openfund-maker 2.1.10__tar.gz → 2.1.12__tar.gz

{openfund_maker-2.1.10 → openfund_maker-2.1.12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.1.10
+Version: 2.1.12
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-2.1.10 → openfund_maker-2.1.12}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "2.1.10"
+version = "2.1.12"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"

{openfund_maker-2.1.10 → openfund_maker-2.1.12}/src/maker/BestFVGStrategyMaker.py

@@ -44,7 +44,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
         重置所有缓存
         """
         super().reset_all_cache(symbol)
-        self.htf_last_CHoCH[symbol] = {}
+        if symbol in self.htf_last_CHoCH:
+            self.htf_last_CHoCH.pop(symbol)
     
     def process_pair(self,symbol,pair_config):
         self.logger.info("=" * 60)
@@ -59,11 +60,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
         try:
             # 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。")  
-                if symbol in self.place_order_prices:  
-                    self.place_order_prices[symbol] = {}
-                if symbol in self.htf_last_CHoCH:
-                    self.htf_last_CHoCH[symbol]  = {} 
+                self.reset_all_cache(symbol)
+                self.logger.info(f"{symbol} : 有持仓合约，不进行下单。")          
                 return           
            
             
@@ -87,41 +85,42 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             
    
             # 初始化HTF趋势相关变量
-            htf_side, htf_last_CHoCH_label = None, None
+            htf_side, htf_last_CHoCH_label, valid_htf_struct = None, None, None
             htf_struct = {"struct": "None"}
-            # 检查是否有上一个CHoCH结构
+            # 获取上一个周期的CHoCH结构
             htf_last_CHoCH = self.htf_last_CHoCH.get(symbol,None)
-            htf_struct = self.detect_struct(htf_df, prd=htf_prd, struct_key=htf_entry_struct) # HTF结构要严谨，prd周期要长一些
+            # 获取最新的CHoCH结构
+            htf_struct = self.detect_struct(htf_df, prd=htf_prd) # HTF结构要严谨，prd周期要长一些
         
-            # 如果存在上一个CHoCH结构，更新趋势标签和方向
-            if htf_last_CHoCH:
-                htf_last_CHoCH_label = htf_last_CHoCH["struct"]
-                # htf_side = htf_last_CHoCH["side"]
-                
-                # 优化: 只在没有新CHoCH结构时使用上一个结构
-                if htf_struct["struct"] == "None":
-                    htf_struct = htf_last_CHoCH
-                    self.logger.debug(f"{symbol} : {htf} 使用之前 {htf_entry_struct} struct。{htf_struct['struct']} prd={htf_prd}。")
+            # 处理最新结构未形成的情况，使用上一个周期的结构
+            if htf_struct["struct"] == "None":
+                if htf_last_CHoCH:
+                    htf_last_CHoCH_label = htf_last_CHoCH["struct"]                
+                    valid_htf_struct = htf_last_CHoCH
+                    self.logger.debug(f"{symbol} : {htf} 使用之前 {htf_entry_struct} struct。{valid_htf_struct['struct']} prd={htf_prd}。")
                 else:
-                    self.logger.debug(f"{symbol} : {htf} 形成新的 {htf_entry_struct} struct。{htf_struct['struct']} prd={htf_prd}。")
+                    self.logger.debug(f"{symbol} : {htf} 未形成有效的 {htf_entry_struct} struct,不下单。")
+                    return
+            else:
+                valid_htf_struct = htf_struct
+                self.logger.debug(f"{symbol} : {htf} 形成新的 {htf_entry_struct} struct。{valid_htf_struct['struct']} prd={htf_prd}。")
             
-            # 检查是否已形成有效的CHoCH结构
-            htf_struct_label = htf_struct["struct"]
-            htf_side = htf_struct["side"] 
-            if htf_struct_label == "None" and not htf_last_CHoCH:
-                self.logger.debug(f"{symbol} : {htf} is {htf_struct}, 未形成有效的 {htf_entry_struct} struct,不下单。")
+            # 检查是否已形成有效的结构
+            htf_struct_label = valid_htf_struct["struct"]
+            htf_side = valid_htf_struct["side"] 
+            # if htf_struct_label == "None" and not htf_last_CHoCH:
+            # 20250417 优化: 最新的HTF_entry_struct结构要满足，才能下单。
+            if  htf_entry_struct not in htf_struct_label :
+                # 如果是反转结构判断一下方向是否一致，不一致重置缓存。
+                if "CHoCH" in htf_struct_label and htf_last_CHoCH and htf_last_CHoCH["side"] != htf_side:
+                    self.htf_last_CHoCH[symbol] = {}
+                self.logger.debug(f"{symbol} : {htf} is {htf_struct_label}, 未形成有效的 {htf_entry_struct} struct,不下单。")
                 return
-           
-            # 更新最新的结构信息                  
-            if ltf_entry_struct in htf_struct_label and htf_struct_label != htf_last_CHoCH_label:
-                self.htf_last_CHoCH[symbol] = htf_struct
-                htf_last_CHoCH = htf_struct
-                htf_last_CHoCH_label = htf_struct_label
              
     
             # 1. HTF 判断struct趋势（CHoCH\SMS\BMS） ,HTF struct 看趋势，CTF 看FVG和OB的位置    
-            htf_pivot_high = htf_struct["pivot_high"]
-            htf_pivot_low = htf_struct["pivot_low"]            
+            htf_pivot_high = valid_htf_struct["pivot_high"]
+            htf_pivot_low = valid_htf_struct["pivot_low"]            
             htf_mid_line = self.calculate_ce(symbol,htf_pivot_high,htf_pivot_low)
             
             # 2. HTF 获取最新的两个极值点，设置折价(discount)区和溢价(premium)区  
@@ -137,11 +136,11 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
                 'ce': self.calculate_ce(symbol,htf_mid_line,htf_pivot_low)
             }
             
-            self.logger.info(f"{symbol} : {htf} 趋势={htf_last_CHoCH_label}")
+            self.logger.info(f"{symbol} : {htf} 趋势={htf_last_CHoCH_label} 匹配 {htf_entry_struct} struct")
             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}")
 
             # 3. find HTF FVG
-            pivot_index = htf_struct["pivot_low_index"] if htf_side == "buy" else htf_struct["pivot_high_index"]       
+            pivot_index = valid_htf_struct["pivot_low_index"] if htf_side == "buy" else valid_htf_struct["pivot_high_index"]       
             # TODO 优化: 缓存FVG，不用每次都计算，且被平衡
             htf_fvg_boxes = self.find_fvg_boxes(htf_df,side=htf_side,threshold=htf_mid_line,check_balanced=False,pivot_index=pivot_index)
             if len(htf_fvg_boxes) == 0:

{openfund_maker-2.1.10 → openfund_maker-2.1.12}/src/maker/SMCStrategyMaker.py

@@ -524,7 +524,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         """_summary_
             重置所有缓存数据
         """
-        self.place_order_prices[symbol] = {}
+        if symbol in self.place_order_prices:            
+            self.place_order_prices.pop(symbol)
     
     def process_pair(self,symbol,pair_config):
         self.logger.info("=" * 60)