openfund-maker 2.1.15__py3-none-any.whl → 2.2.2__py3-none-any.whl

maker/BestFVGStrategyMaker.py

@@ -12,30 +12,36 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
 
         self.htf_last_CHoCH = {} #记录HTF的CHoCH struct
         
-    def check_price_in_fvg(self, df, side, fvg):
+    def check_price_in_fvg(self, df, side, fvg, struct_index=None):
         """
         检查最大或最小价格是否在FVG范围内
         Args:
+            df: DataFrame, 包含价格数据的DataFrame            
             side: str, 方向 'buy' or 'sell'
             fvg: Dic, FVG
+            struct_index: int, 从哪个index开始检查，默认None
         Returns:
             bool: 是否在FVG范围内
         """
         if fvg is None:
             return False
+        
+        data = df.copy()
+        if struct_index is not None:
+            data = data.iloc[struct_index:]
 
         fvg_top = fvg["top"]
         fvg_bot = fvg["bot"]
         fvg_index = fvg["index"]
         
-        # 检查价格是否在FVG范围内,bar_index 是从fvg_index+2开始
+        # 检查价格是否在FVG范围内,bar_index 从struct_index
         if side == 'buy':
             # 多头趋势检查最低价是否进入FVG区域
-            min_price = min(df['low'].iloc[fvg_index+2:])
+            min_price = min(data['low'])
             return min_price <= fvg_top
         else:
             # 空头趋势检查最高价是否进入FVG区域
-            max_price = max(df['high'].iloc[fvg_index+2:])
+            max_price = max(data['high'])
             return fvg_bot <= max_price 
 
     @override
@@ -85,7 +91,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             
    
             # 初始化HTF趋势相关变量
-            htf_side, htf_last_CHoCH_label, valid_htf_struct = None, None, None
+            htf_side, valid_htf_struct = None, None
             htf_struct = {"struct": "None"}
             # 获取上一个周期的CHoCH结构
             htf_last_CHoCH = self.htf_last_CHoCH.get(symbol,None)
@@ -95,7 +101,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             # 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:
@@ -108,12 +114,13 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             # 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
              
@@ -136,10 +143,11 @@ 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} 匹配 {htf_entry_struct} struct")
+            self.logger.info(f"{symbol} : {htf} 趋势={htf_struct_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
+            # 3. find HTF FVG           
+            
             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)
@@ -148,8 +156,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
                 return 
             self.logger.debug(f"{symbol} : HTF_fvg_box={htf_fvg_boxes[-1]}")
             
-            # 判断是否进入最近的FVG
-            if_tap_into_fvg = self.check_price_in_fvg(htf_df,htf_side,htf_fvg_boxes[-1])
+            # 判断是否进入最近的FVG     
+            if_tap_into_fvg = self.check_price_in_fvg(htf_df,htf_side,htf_fvg_boxes[-1],valid_htf_struct["index"])
             if not if_tap_into_fvg:
                 self.logger.debug(f"{symbol} : 价格[未进入] HTF_FVG区域，不进行下单")
                 return
@@ -186,9 +194,9 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
 
 
             # 5. LTF 寻找FVG，下单
-            # if htf_last_CHoCH_label != ltf_struct_label :
+       
             if ltf_struct_label == "None" or htf_side != ltf_struct_side :
-                self.logger.debug(f"{symbol} : {htf} {htf_last_CHoCH_label} VS {ltf} {ltf_struct_label} 趋势不一致{htf_side}|{ltf_struct_side}，不进行下单")
+                self.logger.debug(f"{symbol} : {htf} {htf_struct_label} VS {ltf} {ltf_struct_label} 趋势不一致{htf_side}|{ltf_struct_side}，不进行下单")
                 return 
             
             threshold = 0.0

maker/SMCStrategyMaker.py

@@ -507,7 +507,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         current_low = data.at[index, 'low']
         prev_lows = data['low'].iloc[max(0,index - period):index]
         next_lows = data['low'].iloc[index+1 :min(len(data),index + period)+1]
-        return all(current_low <= prev_lows) and all(current_low <= next_lows)
+        return all(current_low <= prev_lows) and all(current_low < next_lows)
     
     def round_price(self,symbol, price):
         tick_size = self.get_tick_size(symbol)
@@ -529,7 +529,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             self.place_order_prices.pop(symbol)
     
     def process_pair(self,symbol,pair_config):
-        self.logger.info("=" * 60)
+        self.logger.info("-" * 60)
         """_summary_
             1. HTF 判断struct趋势（SMS和BMS）
             2. HTF 获取最新的两个极值点，设置折价区和溢价区
@@ -741,6 +741,6 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             traceback.print_exc()
             self.send_feishu_notification(error_message)
         finally:
-            self.logger.info("-" * 60)
+            self.logger.info("=" * 60)
 
