openfund-maker 2.2.5__py3-none-any.whl → 2.2.7__py3-none-any.whl

maker/BestFVGStrategyMaker.py

@@ -1,14 +1,14 @@
 # -*- coding: utf-8 -*-
 import traceback
 from typing import override
-import pandas as pd
 
-from maker.SMCStrategyMaker import SMCStrategyMaker
 
+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)
+    def __init__(self, config, platform_config, common_config, feishu_webhook=None,logger=None):
+        super().__init__(config, platform_config, common_config, feishu_webhook, logger)
+  
 
         self.htf_last_CHoCH = {} #记录HTF的CHoCH struct
         
@@ -27,13 +27,22 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             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"]
         
+        # bug2.2.5_1，未等到折价区FVG就开单
+        # if struct_index is not None:
+        #     data = data.iloc[struct_index:]
+        '''
+            FixMe: bug2.2.5_1 20230502 
+            检查价格是否在FVG范围内,bar_index，跳过FVG相关的三根K线，从FVG下一根的K线开始检查
+        '''
+        if fvg_index is not None:
+            data = data.iloc[min(len(data),fvg_index+2):]
+        
+        
         # 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
@@ -88,7 +97,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             
             htf_Klines = self.get_historical_klines(symbol=symbol, bar=htf)
             htf_df = self.format_klines(htf_Klines)         
-            
+            precision = self.get_precision_length(symbol)
    
             # 初始化HTF趋势相关变量
             htf_side, valid_htf_struct = None, None
@@ -144,7 +153,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             }
             
             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}")
+            self.logger.debug(f"{symbol} : {htf}\npivot_high={htf_pivot_high:.{precision}} pivot_low={htf_pivot_low:.{precision}} mid_line={htf_mid_line:.{precision}}\n溢价区={premium_box}\n折价区={discount_box}")
 
             # 3. find HTF FVG           
             
@@ -162,7 +171,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
                 self.logger.debug(f"{symbol} : 价格[未进入] HTF_FVG区域，不进行下单")
                 return
             else:
-                self.logger.debug(f"{symbol} : 价格[进入] HTF_FVG区域，开始下单。fvgbox={htf_fvg_boxes[-1]}")
+                self.logger.debug(f"{symbol} : 价格[进入] HTF_FVG区域，开始下单。\n fvgbox={htf_fvg_boxes[-1]}")
 
             # 4. LTF 判断struct趋势是否有CHoCH
   
@@ -190,7 +199,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             }
             
             self.logger.info(f"{symbol} : {ltf} 趋势={ltf_struct_label} struct={ltf_struct}")
-            self.logger.debug(f"{symbol} : {ltf} \npivot_high={ltf_last_pivot_high} pivot_low={ltf_last_pivot_low} mid_line={ltf_last_mid_line}\n溢价区={ltf_premium_box}\n折价区={ltf_discount_box}")
+            self.logger.debug(f"{symbol} : {ltf} \npivot_high={ltf_last_pivot_high} pivot_low={ltf_last_pivot_low:.{precision}} mid_line={ltf_last_mid_line:.{precision}}\n溢价区={ltf_premium_box}\n折价区={ltf_discount_box}")
 
 
             # 5. LTF 寻找FVG，下单
@@ -218,11 +227,11 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
         
                 
             # 4. LTF 寻找FVG，下单      
-            order_price = ltf_fvg_boxes[-1]["top"] if ltf_struct_side == "buy" else ltf_fvg_boxes[-1]["bot"]                      
+            order_price = self.toDecimal(ltf_fvg_boxes[-1]["top"] if ltf_struct_side == "buy" else ltf_fvg_boxes[-1]["bot"] )                     
 
-            latest_order_price = self.place_order_prices.get(symbol,0.0)
+            latest_order_price = self.toDecimal(self.place_order_prices.get(symbol,0))
             if order_price == latest_order_price:
-                self.logger.debug(f"{symbol} : 下单价格 {order_price} 未变化，不进行下单。")
+                self.logger.debug(f"{symbol} : 下单价格 {order_price:.{precision}} 未变化，不进行下单。")
                 return
         
