openfund-maker 2.1.9__py3-none-any.whl → 2.1.11__py3-none-any.whl

maker/BestFVGStrategyMaker.py

@@ -1,5 +1,6 @@
 # -*- coding: utf-8 -*-
 import traceback
+from typing import override
 import pandas as pd
 
 from maker.SMCStrategyMaker import SMCStrategyMaker
@@ -8,7 +9,7 @@ from maker.SMCStrategyMaker import SMCStrategyMaker
 class BestFVGStrategyMaker(SMCStrategyMaker):
     def __init__(self, config, platform_config, feishu_webhook=None,logger=None):
         super().__init__(config, platform_config, feishu_webhook, logger)
-        self.place_order_prices = {} # 记录每个symbol的挂单价格
+
         self.htf_last_CHoCH = {} #记录HTF的CHoCH struct
         
     def check_price_in_fvg(self, df, side, fvg):
@@ -37,6 +38,14 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             max_price = max(df['high'].iloc[fvg_index+2:])
             return fvg_bot <= max_price 
 
+    @override
+    def reset_all_cache(self, symbol):
+        """
+        重置所有缓存
+        """
+        super().reset_all_cache(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)
@@ -51,11 +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           
            
             
@@ -79,41 +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["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  
@@ -129,11 +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:

maker/SMCStrategyMaker.py

@@ -516,6 +516,16 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         ce = (pivot_high + pivot_low) / 2
         return float(self.round_price(symbol, ce))
  
+    def calculate_pe(self,symbol,pivot_high, pivot_low) -> float:
+        pe = (pivot_high + pivot_low) / 2
+        return float(self.round_price(symbol, pe))
+    
+    def reset_all_cache(self, symbol):
+        """_summary_
+            重置所有缓存数据
+        """
+        if symbol in self.place_order_prices:            
+            self.place_order_prices.pop(symbol)
     
     def process_pair(self,symbol,pair_config):
         self.logger.info("=" * 60)
@@ -531,7 +541,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             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] = {}
+                    self.reset_all_cache(symbol)
+                    
                 return           
            
             

{openfund_maker-2.1.9.dist-info → openfund_maker-2.1.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.1.9
+Version: 2.1.11
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-2.1.9.dist-info → openfund_maker-2.1.11.dist-info}/RECORD

@@ -1,6 +1,6 @@
-maker/BestFVGStrategyMaker.py,sha256=IGCk6TUwaJMWOSjM4fJU5BQ7ckCfTZBOMoSlI9Cka8U,11391
+maker/BestFVGStrategyMaker.py,sha256=eQrBB8qCf3ErweYhcQI_eaa3smPw3lQ5J8pQYgHd9Go,11682
 maker/MACDStrategyMaker.py,sha256=iS5HO04piKHFJxUI2e5QmicxzGeK-V1aphJSr2n_4Ac,12651
-maker/SMCStrategyMaker.py,sha256=gXhYs-QvKBZ-mdR4UN2EF7OwFGI5JyW2-0RJLXq7SSc,34695
+maker/SMCStrategyMaker.py,sha256=ThXxa-mfbxNavqok86fUg-HstMdVrBVS75TeCJCt2Ck,35087
 maker/ThreeLineStrategyMaker.py,sha256=ArjnHlGECiD3cCFXxO0Ex5scR2agwoxZY-4mKukyKc4,30402
 maker/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -10,7 +10,7 @@ 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-2.1.9.dist-info/METADATA,sha256=c1XSHMHdIfzcFnDqdI3yk6JvWnRXrNnvRUKHf-sEEu0,1953
-openfund_maker-2.1.9.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-2.1.9.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-2.1.9.dist-info/RECORD,,
+openfund_maker-2.1.11.dist-info/METADATA,sha256=Gtv2JpXBjB9wokm71fY3ltGqXBo1EE7tIwbl0K2o6ik,1954
+openfund_maker-2.1.11.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-2.1.11.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-2.1.11.dist-info/RECORD,,