openfund-maker 1.3.8__tar.gz → 1.3.10__tar.gz

{openfund_maker-1.3.8 → openfund_maker-1.3.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.3.8
+Version: 1.3.10
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.3.8 → openfund_maker-1.3.10}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "1.3.8"
+version = "1.3.10"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"

{openfund_maker-1.3.8 → openfund_maker-1.3.10}/src/maker/MACDStrategyMaker.py

@@ -63,7 +63,32 @@ 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
+        
+        # self.logger.debug(f"{symbol} : macd = \n {macd[['timestamp','close', 'macd', 'signal', 'hist']].tail(5)}")
+        # 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:.10f} {slope2:.10f} ，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 +116,7 @@ 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 
@@ -172,12 +197,20 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
             
             valid_klines = pair_config.get('valid_klines', 5)
             # 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
+            
+            side = self.judge_order_side(symbol, kLines,valid_klines, macd_strategy)
+            # 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-1.3.8 → openfund_maker-1.3.10}/src/maker/main.py

@@ -73,10 +73,10 @@ def main():
         # 计算下一个整点分钟
         now = datetime.now()
         # 将当前时间的秒和微秒设置为0
-        next_run = now.replace(second=59, microsecond=0)
+        next_run = now.replace(second=58, microsecond=0)
         # 计算下一个周期的开始时间
         current_minute = next_run.minute
-        # 向上取整到下一个周期时间点
+        # 向上取整到下一个周期时间点, 然后再减去2Units,比如秒就是58秒执行。
         next_interval = ((current_minute // monitor_interval) + 1) * monitor_interval -1
         # 如果下一个周期时间点超过60分钟，需要调整为下一个小时的对应分钟数
         if next_interval >= 60: