openfund-maker 2.1.10__py3-none-any.whl → 2.1.12__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- maker/BestFVGStrategyMaker.py +33 -34
- maker/SMCStrategyMaker.py +2 -1
- {openfund_maker-2.1.10.dist-info → openfund_maker-2.1.12.dist-info}/METADATA +1 -1
- {openfund_maker-2.1.10.dist-info → openfund_maker-2.1.12.dist-info}/RECORD +6 -6
- {openfund_maker-2.1.10.dist-info → openfund_maker-2.1.12.dist-info}/WHEEL +0 -0
- {openfund_maker-2.1.10.dist-info → openfund_maker-2.1.12.dist-info}/entry_points.txt +0 -0
maker/BestFVGStrategyMaker.py
CHANGED
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@@ -44,7 +44,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
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重置所有缓存
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"""
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super().reset_all_cache(symbol)
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47
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-
self.htf_last_CHoCH
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+
if symbol in self.htf_last_CHoCH:
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self.htf_last_CHoCH.pop(symbol)
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def process_pair(self,symbol,pair_config):
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self.logger.info("=" * 60)
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@@ -59,11 +60,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
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try:
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# 检查是否有持仓，有持仓不进行下单
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if self.check_position(symbol=symbol) :
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-
self.
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63
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-
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self.place_order_prices[symbol] = {}
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-
if symbol in self.htf_last_CHoCH:
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66
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-
self.htf_last_CHoCH[symbol] = {}
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self.reset_all_cache(symbol)
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self.logger.info(f"{symbol} : 有持仓合约，不进行下单。")
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return
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@@ -87,41 +85,42 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
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# 初始化HTF趋势相关变量
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-
htf_side, htf_last_CHoCH_label = None, None
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htf_side, htf_last_CHoCH_label, valid_htf_struct = None, None, None
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htf_struct = {"struct": "None"}
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#
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# 获取上一个周期的CHoCH结构
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htf_last_CHoCH = self.htf_last_CHoCH.get(symbol,None)
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-
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# 获取最新的CHoCH结构
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htf_struct = self.detect_struct(htf_df, prd=htf_prd) # HTF结构要严谨，prd周期要长一些
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#
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if
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if htf_struct["struct"] == "None":
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htf_struct = htf_last_CHoCH
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-
self.logger.debug(f"{symbol} : {htf} 使用之前 {htf_entry_struct} struct。{htf_struct['struct']} prd={htf_prd}。")
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# 处理最新结构未形成的情况，使用上一个周期的结构
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if htf_struct["struct"] == "None":
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if htf_last_CHoCH:
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htf_last_CHoCH_label = htf_last_CHoCH["struct"]
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valid_htf_struct = htf_last_CHoCH
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self.logger.debug(f"{symbol} : {htf} 使用之前 {htf_entry_struct} struct。{valid_htf_struct['struct']} prd={htf_prd}。")
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else:
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-
self.logger.debug(f"{symbol} : {htf}
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self.logger.debug(f"{symbol} : {htf} 未形成有效的 {htf_entry_struct} struct,不下单。")
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return
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else:
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valid_htf_struct = htf_struct
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self.logger.debug(f"{symbol} : {htf} 形成新的 {htf_entry_struct} struct。{valid_htf_struct['struct']} prd={htf_prd}。")
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#
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htf_struct_label =
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htf_side =
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if htf_struct_label == "None" and not htf_last_CHoCH:
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-
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# 检查是否已形成有效的结构
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htf_struct_label = valid_htf_struct["struct"]
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htf_side = valid_htf_struct["side"]
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# if htf_struct_label == "None" and not htf_last_CHoCH:
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# 20250417 优化: 最新的HTF_entry_struct结构要满足，才能下单。
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if htf_entry_struct not in htf_struct_label :
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# 如果是反转结构判断一下方向是否一致，不一致重置缓存。
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if "CHoCH" in htf_struct_label and htf_last_CHoCH and htf_last_CHoCH["side"] != htf_side:
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self.htf_last_CHoCH[symbol] = {}
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self.logger.debug(f"{symbol} : {htf} is {htf_struct_label}, 未形成有效的 {htf_entry_struct} struct,不下单。")
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return
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-
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# 更新最新的结构信息
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if ltf_entry_struct in htf_struct_label and htf_struct_label != htf_last_CHoCH_label:
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self.htf_last_CHoCH[symbol] = htf_struct
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htf_last_CHoCH = htf_struct
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htf_last_CHoCH_label = htf_struct_label
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# 1. HTF 判断struct趋势（CHoCH\SMS\BMS） ,HTF struct 看趋势，CTF 看FVG和OB的位置
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htf_pivot_high =
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htf_pivot_low =
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htf_pivot_high = valid_htf_struct["pivot_high"]
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htf_pivot_low = valid_htf_struct["pivot_low"]
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htf_mid_line = self.calculate_ce(symbol,htf_pivot_high,htf_pivot_low)
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# 2. HTF 获取最新的两个极值点，设置折价(discount)区和溢价(premium)区
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@@ -137,11 +136,11 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
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'ce': self.calculate_ce(symbol,htf_mid_line,htf_pivot_low)
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}
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self.logger.info(f"{symbol} : {htf} 趋势={htf_last_CHoCH_label}")
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self.logger.info(f"{symbol} : {htf} 趋势={htf_last_CHoCH_label} 匹配 {htf_entry_struct} struct")
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self.logger.debug(f"{symbol} : {htf}\npivot_high={htf_pivot_high} pivot_low={htf_pivot_low} mid_line={htf_mid_line}\n溢价区={premium_box}\n折价区={discount_box}")
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# 3. find HTF FVG
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pivot_index =
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pivot_index = valid_htf_struct["pivot_low_index"] if htf_side == "buy" else valid_htf_struct["pivot_high_index"]
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# TODO 优化: 缓存FVG，不用每次都计算，且被平衡
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htf_fvg_boxes = self.find_fvg_boxes(htf_df,side=htf_side,threshold=htf_mid_line,check_balanced=False,pivot_index=pivot_index)
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if len(htf_fvg_boxes) == 0:
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maker/SMCStrategyMaker.py
CHANGED
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@@ -524,7 +524,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
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"""_summary_
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重置所有缓存数据
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"""
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self.place_order_prices
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if symbol in self.place_order_prices:
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self.place_order_prices.pop(symbol)
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def process_pair(self,symbol,pair_config):
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self.logger.info("=" * 60)
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@@ -1,6 +1,6 @@
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maker/BestFVGStrategyMaker.py,sha256=
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maker/BestFVGStrategyMaker.py,sha256=oQk3o87AbL86fKWZiKykUJHLgFcfFYYbHl2NreCTKhQ,11701
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maker/MACDStrategyMaker.py,sha256=iS5HO04piKHFJxUI2e5QmicxzGeK-V1aphJSr2n_4Ac,12651
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maker/SMCStrategyMaker.py,sha256=
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maker/SMCStrategyMaker.py,sha256=ThXxa-mfbxNavqok86fUg-HstMdVrBVS75TeCJCt2Ck,35087
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maker/ThreeLineStrategyMaker.py,sha256=ArjnHlGECiD3cCFXxO0Ex5scR2agwoxZY-4mKukyKc4,30402
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maker/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
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maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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@@ -10,7 +10,7 @@ maker/main_m.py,sha256=0PzDTnuBrxfpy5WDfsIHKAzZ_7pkuvuqqeWik0vpWio,15522
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maker/okxapi.py,sha256=_9G0U_o0ZC8NxaT6PqpiLgxBm9gPobC9PsFHZE1c5w0,553
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maker/zhen.py.bak,sha256=HNkrQbJts8G9umE9chEFsc0cLQApcM9KOVNMYPpkBXM,10918
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maker/zhen_2.py,sha256=4IaHVtTCMSlrLGSTZrWpW2q-f7HZsUNRkW_-5QgWv24,10509
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openfund_maker-2.1.
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openfund_maker-2.1.
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openfund_maker-2.1.
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openfund_maker-2.1.
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openfund_maker-2.1.12.dist-info/METADATA,sha256=FjmIQVq8KXxMzFunIUSKx8lhzVM2f3tz7V1J5bEuYqY,1954
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openfund_maker-2.1.12.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
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openfund_maker-2.1.12.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
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openfund_maker-2.1.12.dist-info/RECORD,,
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File without changes
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File without changes
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