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

maker/main_m.py

@@ -1,378 +0,0 @@
-import time
-import json
-import logging
-import requests
-import pandas as pd
-
-import okx.PublicData as PublicData
-import okx.Trade as Trade
-import okx.MarketData as MarketData
-import okx.Account as Account
-
-from concurrent.futures import ThreadPoolExecutor, as_completed
-from logging.handlers import TimedRotatingFileHandler
-
-# import app.okx_buou.Trade_api as TradeAPI
-# import app.okx_buou.Public_api as PublicAPI
-# import app.okx_buou.Market_api as MarketAPI
-# import app.okx_buou.Account_api as AccountAPI
-
-import os
-openfund_config_path = os.getenv('wick_reversal_config_path','config_okx.json')
-# 读取配置文件
-with open(openfund_config_path, 'r') as f:
-    config = json.load(f)
-
-# 提取配置
-okx_config = config['okx']
-trading_pairs_config = config.get('tradingPairs', {})
-monitor_interval = config.get('monitor_interval', 60)  # 默认60秒
-feishu_webhook = config.get('feishu_webhook', '')
-leverage_value = config.get('leverage', 10)
-api_key = okx_config["apiKey"]
-secret_key = okx_config["secret"]
-passphrase = okx_config["password"]
-flag = "0"  # live trading: 0, demo trading: 1
-
-public_api = PublicData.PublicAPI(api_key, secret_key, passphrase, False, flag)
-trade_api = Trade.TradeAPI(api_key, secret_key, passphrase, False, flag)
-market_api = MarketData.MarketAPI(api_key, secret_key, passphrase, False, flag)
-account_api = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)
-# trade_api = TradeAPI.TradeAPI(okx_config["apiKey"], okx_config["secret"], okx_config["password"], False, flag)
-# market_api = MarketAPI.MarketAPI(okx_config["apiKey"], okx_config["secret"], okx_config["password"], False, flag)
-# public_api = PublicAPI.PublicAPI(okx_config["apiKey"], okx_config["secret"], okx_config["password"], False, flag)
-# account_api = AccountAPI.AccountAPI(okx_config["apiKey"], okx_config["secret"], okx_config["password"], False, flag)
-
-log_file = "log/okx.log"
-logger = logging.getLogger(__name__)
-logger.setLevel(logging.DEBUG)
-
-file_handler = TimedRotatingFileHandler(log_file, when='midnight', interval=1, backupCount=7, encoding='utf-8')
-file_handler.suffix = "%Y-%m-%d"
-formatter = logging.Formatter('%(asctime)s - %(name)s -%(lineno)d - %(levelname)s - %(message)s')
-file_handler.setFormatter(formatter)
-logger.addHandler(file_handler)
-
-console_handler = logging.StreamHandler()
-console_handler.setFormatter(formatter)
-logger.addHandler(console_handler)
-
-instrument_info_dict = {}
-
-def fetch_and_store_all_instruments(instType='SWAP'):
-    try:
-        logger.info(f"Fetching all instruments for type: {instType}")
-
-        response = public_api.get_instruments(instType=instType)
-        # response = public_api.get_instruments(instType=instType)
-        # logger.debug(f"data: {response['data']}")
-        if 'data' in response and len(response['data']) > 0:
-            instrument_info_dict.clear()
-            for instrument in response['data']:
-                instId = instrument['instId']
-                instrument_info_dict[instId] = instrument
-                # logger.debug(f"Stored instrument: {instId}")
-        else:
-            raise ValueError("Unexpected response structure or no instrument data available")
-    except Exception as e:
-        logger.error(f"Error fetching instruments: {e}")
-        raise
-
-def send_feishu_notification(message):
-    if feishu_webhook:
-        headers = {'Content-Type': 'application/json'}
-        data = {"msg_type": "text", "content": {"text": message}}
-        response = requests.post(feishu_webhook, headers=headers, json=data)
-        if response.status_code == 200:
-            logger.debug("飞书通知发送成功")
-        else:
-            logger.error(f"飞书通知发送失败: {response.text}")
-            
-def get_close_price(instId):
-    '''
