openfund-maker 1.0.17__py3-none-any.whl → 1.1.0__py3-none-any.whl

maker/ThreeLineOrderBot.py

@@ -49,18 +49,6 @@ class ThreeLineOrdergBot:
     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:
@@ -78,7 +66,6 @@ class ThreeLineOrdergBot:
         except Exception as e:
             self.logger.error(f"无法检测持仓模式: {e}")
             return None
-
     
     def fetch_and_store_all_instruments(self,instType='SWAP'):
         try:
@@ -123,7 +110,6 @@ class ThreeLineOrdergBot:
         else:
             raise ValueError("Unexpected response structure or missing 'c' value")
 
-
     def get_mark_price(self,symbol):
         # response = market_api.get_ticker(instId)
         ticker = self.exchange.fetch_ticker(symbol)
@@ -202,118 +188,47 @@ class ThreeLineOrdergBot:
             amplitudes.append(amplitude)
         average_amplitude = sum(amplitudes) / len(amplitudes)
         return average_amplitude
-    
-    def cancel_all_orders(self,symbol):
-        try:
-            # 获取所有未完成订单
-            params = {
-                # 'instId': instId
-            }
-            open_orders = self.exchange.fetch_open_orders(symbol=symbol,params=params)
-            
-            # 取消每个订单
-            for order in open_orders:
-                self.exchange.cancel_order(order['id'], symbol,params=params)
-                
-            self.logger.info(f"{symbol} 挂单取消成功.")
-        except Exception as e:
-            self.logger.error(f"{symbol} 取消订单失败: {str(e)}")
 
-    def set_leverage(self,symbol, leverage, mgnMode='isolated',posSide=None):
-        try:
-            # 设置杠杆
-            params = {
-                # 'instId': instId,
-                'leverage': leverage,
-                'marginMode': mgnMode
-            }
-            if posSide:
-                params['side'] = posSide
-                
-            self.exchange.set_leverage(leverage, symbol=symbol, params=params)
-            self.logger.debug(f"{symbol} Successfully set leverage to {leverage}x")
-        except Exception as e:
-            self.logger.error(f"{symbol} Error setting leverage: {e}")
-    # 
-    def check_position(self,symbol) -> bool:
+    def calculate_range_diff(self,prices:pd.Series) -> float:
         """
-        检查指定交易对是否有持仓
-        
+        计算价格列表中最后一个价格与第一个价格的差值。
         Args:
-            symbol: 交易对ID
-            
+            prices: 价格列表。
         Returns:
-            bool: 是否有持仓
+            diff: 计算最高价列的最大值与最小值的差值
+。
         """
-        try:
-            position = self.exchange.fetch_position(symbol=symbol)
-            if position and position['contracts']> 0:
-                self.logger.debug(f"{symbol} 有持仓合约数: {position['contracts']}")
-                return True
-            return False
-        except Exception as e:
-            self.logger.error(f"{symbol} 检查持仓失败: {str(e)}")
-            return False
-
-
-    def place_order(self,symbol, price, amount_usdt, side):
-
-        
-        markets = self.exchange.load_markets()
-        if symbol not in markets:
-            self.logger.error(f"{symbol}: Instrument {symbol} not found in markets")
-            return
-        market = markets[symbol]
-        # 获取价格精度
-        price_precision = market['precision']['price']
-        adjusted_price = self.round_price_to_tick(price, price_precision)
-
-        if amount_usdt > 0:
-            if side == 'buy':
-                pos_side = 'long' 
-            else:
-                pos_side = 'short'   
-            # 设置杠杆 
-            self.set_leverage(symbol=symbol, leverage=self.leverage_value, mgnMode='isolated',posSide=pos_side)  
-            params = {
-                
-                "tdMode": 'isolated',
-                "side": side,
-                "ordType": 'limit',
-                # "sz": amount_usdt,
-                "px": str(adjusted_price)
-            } 
-            
-            # 模拟盘(demo_trading)需要 posSide
-            if self.is_demo_trading == 1 :
-                params["posSide"] = pos_side
-                
-            # self.logger.debug(f"---- Order placed params: {params}")
-            try:
-                order = {
-                    'symbol': symbol,
-                    'side': side,
-                    'type': 'limit',
-                    'amount': amount_usdt,
-                    'price': float(adjusted_price),
-                    'params': params
-                }
-                # 使用ccxt创建订单
-                self.logger.debug(f"Pre Order placed:  {order} ")
-                order_result = self.exchange.create_order(
-                    **order
-                    # symbol=symbol,
-                    # type='limit',
-                    # side=side,
-                    # amount=amount_usdt,
-                    # price=float(adjusted_price),
-                    # params=params
-                )
-                # self.logger.debug(f"{symbol} ++ Order placed rs :  {order_result}")
-            except Exception as e:
-                self.logger.error(f"{symbol} Failed to place order: {e}")
-        self.logger.info(f"--------- ++ {symbol} Order placed done! --------")   
+        if prices.empty:
+            return None
+        # 将价格列表转换为pandas Series格式
+  
+        diff = prices.max() - prices.min()
         
