openfund-maker 1.0.6__py3-none-any.whl → 1.0.8__py3-none-any.whl

maker/ThreeLineOrderBot.py

@@ -288,7 +288,7 @@ class ThreeLineOrdergBot:
                     'params': params
                 }
                 # 使用ccxt创建订单
-                # self.logger.debug(f"Pre Order placed:  {order} ")
+                self.logger.debug(f"Pre Order placed:  {order} ")
                 order_result = self.exchange.create_order(
                     **order
                     # symbol=symbol,
@@ -298,7 +298,7 @@ class ThreeLineOrdergBot:
                     # price=float(adjusted_price),
                     # params=params
                 )
-                self.logger.debug(f"{symbol} ++ Order placed rs :  {order_result}")
+                # 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! --------")   
@@ -359,8 +359,21 @@ class ThreeLineOrdergBot:
             'index': None
         }
         
-
-    def calculate_price_diff(self,prices:pd.Series) -> float:
+    def judge_ma_apex(self,fastklines,slowklines) -> bool:
+        df = pd.DataFrame()
+        df['ema'] = fastklines
+        df['sma'] = slowklines
+        # 快线和慢线的差值
+        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)
+        
+        #
+        return df['slope'].iloc[-1] < 0 
+        # df['statu'] = df['slope']
+        
+        
+    def calculate_range_diff(self,prices:pd.Series) -> float:
         """
         计算价格列表中最后一个价格与第一个价格的差值。
         Args:
@@ -393,7 +406,7 @@ class ThreeLineOrdergBot:
         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 == 'long':
+        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
@@ -439,38 +452,36 @@ class ThreeLineOrdergBot:
                 is_bullish_trend = True     
             elif direction == 0:
                 is_bearish_trend = True
-            else:
-                self.logger.info(f"{symbol} 当前是震荡（平）趋势，不执行挂单！！")
-                return 
-            
+     
+            # 结合金叉死叉判断是否是周期顶部和底部
+            is_apex = self.judge_ma_apex(fastklines=fastk,slowklines=slowk)
+            # 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！！")
+                    is_bullish_trend = False
+                    return
             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！！")
+                    is_bearish_trend = False
+                    return
             else:
                 self.logger.debug(f"{symbol} 当前没有金叉死叉，以快线趋势为准。！")
-                return    
+                return   
+            
+            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！！")
+                return  
 
             '''
             取当前K线的前三根K线中最高/低的值作为止盈位。
             20250210 增加开单价格约束，下单时，三线如果价格振幅小（如0.32%内），那去找到0.32%外的那根。 振幅 amplitude_limit
             '''    
-            # 获取 K 线数据
-            # ohlcv = self.exchange.fetch_ohlcv(symbol, '1m')
-                
-            # 取当前 K 线的前三根 K 线
-            # previous_three_candles = ohlcv[-4:-1]
-            # 提取每根 K 线的最高价
-            
-            # high_prices = [candle[2] for candle in previous_three_candles]
-            # # 提取每根 K 线的最低价
-            # low_prices = [candle[3] for candle in previous_three_candles]
-            # # 找出最大值
-            # max_high = max(high_prices)
-            # # 找出最小值
-            # min_low = min(low_prices)
             
             # 取当前 K 线的前三根 K 线
       
@@ -498,10 +509,11 @@ class ThreeLineOrdergBot:
             # 取最新K线的收盘价格
             close_price = klines[-1][4]
             self.logger.debug(f"-- {symbol} 最新K线 {klines[-1]}")
+            
             if is_bullish_trend:
-                diff = self.calculate_price_diff(prices=low_prices)
+                diff = self.calculate_range_diff(prices=low_prices)
                 cur_amplitude_limit =  diff / close_price * 100 
-                self.logger.info(f"{symbol} 当前为上升（多）趋势，允许挂多单，振幅{cur_amplitude_limit:.3f} hight/low {max(low_prices)}/{min(low_prices)} ++")
+                self.logger.info(f"{symbol} 当前为上升（多）趋势，允许挂多单，振幅{cur_amplitude_limit:.3f} hight/low {low_prices.max()}/{low_prices.min()} ++")
                 # 振幅大于限制，直接下单,否则，根据振幅计算下单价格
                 if  cur_amplitude_limit >= amplitude_limit:
                     self.place_order(symbol, min_low, long_amount_usdt, 'buy')
@@ -511,15 +523,14 @@ class ThreeLineOrdergBot:
                    
 
             if is_bearish_trend:
-                diff = self.calculate_price_diff(prices=high_prices)
+                diff = self.calculate_range_diff(prices=high_prices)
                 cur_amplitude_limit =  diff / close_price * 100 
-                self.logger.info(f"{symbol} 当前为下降（空）趋势，允许挂空单，振幅{cur_amplitude_limit:.3f} hight/low {max(high_prices)}/{min(high_prices)}--")
+                self.logger.info(f"{symbol} 当前为下降（空）趋势，允许挂空单，振幅{cur_amplitude_limit:.3f} hight/low {high_prices.max()}/{high_prices.min()}--")
                 if cur_amplitude_limit >= amplitude_limit:
                     self.place_order(symbol, max_high, short_amount_usdt, 'sell')
                 else:
                     entry_price = self.calculate_place_order_price(symbol,side='sell',base_price=max_high, amplitude_limit=amplitude_limit,offset=0)
-                    self.place_order(symbol, entry_price ,long_amount_usdt, 'sell') 
-
+                    self.place_order(symbol, entry_price ,long_amount_usdt, 'sell')  
 
         except KeyboardInterrupt:
             self.logger.info("程序收到中断信号，开始退出...")

{openfund_maker-1.0.6.dist-info → openfund_maker-1.0.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.0.6
+Version: 1.0.8
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.0.6.dist-info → openfund_maker-1.0.8.dist-info}/RECORD

@@ -1,4 +1,4 @@
-maker/ThreeLineOrderBot.py,sha256=xPiOJKAvIZ709lYSArWJJSbho-tYpH34unJaVSJY5fY,23276
+maker/ThreeLineOrderBot.py,sha256=bqJj17SQw4XVGXtgDvY-uNCIG4NAwalRjWr5OT_SQG4,23838
 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-1.0.6.dist-info/METADATA,sha256=dOXmSsHYvmhmNkpT29NdX45b8KZIc-vifuAof45l31E,1965
-openfund_maker-1.0.6.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-1.0.6.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-1.0.6.dist-info/RECORD,,
+openfund_maker-1.0.8.dist-info/METADATA,sha256=jlncVj8iDI2oWPC2YL6Ox30K71pOUP85HIhWSB9rAws,1965
+openfund_maker-1.0.8.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.0.8.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.0.8.dist-info/RECORD,,