-    bar = 
-    时间粒度，默认值1m
-    如 [1m/3m/5m/15m/30m/1H/2H/4H]
-    香港时间开盘价k线：[6H/12H/1D/2D/3D/1W/1M/3M]
-    UTC时间开盘价k线：[/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc/3Mutc]
-    '''
-    response = market_api.get_candlesticks(instId=instId,bar='1m')
-    if 'data' in response and len(response['data']) > 0:
-        close_price = response['data'][0][4]
-        return float(close_price)
-    else:
-        raise ValueError("Unexpected response structure or missing 'c' value")
-
-
-def get_mark_price(instId):
-    response = market_api.get_ticker(instId)
-    if 'data' in response and len(response['data']) > 0:
-        last_price = response['data'][0]['last']
-        return float(last_price)
-    else:
-        raise ValueError("Unexpected response structure or missing 'last' key")
-
-def round_price_to_tick(price, tick_size):
-    # 计算 tick_size 的小数位数
-    tick_decimals = len(f"{tick_size:.10f}".rstrip('0').split('.')[1]) if '.' in f"{tick_size:.10f}" else 0
-
-    # 调整价格为 tick_size 的整数倍
-    adjusted_price = round(price / tick_size) * tick_size
-    return f"{adjusted_price:.{tick_decimals}f}"
-
-def get_historical_klines(instId, bar='1m', limit=241):
-    response = market_api.get_candlesticks(instId, bar=bar, limit=limit)
-    if 'data' in response and len(response['data']) > 0:
-        return response['data']
-    else:
-        raise ValueError("Unexpected response structure or missing candlestick data")
-
-def calculate_atr(klines, period=60):
-    trs = []
-    for i in range(1, len(klines)):
-        high = float(klines[i][2])
-        low = float(klines[i][3])
-        prev_close = float(klines[i-1][4])
-        tr = max(high - low, abs(high - prev_close), abs(low - prev_close))
-        trs.append(tr)
-    atr = sum(trs[-period:]) / period
-    return atr
-
-def calculate_ema_pandas(data, period):
-    """
-    使用 pandas 计算 EMA
-    :param 收盘价列表
-    :param period: EMA 周期
-    :return: EMA 值
-    """
-    df = pd.Series(data)
-    ema = df.ewm(span=period, adjust=False).mean()
-    return ema.iloc[-1]  # 返回最后一个 EMA 值
-
-
-def calculate_average_amplitude(klines, period=60):
-    amplitudes = []
-    for i in range(len(klines) - period, len(klines)):
-        high = float(klines[i][2])
-        low = float(klines[i][3])
-        close = float(klines[i][4])
-        amplitude = ((high - low) / close) * 100
-        amplitudes.append(amplitude)
-    average_amplitude = sum(amplitudes) / len(amplitudes)
-    return average_amplitude
-
-def cancel_all_orders(instId):
-    open_orders = trade_api.get_order_list(instId=instId, state='live')
-    order_ids = [order['ordId'] for order in open_orders['data']]
-    for ord_id in order_ids:
-        trade_api.cancel_order(instId=instId, ordId=ord_id)
-    logger.info(f"{instId}挂单取消成功.")
-
-def set_leverage(instId, leverage, mgnMode='isolated',posSide=None):
-    try:
-        body = {
-            "instId": instId,
-            "lever": str(leverage),
-            "mgnMode": mgnMode
-        }
-        # 模拟盘需要控制 posSide
-        if flag =='1' and mgnMode == 'isolated' and posSide:
-            body["posSide"] = posSide
-        logger.debug(f"Leverage set parameter is:{body}")    
-        response = account_api.set_leverage(**body)
-        if response['code'] == '0':
-            logger.debug(f"Leverage set to {leverage}x for {instId} with mgnMode: {mgnMode}")
-        else:
-            logger.error(f"Failed to set leverage: {response['msg']}")
-    except Exception as e:
-        logger.error(f"Error setting leverage: {e}")
-
-def place_order(instId, price, amount_usdt, side):
-    if instId not in instrument_info_dict:
-        logger.error(f"Instrument {instId} not found in instrument info dictionary")
-        return
-    tick_size = float(instrument_info_dict[instId]['tickSz'])
-    adjusted_price = round_price_to_tick(price, tick_size)