               
@@ -230,7 +239,7 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             self.cancel_all_orders(symbol=symbol) 
             self.place_order(symbol=symbol, price=order_price, side=ltf_struct_side, pair_config=pair_config)
             self.place_order_prices[symbol] = order_price # 记录下单价格,过滤重复下单
-            self.logger.debug(f"{symbol} : {ltf_struct_side}, 下单价格 {order_price}")
+            self.logger.debug(f"{symbol} : {ltf_struct_side}, 下单价格 {order_price:.{precision}}")
             
             
         except KeyboardInterrupt:

maker/MACDStrategyMaker.py

@@ -8,8 +8,8 @@ from maker.ThreeLineStrategyMaker import ThreeLineStrategyMaker
 
 
 class MACDStrategyMaker(ThreeLineStrategyMaker):
-    def __init__(self, config, platform_config, feishu_webhook=None,logger=None):
-        super().__init__(config, platform_config, feishu_webhook, logger)
+    def __init__(self, config, platform_config, common_config, feishu_webhook=None,logger=None):
+        super().__init__(config, platform_config, common_config, feishu_webhook, logger)
         
     def get_macd_cross_direction(self, symbol, kLines, strategy=None) -> dict:
         # 计算最近三个交叉点

maker/SMCStrategyMaker.py

@@ -1,16 +1,18 @@
 # -*- coding: utf-8 -*-
 import traceback
 import pandas as pd
+from decimal import Decimal
 
-from maker.ThreeLineStrategyMaker import ThreeLineStrategyMaker
 
+from maker.ThreeLineStrategyMaker import ThreeLineStrategyMaker
 
 class SMCStrategyMaker(ThreeLineStrategyMaker):
-    def __init__(self, config, platform_config, feishu_webhook=None,logger=None):
-        super().__init__(config, platform_config, feishu_webhook, logger)
+    def __init__(self, config, platform_config, common_config, feishu_webhook=None,logger=None):
+        super().__init__(config, platform_config, common_config, feishu_webhook, logger)
+
         self.place_order_prices = {} # 记录每个symbol的挂单价格
         
-    def place_order(self,symbol, price, side,pair_config):
+    def place_order(self,symbol, price:Decimal, side,pair_config):
         """_summary_
             下单
         Args:
@@ -81,8 +83,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             OB_boxes = [
                 {
                     'index': idx,
-                    'top': float(df.loc[idx, 'low']),  # OB低点为当前K线的最低点
-                    'bot': float(df.loc[idx - 1 if idx > df.index[0] else idx, 'body_high']) # OB高点为前一根K线的实体高点
+                    'top': self.toDecimal(df.loc[idx, 'low']),  # OB低点为当前K线的最低点
+                    'bot': self.toDecimal(df.loc[idx - 1 if idx > df.index[0] else idx, 'body_high']) # OB高点为前一根K线的实体高点
                 }
                 for idx in df.index 
                 # 判断条件：是第一根K线（极值点）或当前下降趋势大于前一个，且前一根K线实体高点小于阈值
@@ -94,8 +96,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             OB_boxes = [
                 {
                     'index': idx,
-                    'top': float(df.loc[idx, 'high']),  # OB高点为当前K线的最高点
-                    'bot': float(df.loc[idx - 1 if idx > df.index[0] else idx, 'body_low'])  # OB低点为前一根K线的实体低点
+                    'top': self.toDecimal(df.loc[idx, 'high']),  # OB高点为当前K线的最高点
+                    'bot': self.toDecimal(df.loc[idx - 1 if idx > df.index[0] else idx, 'body_low'])  # OB低点为前一根K线的实体低点
                 }
                 for idx in df.index
                 # 判断条件：是第一根K线（极值点）或当前上升趋势小于前一个，且前一根K线实体低点大于阈值
@@ -106,7 +108,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         return OB_boxes
         