         

maker/ThreeLineStrategyMaker.py

@@ -29,7 +29,7 @@ class ThreeLineStrategyMaker:
             'timeout': 3000,
             'rateLimit': 50,
             'options': {'defaultType': 'future'},
-            'proxies': {'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'},
+            # 'proxies': {'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'},
         })
         
       

maker/main.py

@@ -4,6 +4,7 @@ from logging.handlers import TimedRotatingFileHandler
 from apscheduler.triggers.interval import IntervalTrigger
 from apscheduler.schedulers.blocking import BlockingScheduler
 from datetime import datetime
+from pyfiglet import Figlet
 
 from maker.WickReversalStrategyMaker import WickReversalStrategyMaker
 from maker.ThreeLineStrategyMaker import ThreeLineStrategyMaker
@@ -78,7 +79,8 @@ def main():
         
         # 设置每5分钟执行一次的任务，从整点开始
         monitor_interval = int(schedule_config.get('monitor_interval', 4)) 
-        
+        f = Figlet(font="standard")  # 字体可选（如 "block", "bubble"）
+        logger.info(f"\n{f.renderText("OpenFund Maker")}")
         # 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

{openfund_maker-2.1.15.dist-info → openfund_maker-2.2.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.1.15
+Version: 2.2.2
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3
@@ -9,10 +9,10 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
-Requires-Dist: TA-Lib (>=0.5.1,<0.6.0)
 Requires-Dist: apscheduler (>=3.11.0,<4.0.0)
 Requires-Dist: ccxt (>=4.4.26,<5.0.0)
 Requires-Dist: pandas (>=2.2.3,<3.0.0)
+Requires-Dist: pyfiglet (>=1.0.2,<2.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)
 Description-Content-Type: text/markdown
 

openfund_maker-2.2.2.dist-info/RECORD

@@ -0,0 +1,16 @@
+maker/BestFVGStrategyMaker.py,sha256=Mis9Tgn2ERtMG4uM8ppeshg8pHTnFN6pFs5b5vGJQfE,11798
+maker/MACDStrategyMaker.py,sha256=iS5HO04piKHFJxUI2e5QmicxzGeK-V1aphJSr2n_4Ac,12651
+maker/SMCStrategyMaker.py,sha256=16AEM_SKZ48xhESYeK_lhPrgsH6WW-MuEFhNC187peI,35226
+maker/ThreeLineStrategyMaker.py,sha256=cKPSztTUVkumVTwSotvZBGs1iLrKrsXnwFJ73bx6fhQ,30404
+maker/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
+maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+maker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
+maker/main.py,sha256=0c_0DJEmfFSxXR1tBrfC0m_9eLmHuqRTec21G6GtXjM,4562
+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-2.2.2.dist-info/METADATA,sha256=HmZm5VUqjCzKEklNS7sZKnDSPB8D7KNOif_ogqisuA8,1955
+openfund_maker-2.2.2.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-2.2.2.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-2.2.2.dist-info/RECORD,,

openfund_maker-2.1.15.dist-info/RECORD

@@ -1,16 +0,0 @@
-maker/BestFVGStrategyMaker.py,sha256=oZafiWLkyIY6Su17eqF27cXeRSYrmLnGWDeEejVLMsU,11681
-maker/MACDStrategyMaker.py,sha256=iS5HO04piKHFJxUI2e5QmicxzGeK-V1aphJSr2n_4Ac,12651
-maker/SMCStrategyMaker.py,sha256=T3SQIqbH6mMKS_YXLMqnT96McySp8pz0CUCpxTRVItQ,35227
-maker/ThreeLineStrategyMaker.py,sha256=ArjnHlGECiD3cCFXxO0Ex5scR2agwoxZY-4mKukyKc4,30402
-maker/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
-maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-maker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
-maker/main.py,sha256=XpZ2N55bi5Fi_r2FKuqBu8e71mTxgHgrtzJUjBe1fUc,4405
-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-2.1.15.dist-info/METADATA,sha256=DxvAfMNWxBvp3L5EnZhssQg6i5jLY_y3Y9Nw4ToP9OQ,1954
-openfund_maker-2.1.15.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-2.1.15.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-2.1.15.dist-info/RECORD,,