-    # response = public_api.convert_contract_coin(type='1', instId=instId, sz=str(amount_usdt), px=str(adjusted_price), unit='usdt', opType='open')
-    
-    # https://www.okx.com/docs-v5/zh/#public-data-rest-api-unit-convert
-    '''
-    type 转换类型
-        1：币转张
-        2：张转币
-        默认为1
-    '''
-
-    response = public_api.get_convert_contract_coin(type='1', instId=instId, sz=str(amount_usdt), px=str(adjusted_price), unit='usdt')
-    if response['code'] == '0':
-        sz = response['data'][0]['sz']
-        if float(sz) > 0:
-
-            if side == 'buy':
-                pos_side = 'long' 
-            else:
-                pos_side = 'short'
-                
-            set_leverage(instId=instId, leverage=leverage_value, mgnMode='isolated',posSide=pos_side)
-            
-            
-            params = {
-                "instId": instId,
-                "tdMode": 'isolated',
-                "side": side,
-                "ordType": 'limit',
-                "sz": sz,
-                "px": str(adjusted_price)
-            } 
-            # 模拟盘需要控制 posSide
-            if flag == 1 :
-                params["posSide"] = pos_side
-            
-            logger.info(f"Order placed params: {params}")
-            order_result = trade_api.place_order(
-                **params
-                # instId=instId,
-                # #tdMode='isolated',
-                # tdMode='cross',# 保证金模式：isolated：逐仓 ；cross：全仓
-                # side=side, # 订单方向 buy：买， sell：卖
-                # posSide=pos_side, #持仓方向 在开平仓模式下必填，且仅可选择 long 或 short。 仅适用交割、永续。
-                # ordType='limit',
-                # sz=sz,
-                # px=str(adjusted_price)
-            )
-            logger.debug(f"Order placed: {order_result}")
-        else:
-            logger.info(f"{instId}计算出的合约张数太小，无法下单。")
-    else:
-        logger.info(f"{instId}转换失败: {response['msg']}")
-        send_feishu_notification(f"{instId}转换失败: {response['msg']}")
-    logger.info(f"------------------ {instId} Order placed done! ------------------")   
-def check_position(instId, instType='SWAP') -> bool:
-    """
-    检查指定交易对是否有持仓
-    
-    Args:
-        instType: 交易对类型 SPOT、SWAP、FUTURES
-        instId: 交易对ID
-        
-    Returns:
-        bool: 是否有持仓
-    """
-    try:
-        
-        positions = account_api.get_positions(instType=instType)
-        if positions and 'data' in positions and len(positions['data']) > 0:
-            logger.debug(f"{instId} 有持仓，{positions['data']}")
-            return True
-        return False
-    except Exception as e:
-        logger.error(f"检查持仓失败 {instId}: {str(e)}")
-        return False
-
-
-# 处理交易对
-def process_pair(instId, pair_config):
-    if check_position(instId,instType='SWAP'):
-        logger.info(f"{instId} 有持仓，不下单!")
-        return 
-    try:
-        use_market_price = pair_config.get('use_market_price', 1)
-        if use_market_price == 1 :
-            mark_price = get_mark_price(instId)
-        else :
-            mark_price = get_close_price(instId) # 替换成上周期的收盘价格
-        klines = get_historical_klines(instId)
-
-        # 提取收盘价数据用于计算 EMA
-        close_prices = [float(kline[4]) for kline in klines[::-1]]  # K线中的收盘价，顺序要新的在最后
-
-        # 计算 EMA
-        ema_value = pair_config.get('ema', 240)
-        # 如果ema值为0 不区分方向，两头都挂单
-        if ema_value == 0:
-            is_bullish_trend = True
-            is_bearish_trend = True
-        else:
-            ema60 = calculate_ema_pandas(close_prices, period=ema_value)
-            logger.info(f"{instId} EMA60: {ema60:.6f}, 当前价格: {mark_price:.6f}")
-            # 判断趋势：多头趋势或空头趋势
-            is_bullish_trend = close_prices[-1] > ema60  # 收盘价在 EMA60 之上
-            is_bearish_trend = close_prices[-1] < ema60  # 收盘价在 EMA60 之下
-
-        # 计算 ATR
-        atr = calculate_atr(klines)
-        # 当前价格/ATR比值
-        price_atr_ratio = (mark_price / atr) / 100
-        logger.info(f"{instId} ATR: {atr:.3f}, 当前价格/ATR比值: {price_atr_ratio:.3f}")
-        # 平均振幅
-        average_amplitude = calculate_average_amplitude(klines)
-        logger.info(f"{instId} 平均振幅: {average_amplitude:.2f}%")
-
-        value_multiplier = pair_config.get('value_multiplier', 2)
-        '''
-            接针的挂单距离，默认计算逻辑是atr/close 跟 振幅ma的区间求最小值 *系数，如果周期小这样其实大部分时候都是采用的振幅，
-            其实可以多试试其他方案，比如改成atr/close 跟 振幅ma的平均值，这样的话atr权重实际会更大，大部分行情还是atr反应更直接。
-        '''
-        # selected_value = (average_amplitude + price_atr_ratio)/2 * value_multiplier
-        
-        selected_value = min(average_amplitude, price_atr_ratio) * value_multiplier
-        amplitude_limit = float(pair_config.get('amplitude_limit', 0.8))
-        selected_value = max(selected_value, amplitude_limit)
-        logger.info(f"{instId} selected_value: {selected_value} ")
-
-
-        long_price_factor = 1 - selected_value / 100
-        short_price_factor = 1 + selected_value / 100
-
-        long_amount_usdt = pair_config.get('long_amount_usdt', 5)
-        short_amount_usdt = pair_config.get('short_amount_usdt', 5)
-
-        target_price_long = mark_price * long_price_factor
-        target_price_short = mark_price * short_price_factor
-
-        logger.info(f"{instId} mark_price: {mark_price} Long target price: {target_price_long:.6f}, Short target price: {target_price_short:.6f}")
-
-        cancel_all_orders(instId)
-
-        # 判断趋势后决定是否挂单
-        if is_bullish_trend:
-            logger.info(f"{instId} 当前为多头趋势，允许挂多单")
-            # send_feishu_notification(f"{instId} place_order:+buy+,目标价格:{target_price_long},交易USDT:{long_amount_usdt} ")
-            place_order(instId, target_price_long, long_amount_usdt, 'buy')
-        else:
-            logger.info(f"{instId} 当前非多头趋势，跳过多单挂单")
-
-        if is_bearish_trend:
-            logger.info(f"{instId} 当前为空头趋势，允许挂空单")
-            # send_feishu_notification(f"{instId} place_order:-sell-,目标价格:{target_price_short},交易USDT:{short_amount_usdt} ")
-            place_order(instId, target_price_short, short_amount_usdt, 'sell')
-        else:
-            logger.info(f"{instId} 当前非空头趋势，跳过空单挂单")
-
-    except Exception as e:
-        error_message = f'Error processing {instId}: {e}'
-        logger.error(error_message)
-        send_feishu_notification(error_message)
-
-def main():
-    import importlib.metadata
-
-    version = importlib.metadata.version("openfund-wick-reversal")
-    logger.info(f" ++ openfund-wick-reversal:{version} is doing...")
-    logger.info(f" ++ api_key : {api_key}")
-    fetch_and_store_all_instruments()
-    inst_ids = list(trading_pairs_config.keys())  # 获取所有币对的ID
-    batch_size = 5  # 每批处理的数量
-
-    while True:
-        for i in range(0, len(inst_ids), batch_size):
-            batch = inst_ids[i:i + batch_size]
-            with ThreadPoolExecutor(max_workers=batch_size) as executor:
-                futures = [executor.submit(process_pair, instId, trading_pairs_config[instId]) for instId in batch]
-                for future in as_completed(futures):
-                    future.result()  # Raise any exceptions caught during execution
-
-        time.sleep(monitor_interval)
-
-if __name__ == '__main__':
-    main()

openfund_maker-2.2.5.dist-info/RECORD

@@ -1,16 +0,0 @@
-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=JhPfebBLEL7LIQj1YcH0j1mco1Nuocs8ceR6bjdI8qc,30517
-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=9b7YRh0rOZlCXmTvAXE3oGhmE4b19NCc0557_jY8bV8,4564
-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-2.2.5.dist-info/METADATA,sha256=EPUPrQ0lPxKZKN24IZWfNmsrWO_c-cwXPrc-RNi2EfQ,1955
-openfund_maker-2.2.5.dist-info/WHEEL,sha256=fGIA9gx4Qxk2KDKeNJCbOEwSrmLtjWCwzBz351GyrPQ,88
-openfund_maker-2.2.5.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-2.2.5.dist-info/RECORD,,