+        return diff
+    
+    def calculate_place_order_price(self, symbol,side,base_price, amplitude_limit, offset=1) -> float:
+        """
+        计算开仓价格
+        Args:
+            symbol: 交易对
+            side: 开仓方向
+            base_price: 开盘价格
+            amplitude_limit: 振幅限制
+            offset: 偏移量
+        Returns:
+            place_order_price: 开仓价格
+        """
+        tick_size = self.get_tick_size(symbol)
+        place_order_price = None
+        # 计算止盈价格，用市场价格（取持仓期间历史最高）减去开仓价格的利润，再乘以不同阶段的止盈百分比。
+      
+        if side == 'buy':
+            place_order_price = base_price * (1- amplitude_limit/100) - offset * tick_size
+        else:
+            place_order_price = base_price * (1 + amplitude_limit/100) + offset * tick_size
+        self.logger.debug(f"++++ {symbol} 下单价格: {place_order_price:.9f} 方向 {side} 基准价格{base_price} 振幅限制 {amplitude_limit} ")
+        return float(self.round_price_to_tick(place_order_price,tick_size))
+     
     # 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, klines) -> int:
         """
@@ -369,7 +284,8 @@ class ThreeLineOrdergBot:
         elif all(ema_4_diff >= 0) and any(ema_4_diff > 0) :
             # 上升趋势
             direction = 1
-        else:
+        # 都是 (0 0 0) 或 (+ 0 -) 这两种情况认为都是震荡
+        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}")
@@ -433,9 +349,8 @@ class ThreeLineOrdergBot:
         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:
+    
+    def judge_range_diff(self,symbol,pair_config,prices:pd.Series) -> bool:
         """
         计算价格列表中最后一个价格与第一个价格的差值。
         Args:
@@ -444,37 +359,126 @@ class ThreeLineOrdergBot:
             diff: 计算最高价列的最大值与最小值的差值
 。
         """
+        limit = int(pair_config.get('ema_range_limit', 1))
+        period = int(pair_config.get('ema_range_period', 3))
+        tick_size = self.get_tick_size(symbol)
         if prices.empty:
-            return None
-        # 将价格列表转换为pandas Series格式
+            return None     
   
-        diff = prices.max() - prices.min()
-        
-        return diff
-    
-    def calculate_place_order_price(self, symbol,side,base_price, amplitude_limit, offset=1) -> float:
+        diff = prices.tail(period).max() - prices.tail(period).min()   
+        self.logger.debug(f"{symbol}: 最高价列的最大值与最小值的差值 = {diff:.9f}")     
+        return abs(diff) <= tick_size * limit       
+      
+    def set_leverage(self,symbol, leverage, mgnMode='isolated',posSide=None):
+        try:
+            # 设置杠杆
+            params = {
+                # 'instId': instId,
+                'leverage': leverage,
+                'marginMode': mgnMode
+            }
+            if posSide:
+                params['side'] = posSide
+                
+            self.exchange.set_leverage(leverage, symbol=symbol, params=params)
+            self.logger.debug(f"{symbol} Successfully set leverage to {leverage}x")
+        except Exception as e:
+            self.logger.error(f"{symbol} Error setting leverage: {e}")
+    # 
+    def check_position(self,symbol) -> bool:
         """
-        计算开仓价格
+        检查指定交易对是否有持仓
+        
         Args:
-            symbol: 交易对
-            side: 开仓方向
-            base_price: 开盘价格
-            amplitude_limit: 振幅限制
-            offset: 偏移量
+            symbol: 交易对ID
+            
         Returns:
-            place_order_price: 开仓价格
+            bool: 是否有持仓
         """
-        tick_size = float(self.exchange.market(symbol)['precision']['price'])
-        place_order_price = None
-        # 计算止盈价格，用市场价格（取持仓期间历史最高）减去开仓价格的利润，再乘以不同阶段的止盈百分比。
-      
-        if side == 'buy':
-            place_order_price = base_price * (1- amplitude_limit/100) - offset * tick_size
-        else:
-            place_order_price = base_price * (1 + amplitude_limit/100) + offset * tick_size
-        self.logger.debug(f"++++ {symbol} 下单价格: {place_order_price:.9f} 方向 {side} 基准价格{base_price} 振幅限制 {amplitude_limit} ")
-        return float(self.round_price_to_tick(place_order_price,tick_size))
-      
+        try:
+            position = self.exchange.fetch_position(symbol=symbol)
+            if position and position['contracts']> 0:
+                self.logger.debug(f"{symbol} 有持仓合约数: {position['contracts']}")
+                return True
+            return False
+        except Exception as e:
+            self.logger.error(f"{symbol} 检查持仓失败: {str(e)}")
+            return False
+
+    def place_order(self,symbol, price, amount_usdt, side):
+
+        
+        markets = self.exchange.load_markets()
+        if symbol not in markets:
+            self.logger.error(f"{symbol}: Instrument {symbol} not found in markets")
+            return
+        market = markets[symbol]
+        # 获取价格精度
+        price_precision = market['precision']['price']
+        adjusted_price = self.round_price_to_tick(price, price_precision)
+
+        if amount_usdt > 0:
+            if side == 'buy':
+                pos_side = 'long' 
+            else:
+                pos_side = 'short'   
+            # 设置杠杆 
+            self.set_leverage(symbol=symbol, leverage=self.leverage_value, mgnMode='isolated',posSide=pos_side)  
+            params = {
+                
+                "tdMode": 'isolated',
+                "side": side,
+                "ordType": 'limit',
+                # "sz": amount_usdt,
+                "px": str(adjusted_price)
+            } 
+            
+            # 模拟盘(demo_trading)需要 posSide
+            if self.is_demo_trading == 1 :
+                params["posSide"] = pos_side
+                
+            # self.logger.debug(f"---- Order placed params: {params}")
+            try:
+                order = {
+                    'symbol': symbol,
+                    'side': side,
+                    'type': 'limit',
+                    'amount': amount_usdt,
+                    'price': float(adjusted_price),
+                    'params': params
+                }
+                # 使用ccxt创建订单
+                self.logger.debug(f"Pre Order placed:  {order} ")
+                order_result = self.exchange.create_order(
+                    **order
+                    # symbol=symbol,
+                    # type='limit',
+                    # side=side,
+                    # amount=amount_usdt,
+                    # price=float(adjusted_price),
+                    # params=params
+                )
+                # self.logger.debug(f"{symbol} ++ Order placed rs :  {order_result}")
+            except Exception as e:
+                self.logger.error(f"{symbol} Failed to place order: {e}")
+        self.logger.info(f"--------- ++ {symbol} Order placed done! --------")         
+  
+    def cancel_all_orders(self,symbol):
+        try:
+            # 获取所有未完成订单
+            params = {
+                # 'instId': instId
+            }
+            open_orders = self.exchange.fetch_open_orders(symbol=symbol,params=params)
+            
+            # 取消每个订单
+            for order in open_orders:
+                self.exchange.cancel_order(order['id'], symbol,params=params)
+                
+            self.logger.info(f"{symbol} 挂单取消成功.")
+        except Exception as e:
+            self.logger.error(f"{symbol} 取消订单失败: {str(e)}")
+        
     def process_pair(self,symbol,pair_config):
         # 检查是否有持仓，有持仓不进行下单
         if self.check_position(symbol=symbol) :
@@ -518,19 +522,28 @@ class ThreeLineOrdergBot:
             # 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,pair_config=pair_config, fastklines=fastk,slowklines=slowk)
             ema_direction = self.judge_ema_direction(symbol=symbol, pair_config=pair_config,ema=fastk)
+            if_inner_range = self.judge_range_diff(symbol=symbol, pair_config=pair_config, prices=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 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！！")
+                # 强校验下单条件
+                if is_apex or ema_direction == -1 or if_inner_range:
+                    self.logger.debug(f"{symbol} 强校验 - 死叉:{last_cross_direction}，两线收缩={is_apex} ,ema_平={ema_direction}，均线振幅={if_inner_range} ,不开单！！")
+                # 弱校验下单条件
+                # if is_apex or ema_direction == -1: 
+                #     self.logger.debug(f"{symbol} 金叉:{last_cross_direction}，两线收缩={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 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！！")
+                # 强校验下单条件
+                if is_apex or ema_direction == -1 or if_inner_range :
+                    self.logger.debug(f"{symbol} 强校验 - 死叉:{last_cross_direction}，两线收缩={is_apex} ,ema_平={ema_direction}，均线振幅={if_inner_range} ,不开单！！")
+                # 弱校验下单条件
+                # if is_apex or ema_direction == -1:
+                #     self.logger.debug(f"{symbol} 死叉:{last_cross_direction}，两线收缩={is_apex} ,ema_平={ema_direction}，不开单！！")
                     is_bearish_trend = False
                     