         
-    def find_fvg_boxes(self, data, side, threshold, check_balanced=True, pivot_index=0, symbol=None, pair_config=None) -> list:
+    def find_fvg_boxes(self, data, side, threshold:Decimal, check_balanced=True, pivot_index=0, symbol=None, pair_config=None) -> list:
         """_summary_
             寻找公允价值缺口
         Args:
@@ -123,8 +125,9 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 # top: FVG的上边界价格,对应K线的最高价或最低价
                 # bot: FVG的下边界价格,对应K线的最高价或最低价
         """
-
-        df = data.copy().iloc[pivot_index:]
+        # bug2.2.5_1，未到折价区，计算FVG需要前一根K线
+        # df = data.copy().iloc[pivot_index:]
+        df = data.copy().iloc[max(0,pivot_index-1):] 
    
         fvg_boxes = []
         if side == 'buy' :
@@ -141,8 +144,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             fvg_boxes = [
                 {
                     'index': idx - 2, # FVG的索引
-                    'top': min(float(df.loc[idx - 1, 'low']),threshold),  # FVG高点为右1K线的最低点
-                    'bot': float(df.loc[idx - 3, 'high'])  # FVG低点为左1K线的最高点
+                    'top': min(self.toDecimal(df.loc[idx - 1, 'low']),threshold),  # FVG高点为右1K线的最低点
+                    'bot': self.toDecimal(df.loc[idx - 3, 'high'])  # FVG低点为左1K线的最高点
                 }
                 # [df.loc[idx - 1, 'low'], df.loc[idx - 3, 'high'], idx - 2]
                 for idx in valid_indices 
@@ -166,8 +169,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             fvg_boxes = [
                 {
                     'index': idx - 2, # FVG的索引
-                    'top': float(df.loc[idx - 3, 'low']),  # FVG高点为右1K线的最高点
-                    'bot': max(float(df.loc[idx - 1, 'high']),threshold)  # FVG低点为左1K线的最低点
+                    'top': self.toDecimal(df.loc[idx - 3, 'low']),  # FVG高点为右1K线的最高点
+                    'bot': max(self.toDecimal(df.loc[idx - 1, 'high']),threshold)  # FVG低点为左1K线的最低点
                 }
                 
                 for idx in valid_indices 
@@ -178,153 +181,6 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
 
