openfund-maker 1.0.16__py3-none-any.whl → 1.0.17__py3-none-any.whl

maker/ThreeLineOrderBot.py

@@ -167,29 +167,29 @@ class ThreeLineOrdergBot:
         atr = sum(trs[-period:]) / period
         return atr
     
-    def calculate_sma_pandas(self,symbol, kLines, period) -> pd.Series:
+    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().round(precision)
+       
+        df = pd.DataFrame(klines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+        sma = df['close'].rolling(window=period).mean()
         return sma 
                
-    def calculate_ema_pandas(self,symbol, kLines, period) -> pd.Series:
+    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'])
+      
+        df = pd.DataFrame(klines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
         # 计算EMA
-        ema = df['close'].ewm(span=period, adjust=False).mean().round(precision)
+        ema = df['close'].ewm(span=period, adjust=False).mean()
         return ema 
 
     def calculate_average_amplitude(self,klines, period=60):
@@ -315,7 +315,7 @@ 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:pd.Series) -> int:
+    def judge_k_line_direction(self, symbol, pair_config, ema: pd.Series, klines) -> int:
         """
         判断K线方向
         Args:
@@ -325,37 +325,55 @@ class ThreeLineOrdergBot:
         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))
+        period = int(pair_config.get('ema_range_period', 3))
         
-        # 判断是否在震荡区间
-        if check_ema_range(ema, ema_range_period, ema_range_limit, tick_size):
-            direction = -1
+        # precision= self.get_precision_length(symbol)
+
+        ema_4_diff = ema.diff().tail(period)
+ 
+        direction = None
+        if all(ema_4_diff <= 0) :
+            # 下降趋势
+            direction = 0 
+        elif all(ema_4_diff >= 0) :
+            # 上升趋势
+            direction = 1
         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}")
-        
+            # 震荡趋势
+            direction = -1 
+        self.logger.debug(f"{symbol}: K线极差={ema_4_diff.map('{:.9f}'.format).values}  ,K线方向={direction}")
         return direction
+    
+    def judge_ema_direction(self, symbol, pair_config, ema: pd.Series) -> int:
+        """
+        判断EMA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
+        """
+        # 获取配置参数
+        period = int(pair_config.get('ema_range_period', 3))
+        
+        precision= self.get_precision_length(symbol)
+
+        ema_4_diff = ema.round(precision).diff().tail(period)
+ 
+        direction = None
+        if all(ema_4_diff <= 0) and any(ema_4_diff < 0) :
+            # 下降趋势
+            direction = 0 
+        elif all(ema_4_diff >= 0) and any(ema_4_diff > 0) :
+            # 上升趋势
+            direction = 1
+        else:
+            # 震荡趋势
+            direction = -1 
+        self.logger.debug(f"{symbol}: EMA极差={ema_4_diff.map('{:.4f}'.format).values}  ,EMA方向={direction}")
+        return direction    
   
     def judge_cross_direction(self,fastklines,slowklines) :
         # 创建DataFrame
@@ -392,8 +410,10 @@ class ThreeLineOrdergBot:
                 'index': last_death
             }
         
-    def judge_ma_apex(self,symbol, fastklines,slowklines) -> bool:
-
+    def judge_ma_apex(self,symbol,pair_config, fastklines,slowklines) -> bool:
+        period = int(pair_config.get('ema_range_period', 3))
+        precision= self.get_precision_length(symbol)
+        
         df = pd.DataFrame({
             'ema': fastklines,
             'sma': slowklines
@@ -401,16 +421,18 @@ class ThreeLineOrdergBot:
         # 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']
+        df['diff'] = df['ema'].round(precision)-df['sma'].round(precision)
+        df['ema_diff'] = df['ema'] - df['ema'].shift(1)
+        df['sma_diff'] = df['sma'] - df['sma'].shift(1)
         # 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(4)
-        df['flag'] = df['slope'] <= 0.0
         
-        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
+        self.logger.debug(f"{symbol}: slopes = \n{df[['ema','ema_diff','sma','sma_diff','diff','slope']].iloc[-6:-1]}  ")
         