             else:
@@ -558,9 +571,7 @@ class ThreeLineOrdergBot:
             
             amplitude_limit = pair_config.get('amplitude_limit', 0.32)
             
-            self.logger.debug(f"{symbol} 当前K线的前三根K线 最高价: {max_high}, 最低价: {min_low}")
-  
-     
+            self.logger.debug(f"{symbol} 当前K线的前三根K线 最高价: {max_high}, 最低价: {min_low}")    
             
             long_amount_usdt = pair_config.get('long_amount_usdt', 5)
             short_amount_usdt = pair_config.get('short_amount_usdt', 5)     
@@ -573,6 +584,7 @@ class ThreeLineOrdergBot:
             close_price = klines[-1][4]
             self.logger.debug(f"-- {symbol} 最新K线 {klines[-1]}")
             
+            # FIXME calculate_range_diff 去掉
             if is_bullish_trend:
                 diff = self.calculate_range_diff(prices=low_prices)
                 cur_amplitude_limit =  diff / close_price * 100 
@@ -602,8 +614,6 @@ class ThreeLineOrdergBot:
             self.logger.error(error_message,exc_info=True)
             traceback.print_exc()
             self.send_feishu_notification(error_message)
-
-
             
     def monitor_klines(self):
         symbols = list(self.trading_pairs_config.keys())  # 获取所有币对的ID

{openfund_maker-1.0.17.dist-info → openfund_maker-1.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.0.17
+Version: 1.1.0
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.0.17.dist-info → openfund_maker-1.1.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-maker/ThreeLineOrderBot.py,sha256=c9RTJAGFYaSBOpA4OKxTm-LxFPyiof-EkKUOvjfyfaw,26378
+maker/ThreeLineOrderBot.py,sha256=UBWtLMJtL6mAS4CLYThja5Z_XE7UCD4bBhik0T0Xp0s,27521
 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-1.0.17.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,,
+openfund_maker-1.1.0.dist-info/METADATA,sha256=y6UyUbgh-IJwrJiklJxR4mBCK-SQg56J2EpDI8cIIVc,1965
+openfund_maker-1.1.0.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.1.0.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.1.0.dist-info/RECORD,,