         return fvg_boxes
 
-        
-    # def detect_struct(self, data, prd=10, struct_key=None, check_valid_range=True, check_bounds=True, global_extremum=False, s1=True, resp=7) -> dict:
-    #     """_summary_    
-    #         识别SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
- 
-    #     Args:
-    #         data (df): df格式的K线数据
-    #         prd (int): 计算Swing Points的bar数量
-    #         struct_key (str): 结构类型，如 'CHoCH'|'SMS'|'BMS'
-    #         check_valid_range (bool): 结构类型在 pivot_high_index 和 pivot_low_index 之间为有效范围内，默认为False
-    #         check_bounds (bool): 计算Swing Points是否检查边界，默认为True
-    #         global_extremum (bool): 是否使用全局极值点，默认为False
-    #         s1 (bool): 结构响应布尔值
-    #         resp (int): 响应周期
-    #     Returns:
-    #         dict: 包含结构识别结果的字典,包含以下字段:
-    #             "struct": 结构类型,如 'Bullish_CHoCH'|'Bullish_SMS'|'Bullish_BMS'|'Bearish_CHoCH'|'Bearish_SMS'|'Bearish_BMS'
-    #             "index": 结构出现的位置索引
-    #             "pivot_high": 枢轴高点价格
-    #             "pivot_high_index": 枢轴高点索引
-    #             "pivot_low": 枢轴低点价格
-    #             "pivot_low_index": 枢轴低点索引
-    #             "side": 交易方向,'buy'或'sell'
-           
-
-    #     """
-               
-    #     # data = data.copy()
-    #     data['Up'] = None
-    #     data['Dn'] = None
-    #     data['iUp'] = None
-    #     data['iDn'] = None
-    #     data['pos'] = 0
-    #     data['pattern'] = None
-
-    #     # 初始化 Up 和 Dn 的第一个值
-    #     data.at[0, 'Up'] = data.at[0, 'high']
-    #     data.at[0, 'Dn'] = data.at[0, 'low']
-        
-
-    #     for index in range(1, len(data)):
-      
-    #         data.at[index, 'Up'] = max(data.at[index - 1, 'Up'], data.at[index, 'high'])
-    #         data.at[index, 'Dn'] = min(data.at[index - 1, 'Dn'], data.at[index, 'low'])
-    #         data.at[index, 'pos'] = data.at[index - 1, 'pos']
-    #         data.at[index, 'iUp'] = data.at[max(0,index - 1), 'iUp'] if data.at[max(0,index - 1), 'iUp'] is not None else index
-    #         data.at[index, 'iDn'] = data.at[max(0,index - 1), 'iDn'] if data.at[max(0,index - 1), 'iDn'] is not None else index
-
-    #         # 寻找枢轴高点和低点
-    #         pvtHi = self.is_pivot_high(data, index, prd, check_bounds)
-    #         pvtLo = self.is_pivot_low(data, index, prd, check_bounds)
-
-    #         if pvtHi:
-    #             data.at[index, 'Up'] = data.at[index, 'high']
-    #             data.at[index, 'iUp'] = index
-    #         if pvtLo:
-    #             data.at[index, 'Dn'] = data.at[index, 'low']
-    #             data.at[index, 'iDn'] = index
-    #         # 寻找Bullish结构
-    #         if data.at[index, 'Up'] > data.at[index - 1, 'Up']:
-                
-    #             data.at[index, 'iUp'] = index 
-    #             if data.at[index - 1, 'pos'] <= 0:
-    #                 # data.at[index, 'pattern'] = 'CHoCH (Bullish)'
-    #                 data.at[index, 'pattern'] = 'Bullish_CHoCH'
-    #                 data.at[index, 'pos'] = 1
-    #             elif data.at[index - 1, 'pos'] == 1 \
-    #                     and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:               
-    #                 data.at[index, 'pattern'] = 'Bullish_SMS'
-    #                 data.at[index, 'pos'] = 2
-                    
-    #             elif data.at[index - 1, 'pos'] > 1 \
-    #                     and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:                
-    #                 data.at[index, 'pattern'] = 'Bullish_BMS'
-    #                 data.at[index, 'pos'] = data.at[index - 1, 'pos'] + 1
-                    
-    #         elif global_extremum and data.at[index, 'Up'] < data.at[index - 1, 'Up']:
-    #             data.at[index, 'iUp'] = data.at[index - 1, 'iUp']
-        
-    #         # # 寻找Bearish结构
-    #         if data.at[index, 'Dn'] < data.at[index - 1, 'Dn']:
-    #             data.at[index, 'iDn'] = index 
-    #             if data.at[index - 1, 'pos'] >= 0:
-                
-    #                 data.at[index, 'pattern'] = 'Bearish_CHoCH'
-    #                 data.at[index, 'pos'] = -1
-    #             elif data.at[index - 1, 'pos'] == -1  \
-    #                     and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
-    #                 data.at[index, 'pattern'] = 'Bearish_SMS'
-    #                 data.at[index, 'pos'] = -2
-    #             elif data.at[index - 1, 'pos'] < -1  \
-    #                     and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
-    #                 data.at[index, 'pattern'] = 'Bearish_BMS'
-    #                 data.at[index, 'pos'] = data.at[index - 1, 'pos'] - 1
-                    
-    #         elif global_extremum and data.at[index, 'Dn'] > data.at[index - 1, 'Dn']:
-    #             data.at[index, 'iDn'] = data.at[index - 1, 'iDn']
-                
-    #     # 获取最后一个结构和位置
-    #     last_struct = {
-    #         "struct": None,
-    #         "index": -1,
-    #         "pivot_high": None,
-    #         "pivot_high_index": -1,
-    #         "pivot_low": None,
-    #         "pivot_low_index": -1,
-    #         "side": None
-            
-    #     }
-        
-        
-    #     for i in range(len(data)-1, -1, -1):
-    #         if check_valid_range:
-    #             # 检查是否在pivot_high_index和pivot_low_index之间的有效范围内
-    #             if data.at[i, 'iUp'] != -1 and data.at[i, 'iDn'] != -1:
-    #                 pivot_high_index = data.at[i, 'iUp'] 
-    #                 pivot_low_index = data.at[i, 'iDn']
-    #                 if i < min(pivot_high_index, pivot_low_index) or i > max(pivot_high_index, pivot_low_index):
-    #                     continue
-                
-    #         if data.at[i, 'pattern'] is not None:
-    #             if struct_key is not None and struct_key not in data.at[i, 'pattern']:
-    #                 continue
-    #             last_struct["struct"] = data.at[i, 'pattern']
-    #             last_struct["index"] = i
-               
-    #             break
-        
-    #     if last_struct['struct'] is not None :
-    #         # 找到最后一个结构的枢轴高点和低点，如果当前是孤立点，则取前一个孤立点
-    #         # 判断交易方向
-    #         if 'Bearish' in last_struct["struct"]:
-    #             last_struct["side"] = 'sell'
-    #         else :
-    #             last_struct["side"] = 'buy'
-            
-    #         last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
-    #         last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
-            
-    #         last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
-    #         last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
-    #     else: 
-    #         last_struct['struct'] = "None"
-    #         last_struct["index"] = -1
-
-            
-    #     return last_struct
     def build_struct(self, df, prd=20, check_bounds=True, global_extremum=False) :
         
