openfund-maker 1.1.0__tar.gz → 1.1.2__tar.gz

{openfund_maker-1.1.0 → openfund_maker-1.1.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.1.0
+Version: 1.1.2
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.1.0 → openfund_maker-1.1.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "1.1.0"
+version = "1.1.2"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"

{openfund_maker-1.1.0 → openfund_maker-1.1.2}/src/maker/ThreeLineOrderBot.py

@@ -245,19 +245,19 @@ class ThreeLineOrdergBot:
         
         # precision= self.get_precision_length(symbol)
 
-        ema_4_diff = ema.diff().tail(period)
+        ema_diff = ema.diff().tail(period)
  
         direction = None
-        if all(ema_4_diff <= 0) :
+        if ema_diff.iloc[-1] < 0:
             # 下降趋势
             direction = 0 
-        elif all(ema_4_diff >= 0) :
+        elif ema_diff.iloc[-1] > 0 :
             # 上升趋势
             direction = 1
         else:
             # 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}")
+        self.logger.debug(f"{symbol}: K线极差={ema_diff.map('{:.9f}'.format).values}  ,K线方向={direction}")
         return direction
     
     def judge_ema_direction(self, symbol, pair_config, ema: pd.Series) -> int:
@@ -326,10 +326,15 @@ class ThreeLineOrdergBot:
                 'index': last_death
             }
         
-    def judge_ma_apex(self,symbol,pair_config, fastklines,slowklines) -> bool:
+    def judge_ma_apex(self,symbol,pair_config,cross_index, fastklines,slowklines) -> bool:
         period = int(pair_config.get('ema_range_period', 3))
         precision= self.get_precision_length(symbol)
         
+        # 获取交叉点的索引,从交叉点之后进行判断
+        index = 0
+        if cross_index is not None:
+            index = cross_index
+            
         df = pd.DataFrame({
             'ema': fastklines,
             'sma': slowklines
@@ -337,17 +342,21 @@ 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'].round(precision)-df['sma'].round(precision)
+        df['diff'] = df['ema'].tail(period*2).round(precision)-df['sma'].tail(period*2).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)
         
-        self.logger.debug(f"{symbol}: slopes = \n{df[['ema','ema_diff','sma','sma_diff','diff','slope']].iloc[-6:-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)
+        self.logger.debug(f"{symbol}: ma apex slopes = \n" 
+                f"{df[['ema','ema_diff','sma','sma_diff','diff','slope']].iloc[-1-period:-1]}  ")
+        # 筛选出索引大于等于特定索引值的 slope 列元素
+        filtered_slope = df['slope'][df.index >= index]
 
+        # 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(filtered_slope.tail(period) <= 0 ) and \
+            any(filtered_slope.tail(period) < 0)
+            
         return is_expanding_or_contracting 
     
     def judge_range_diff(self,symbol,pair_config,prices:pd.Series) -> bool:
@@ -480,6 +489,7 @@ class ThreeLineOrdergBot:
             self.logger.error(f"{symbol} 取消订单失败: {str(e)}")
         
     def process_pair(self,symbol,pair_config):
+        self.logger.info("=" * 60)
         # 检查是否有持仓，有持仓不进行下单
         if self.check_position(symbol=symbol) :
             self.logger.info(f"{symbol} 有持仓合约，不进行下单。")
@@ -510,7 +520,7 @@ class ThreeLineOrdergBot:
             
             # 最新交叉方向
             last_cross_direction = self.exchange.safe_dict(self.cross_directions,symbol,None)
-                
+            cross_index = self.exchange.safe_dict(last_cross_direction,'index',None)
                 
             # 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,klines=klines) 
@@ -520,43 +530,48 @@ class ThreeLineOrdergBot:
                 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,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)
+            is_apex = self.judge_ma_apex(symbol=symbol,pair_config=pair_config,cross_index=cross_index, fastklines=fastk,slowklines=slowk)
+            # 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
                 # 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！！")
+                # if is_apex or ema_direction == -1 or if_inner_range:
+                #     self.logger.debug(f"{symbol} 强校验 - 金叉:{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！！")
+                if is_apex or ema_direction == -1: 
+                    self.logger.debug(f"{symbol} :金叉={last_cross_direction['cross']}，两线收缩={is_apex} ,快线方向(平:-1)={ema_direction}，不挂单！！")
                     is_bullish_trend = False
+                    is_bearish_trend = False
+                else :
+                    self.logger.debug(f"{symbol} :金叉={last_cross_direction['cross']}，两线收缩={is_apex} ,快线方向(平:-1)={ema_direction}, 清理空单，挂多单！！")
+                    is_bearish_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  
+
                 # 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！！")
+                # 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！！")
+                if is_apex or ema_direction == -1:
+                    self.logger.debug(f"{symbol} :死叉={last_cross_direction['cross']}，两线收缩={is_apex} ,快线方向(平:-1)={ema_direction}，不挂单！！")
                     is_bearish_trend = False
+                    is_bullish_trend = False 
+                else :
+                    self.logger.debug(f"{symbol} :死叉={last_cross_direction['cross']}，两线收缩={is_apex} ,快线方向(平:-1)={ema_direction}，清理多单，挂空单！！")
+                    is_bullish_trend = False      
                     
             else:
-                self.logger.debug(f"{symbol} 当前没有金叉死叉，以快线趋势为准。！")
+                self.logger.warning(f"{symbol} :当前没有金叉死叉,以K线趋势为准。")
                    
             
-            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}")
+            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!! 死叉={last_cross_direction['cross']}，两线收缩={is_apex} ,快线方向(平:-1)={ema_direction}")
                 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
+            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
             '''    
             
             # 取当前 K 线的前三根 K 线
@@ -614,7 +629,7 @@ class ThreeLineOrdergBot:
             self.logger.error(error_message,exc_info=True)
             traceback.print_exc()
             self.send_feishu_notification(error_message)
-            
+        self.logger.info("=" * 60)    
     def monitor_klines(self):
         symbols = list(self.trading_pairs_config.keys())  # 获取所有币对的ID
         batch_size = 5  # 每批处理的数量