openfund-maker 1.3.7__py3-none-any.whl → 1.3.9__py3-none-any.whl

maker/MACDStrategyMaker.py

@@ -63,7 +63,31 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
         }
         
         return cross_direction
+    
+    def get_macd_trend_of_hist(self, symbol, kLines) -> bool:
+        macd = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+        # 将时间戳转换为日期时间格式
+        macd['timestamp'] = pd.to_datetime(macd['timestamp'], unit='ms').dt.strftime('%m-%d %H:%M')
+            
+        # 使用 TA-Lib 计算 MACD
+        macd[['macd', 'signal', 'hist']] = pd.DataFrame(ta.MACD(macd['close'], fastperiod=12, slowperiod=26, signalperiod=9)).T
+        
+        # 获取最新的三个hist值
+        latest_hist = macd['hist'].iloc[-3:].values
+        
+        # 计算相邻点之间的斜率
+        slope1 = latest_hist[1] - latest_hist[0]
+        slope2 = latest_hist[2] - latest_hist[1]
         
+        # 判断斜率是否同向(都为正或都为负)
+        is_same_trend = (slope1 > 0 and slope2 > 0) or (slope1 < 0 and slope2 < 0)
+        
+        self.logger.debug(f"{symbol} : 最近三个hist值 {latest_hist} ，斜率 {slope1} {slope2} ，是否同向 {is_same_trend}。")
+        
+        
+        return is_same_trend
+
+
         
     def judge_order_side(self, symbol, kLines, valid_klines=5 ,strategy=None) -> str:
 
@@ -91,7 +115,7 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
             order_side =  'buy'
             self.logger.debug(f"{symbol} : 零轴之上的macd与signal形成金叉{all_cross[0]} 。") 
             
-        # 如果最新的交叉是死叉，且又是零轴下方的死叉
+        # # 如果最新的交叉是死叉，且又是零轴下方的死叉
         elif (len(last_down_crosses) > 0 and 
               all_cross[0][0] == 'death' and 
               all_cross[0][1] == last_down_crosses[0][1] and 
@@ -174,10 +198,18 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
             # self.logger.debug(f"{symbol} : MACD Values = \n {df.tail(5)}")
             side = self.judge_order_side(symbol, kLines,valid_klines, macd_strategy)
             
+            # 校验一下macd的能量柱的趋势是否一致
+            is_same_trend = self.get_macd_trend_of_hist(symbol, kLines)
+            if not is_same_trend :
+                self.logger.debug(f"{symbol} :  MACD 能量柱趋势不一致，不进行下单。")
+                return
+            
+            # 和HTF方向进行对比
             htf_side = self.judge_HTF_side(symbol, macd_strategy)
             if htf_side != 'none' and side != htf_side:
                 self.logger.debug(f"{symbol} :  下单方向 {side} 与HTF方向 {htf_side} 不一致，不进行下单。")
                 return
+            
          
             
             long_amount_usdt = pair_config.get('long_amount_usdt', 5)

{openfund_maker-1.3.7.dist-info → openfund_maker-1.3.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.3.7
+Version: 1.3.9
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.3.7.dist-info → openfund_maker-1.3.9.dist-info}/RECORD

@@ -1,4 +1,4 @@
-maker/MACDStrategyMaker.py,sha256=8VZ9tVYZqYhAiSHrboLzGAQQz6oOAi3iEd-paH2W2YY,10412
+maker/MACDStrategyMaker.py,sha256=Jykr8aBgL4ztsj_IbXSEqgyQ9uYe9XOBM9unQeHZBVs,11854
 maker/ThreeLineStrategyMaker.py,sha256=5uUTRMOCe0-0d2Ll7Bzhe-0WKpnfddhDEaj3XTGDgyA,30270
 maker/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -8,7 +8,7 @@ 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-1.3.7.dist-info/METADATA,sha256=ZWuxLVi0KrI87lzl4mnl1IWvhcLZRY-MQqAC6zAMJ_U,1953
-openfund_maker-1.3.7.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-1.3.7.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-1.3.7.dist-info/RECORD,,
+openfund_maker-1.3.9.dist-info/METADATA,sha256=DOMTLWOxfbOpeUx5Q5arkWKypQIJI2WZ8kS22C01Sm4,1953
+openfund_maker-1.3.9.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-1.3.9.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-1.3.9.dist-info/RECORD,,