         """_summary_
@@ -344,9 +200,16 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         
 
         for index in range(1, len(data)):
+            prev_up = self.toDecimal(data.at[index - 1, 'Up'])
+            curr_high = self.toDecimal(data.at[index, 'high'])
+            prev_dn = self.toDecimal(data.at[index - 1, 'Dn'])
+            curr_low = self.toDecimal(data.at[index, 'low'])
+            
+            data.at[index, 'Up'] = max(prev_up, curr_high)
+            data.at[index, 'Dn'] = min(prev_dn, curr_low)
       
-            data.at[index, 'Up'] = max(data.at[index - 1, 'Up'], data.at[index, 'high'])
-            data.at[index, 'Dn'] = min(data.at[index - 1, 'Dn'], data.at[index, 'low'])
+            # data.at[index, 'Up'] = max(data.at[index - 1, 'Up'], data.at[index, 'high'])
+            # data.at[index, 'Dn'] = min(data.at[index - 1, 'Dn'], data.at[index, 'low'])
             data.at[index, 'pos'] = data.at[index - 1, 'pos']
             data.at[index, 'iUp'] = data.at[max(0,index - 1), 'iUp'] if data.at[max(0,index - 1), 'iUp'] is not None else index
             data.at[index, 'iDn'] = data.at[max(0,index - 1), 'iDn'] if data.at[max(0,index - 1), 'iDn'] is not None else index
@@ -356,10 +219,10 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             pvtLo = self.is_pivot_low(data, index, prd, check_bounds)
 
             if pvtHi:
-                data.at[index, 'Up'] = data.at[index, 'high']
+                data.at[index, 'Up'] = self.toDecimal(data.at[index, 'high'])
                 data.at[index, 'iUp'] = index
             if pvtLo:
-                data.at[index, 'Dn'] = data.at[index, 'low']
+                data.at[index, 'Dn'] = self.toDecimal(data.at[index, 'low'])
                 data.at[index, 'iDn'] = index
             # 寻找Bullish结构
             if data.at[index, 'Up'] > data.at[index - 1, 'Up']:
@@ -443,8 +306,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         pivot_high_index = last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
         pivot_low_index = last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
         
-        last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
-        last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
+        last_struct["pivot_high"] = self.toDecimal(data.loc[last_struct["pivot_high_index"], 'high'])
+        last_struct["pivot_low"] = self.toDecimal(data.loc[last_struct["pivot_low_index"], 'low'])
         
         for i in range(len(data)-1, -1, -1):
             if check_valid_range:
@@ -509,17 +372,12 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         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)
     
-    def round_price(self,symbol, price):
-        tick_size = self.get_tick_size(symbol)
-        return super().round_price_to_tick(price, tick_size)
+    # def round_price(self,symbol, price: Decimal) -> Decimal:
+    #     return super().round_price_to_tick(symbol, price)
     
-    def calculate_ce(self,symbol,pivot_high , pivot_low) -> float:
+    def calculate_ce(self, symbol, pivot_high:Decimal , pivot_low:Decimal) -> Decimal:
         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))
+        return self.round_price_to_tick(symbol, ce)
     
     def reset_all_cache(self, symbol):
         """_summary_
@@ -567,7 +425,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             swing_points_length = smc_strategy.get('swing_points_length',10)    
             htf_last_struct = self.detect_struct(htf_df,prd=swing_points_length)
             htf_last_struct_label = htf_last_struct["struct"]
-            
+            precision = self.get_precision_length(symbol)
          
             if htf_last_struct_label is None:
                 self.logger.debug(f"{symbol} : {htf} 未形成 struct,不下单。{htf_last_struct}。")
@@ -585,8 +443,8 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
 
