openfund-maker 1.3.9__tar.gz → 1.3.11__tar.gz

{openfund_maker-1.3.9 → openfund_maker-1.3.11}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 1.3.9
+Version: 1.3.11
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-1.3.9 → openfund_maker-1.3.11}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "1.3.9"
+version = "1.3.11"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"

{openfund_maker-1.3.9 → openfund_maker-1.3.11}/src/maker/MACDStrategyMaker.py

@@ -72,6 +72,7 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
         # 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
         
@@ -82,14 +83,14 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
         # 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}。")
+        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:
+    def judge_order_side(self, symbol, kLines, valid_klines=241 ,strategy=None) -> str:
 
         '''
         零轴之上的macd与signal形成金叉
@@ -155,18 +156,21 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
             htf = str(strategy.get('HTF', '1h')) 
             htf_kLines = self.get_historical_klines(symbol=symbol, bar=htf)
             
-            crosses = self.get_macd_cross_direction(symbol, htf_kLines, strategy)
-            all_cross = crosses.get('all_cross',[])
-            if len(all_cross) > 1:
-                if all_cross[0][0] == 'golden':
-                    order_side = 'buy'
-                else:
-                    order_side = 'sell'
+            # 20250312 修改为MACD形态校验，而不只是金死叉
+            order_side = self.judge_order_side(symbol, kLines=htf_kLines)
+            self.logger.debug(f"{symbol} : HTF={htf} , {order_side}。")
+            # crosses = self.get_macd_cross_direction(symbol, htf_kLines, strategy)
+            # all_cross = crosses.get('all_cross',[])
+            # if len(all_cross) > 1:
+            #     if all_cross[0][0] == 'golden':
+            #         order_side = 'buy'
+            #     else:
+            #         order_side = 'sell'
        
-                self.logger.debug(f"{symbol} : HTF={htf} , {order_side}。")
+            #     self.logger.debug(f"{symbol} : HTF={htf} , {order_side}。")
 
-            else:
-                self.logger.debug(f"{symbol} : HTF={htf} ,没有满足条件的交叉点。")
+            # else:
+            #     self.logger.debug(f"{symbol} : HTF={htf} ,没有满足条件的交叉点。")
 
         except Exception as e:
             error_message = f"程序异常退出: {str(e)}"
@@ -196,7 +200,6 @@ 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)
@@ -204,14 +207,14 @@ class MACDStrategyMaker(ThreeLineStrategyMaker):
                 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:
+            if htf_side == 'none' or side == 'none' or  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)
             short_amount_usdt = pair_config.get('short_amount_usdt', 5) 
             order_amount_usdt = 5

{openfund_maker-1.3.9 → openfund_maker-1.3.11}/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: