}  ")
         # 检查最后两个斜率是否都为负
         # 取slopes最新的第2个和第3个值进行判断
-        return all(slope < 0 for slope in df['slope'].iloc[-3:-1])
-        return all(slope < 0 for slope in df['slope'].tail(2))
+        
+        return all(slope <= 0.0 for slope in df['slope'].iloc[-3:-1])
         
         
     def calculate_range_diff(self,prices:pd.Series) -> float:
@@ -436,8 +474,8 @@ class ThreeLineOrdergBot:
             sma_length = pair_config.get('sma', 50)
             
             # 增加 金叉死叉 方向确认的 20250209
-            fastk = self.calculate_ema_pandas(klines, period=ema_length)
-            slowk = self.calculate_sma_pandas(klines, period=sma_length)
+            fastk = self.calculate_ema_pandas(symbol, klines, period=ema_length)
+            slowk = self.calculate_sma_pandas(symbol, klines, period=sma_length)
 
             cross_direction = self.judge_cross_direction(fastklines=fastk,slowklines=slowk)
             # 更新交叉状态
@@ -476,8 +514,8 @@ class ThreeLineOrdergBot:
                 self.logger.debug(f"{symbol} 当前没有金叉死叉，以快线趋势为准。！")
                    
             
-            if  not is_bullish_trend and not is_bearish_trend :
-                self.logger.info(f"{symbol} 当前是震荡趋势（平），不挂单！！")
+            if  (not is_bullish_trend and not is_bearish_trend) or  direction == -1 :
+                self.logger.info(f"{symbol} 当前是震荡趋势（平），不挂单！！direction={direction}")
                 return  
 
             '''

maker/main.py

@@ -28,7 +28,7 @@ def main():
     import importlib.metadata
     version = importlib.metadata.version("openfund-maker")
 
-    wick_reversal_config_path = os.getenv('config_path','config.json')
+    wick_reversal_config_path = 'config.json'
     with open(wick_reversal_config_path, 'r') as f:
         config_data = json.load(f)
         

{openfund_maker-1.0.11.dist-info → openfund_maker-1.0.13.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.0.11
+Version: 1.0.13
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.0.11.dist-info → openfund_maker-1.0.13.dist-info}/RECORD

@@ -1,13 +1,13 @@
-maker/ThreeLineOrderBot.py,sha256=xNckEErdT6O-Yz80akLpHQnO8FSdxWep12o3w1j2FLw,24073
+maker/ThreeLineOrderBot.py,sha256=e-KVx6a4cW2Afe0kNOKcA8isDObnzM_7wEmIlfw9tcI,25741
 maker/WickReversalOrderBot.py,sha256=Oc6wChdWu39lfWh3NRHM8BqvaRIYDNZiDR6PDnE9XUM,17374
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 maker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
-maker/main.py,sha256=GoBlRswmnWL0Wz8MioI1yhLEPtDFsPCYJGZW4y5tlww,1899
+maker/main.py,sha256=Ad1LpVfoP0JHTaKpDPku2sVqb1vvbKczwf9eIEIAU0c,1874
 maker/main_m.py,sha256=0PzDTnuBrxfpy5WDfsIHKAzZ_7pkuvuqqeWik0vpWio,15522
 maker/okxapi.py,sha256=_9G0U_o0ZC8NxaT6PqpiLgxBm9gPobC9PsFHZE1c5w0,553
 maker/zhen.py.bak,sha256=HNkrQbJts8G9umE9chEFsc0cLQApcM9KOVNMYPpkBXM,10918
 maker/zhen_2.py,sha256=4IaHVtTCMSlrLGSTZrWpW2q-f7HZsUNRkW_-5QgWv24,10509
-openfund_maker-1.0.11.dist-info/METADATA,sha256=bhNzNGW-n-WBwIydo9WUECHF-OZVJXBSgMbojqW5VcY,1966
-openfund_maker-1.0.11.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-1.0.11.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-1.0.11.dist-info/RECORD,,
+openfund_maker-1.0.13.dist-info/METADATA,sha256=-3hwWTGK021ZzoGPD0rzO6hLFpiP5QOGskNyJevdHuE,1966
+openfund_maker-1.0.13.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.0.13.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.0.13.dist-info/RECORD,,