-        return all(slope <= 0.0 for slope in df['slope'].iloc[-3:-1])
+        # 两条线的距离是扩张状态还是收缩状态 true 是收缩 flase 是扩张
+        is_expanding_or_contracting = all(df['slope'].tail(period) <= 0 ) and any(df['slope'].tail(period) < 0)
+
+        return is_expanding_or_contracting 
         
         
     def calculate_range_diff(self,prices:pd.Series) -> float:
@@ -474,8 +496,8 @@ 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(symbol, klines, period=ema_length)
-            slowk = self.calculate_sma_pandas(symbol, klines, period=sma_length)
+            fastk = self.calculate_ema_pandas(symbol=symbol, klines=klines, period=ema_length)
+            slowk = self.calculate_sma_pandas(symbol=symbol, klines=klines, period=sma_length)
 
             cross_direction = self.judge_cross_direction(fastklines=fastk,slowklines=slowk)
             # 更新交叉状态
@@ -487,27 +509,28 @@ class ThreeLineOrdergBot:
                 
                 
             # 判断趋势：多头趋势或空头趋势
-            direction = self.judge_k_line_direction(symbol=symbol, pair_config=pair_config,ema=fastk) 
+            direction = self.judge_k_line_direction(symbol=symbol, pair_config=pair_config,ema=fastk,klines=klines) 
             if direction == 1:
                 is_bullish_trend = True     
             elif direction == 0:
                 is_bearish_trend = True
      
             # 结合金叉死叉判断是否是周期顶部和底部
-            is_apex = self.judge_ma_apex(symbol=symbol,fastklines=fastk,slowklines=slowk)
+            is_apex = self.judge_ma_apex(symbol=symbol,pair_config=pair_config, fastklines=fastk,slowklines=slowk)
+            ema_direction = self.judge_ema_direction(symbol=symbol, pair_config=pair_config,ema=fastk)
             # 金叉死叉逻辑
             if last_cross_direction and last_cross_direction['cross'] == 1 : # 金叉
                 self.logger.debug(f"{symbol} 金叉:{last_cross_direction}，清理空单，挂多单！！")
                 is_bearish_trend = False
-                if is_apex :
-                    self.logger.debug(f"{symbol} 金叉:{last_cross_direction}，周期见顶 {is_apex}，不开单！！")
+                if is_apex or ema_direction == -1:
+                    self.logger.debug(f"{symbol} 金叉:{last_cross_direction}，周期见顶={is_apex} ,ema_平={ema_direction}，不开单！！")
                     is_bullish_trend = False
                     
             elif last_cross_direction and last_cross_direction['cross'] == 0 : # 死叉
                 self.logger.debug(f"{symbol} 死叉:{last_cross_direction}，清理多单，挂空单！！")
                 is_bullish_trend = False  
-                if is_apex :
-                    self.logger.debug(f"{symbol} 死叉:{last_cross_direction}，周期见顶 {is_apex}，不开单！！")
+                if is_apex or ema_direction == -1:
+                    self.logger.debug(f"{symbol} 死叉:{last_cross_direction}，周期见顶={is_apex} ,ema_平={ema_direction}，不开单！！")
                     is_bearish_trend = False
                     
             else:

{openfund_maker-1.0.16.dist-info → openfund_maker-1.0.17.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.0.16
+Version: 1.0.17
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.0.16.dist-info → openfund_maker-1.0.17.dist-info}/RECORD

@@ -1,4 +1,4 @@
-maker/ThreeLineOrderBot.py,sha256=e-KVx6a4cW2Afe0kNOKcA8isDObnzM_7wEmIlfw9tcI,25741
+maker/ThreeLineOrderBot.py,sha256=c9RTJAGFYaSBOpA4OKxTm-LxFPyiof-EkKUOvjfyfaw,26378
 maker/WickReversalOrderBot.py,sha256=Oc6wChdWu39lfWh3NRHM8BqvaRIYDNZiDR6PDnE9XUM,17374
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 maker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
@@ -7,7 +7,7 @@ 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-1.0.16.dist-info/METADATA,sha256=CkBN5XbxLll1H5OvDev47s8mYi4cS80yqIg50Q-fVJw,1966
-openfund_maker-1.0.16.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-1.0.16.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-1.0.16.dist-info/RECORD,,
+openfund_maker-1.0.17.dist-info/METADATA,sha256=tYHu6KxF0Da_dVhzZMWvTcdCnq6baxN4jrF6H_Q78G0,1966
+openfund_maker-1.0.17.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.0.17.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.0.17.dist-info/RECORD,,