             
             # 2. HTF 获取最新的两个极值点，设置折价(discount)区和溢价(premium)区
-            pivot_high = htf_last_struct["pivot_high"]
-            pivot_low = htf_last_struct["pivot_low"]            
+            pivot_high = self.toDecimal(htf_last_struct["pivot_high"])
+            pivot_low = self.toDecimal(htf_last_struct["pivot_low"])            
             mid_line = self.calculate_ce(symbol,pivot_high,pivot_low)
        
             # 计算溢价和折价区
@@ -601,13 +459,16 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 'ce': self.calculate_ce(symbol,mid_line,pivot_low)
             }
             
-            self.logger.debug(f"{symbol} : {htf} 趋势={htf_last_struct_label}: \npivot_high={pivot_high} pivot_low={pivot_low} mid_line={mid_line}\n溢价区={premium_box}\n折价区={discount_box}")
+            self.logger.debug(f"{symbol} : {htf} 趋势={htf_last_struct_label}: \n" \
+                f"pivot_high={pivot_high:.{precision}} pivot_low={pivot_low:.{precision}} mid_line={mid_line:.{precision}}\n" \
+                f"溢价区={premium_box}\n" 
+                f"折价区={discount_box}")
                 
             # 3. 根据HTF结构来分析下单位置和止盈位置 
-            threshold = 0.0    
+            threshold = self.toDecimal(0.0)   
             order_side = side
             # 获取当前市场价格
-            market_price = ctf_df['close'].iloc[-1]
+            market_price = self.toDecimal(ctf_df['close'].iloc[-1])
 
             if 'CHoCH' in htf_last_struct_label:
                 """
@@ -660,14 +521,14 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
     
     
             if threshold == 0.0:
-                self.logger.debug(f"{symbol} : 价格{market_price}不在目标区域，不下单。")
+                self.logger.debug(f"{symbol} : 价格{market_price:.{precision}}不在目标区域，不下单。")
                 # 取消所有未成交订单
                 self.cancel_all_orders(symbol=symbol) 
                 return
         
                 
             # 4. 在CTF折价区获取FVG的位置       
-            order_price = 0.0                
+            order_price = self.toDecimal(0.0)                
            
             if enable_FVG and order_price == 0.0:               
                 
@@ -693,7 +554,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 if len(fvg_boxes) != 0 and order_price == 0.0:
                     last_fvg_box = fvg_boxes[-1]
                     ce_price = self.calculate_ce(symbol,last_fvg_box['top'],last_fvg_box['bot'])
-                    self.logger.info(f"{symbol} : 方向={order_side}, FVG_ce={ce_price} FVG={last_fvg_box} ")
+                    self.logger.info(f"{symbol} : 方向={order_side}, FVG_ce={ce_price:.{precision}} FVG={last_fvg_box} ")
                     order_price = ce_price 
             
             # 4. 找OB位置，OB规则孤立高点+实体低点 孤立低点+实体高点
@@ -712,7 +573,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 if len(OB_boxes) != 0 :                
                     last_OB_box = OB_boxes[-1]
                     ce_price = self.calculate_ce(symbol,last_OB_box['top'],last_OB_box['bot'])
-                    self.logger.info(f"{symbol} : 方向={order_side}, OB_ce={ce_price} , OB={last_OB_box} ")
+                    self.logger.info(f"{symbol} : 方向={order_side}, OB_ce={ce_price:.{precision}} , OB={last_OB_box} ")
                     order_price = ce_price 
                 
             if order_price == 0.0:
@@ -722,7 +583,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
 
             latest_order_price = self.place_order_prices.get(symbol,0.0)
             if order_price == latest_order_price:
-                self.logger.debug(f"{symbol} : 下单价格 {order_price} 未变化，不进行下单。")
+                self.logger.debug(f"{symbol} : 下单价格 {order_price:.{precision}} 未变化，不进行下单。")
                 return
         
               
@@ -730,7 +591,7 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             self.cancel_all_orders(symbol=symbol) 
             self.place_order(symbol=symbol, price=order_price, side=order_side, pair_config=pair_config)
             self.place_order_prices[symbol] = order_price # 记录下单价格,过滤重复下单
-            self.logger.debug(f"{symbol} : {side}, 下单价格 {order_price}")
+            self.logger.debug(f"{symbol} : {side}, 下单价格 {order_price:.{precision}}")
             
             
         except KeyboardInterrupt: