openfund-maker 2.3.1__py3-none-any.whl → 2.3.2__py3-none-any.whl

maker/BestTopDownStrategyMaker.py

@@ -38,8 +38,8 @@ class BestTopDownStrategyMaker(StrategyMaker):
 
         """
         try:
-            # 检查是否有持仓，有持仓不进行下单
-            if self.check_position(symbol=symbol) :
+            # 是否有持仓，有持仓不进行下单
+            if self.fetch_position(symbol=symbol) :
                 self.reset_all_cache(symbol)
                 self.logger.info(f"{symbol} : 有持仓合约，不进行下单。")          
                 return           
@@ -67,9 +67,8 @@ class BestTopDownStrategyMaker(StrategyMaker):
             htf_df = self.get_historical_klines_df_by_cache(symbol=symbol, tf=htf)
             htf_struct =self.build_struct(symbol=symbol, data=htf_df)
             
-            htf_latest_struct = self.get_last_struct(symbol=symbol, data=htf_struct)
-
-            htf_trend = self.BULLISH_TREND if htf_latest_struct[self.STRUCT_DIRECTION_COL] == 1 else self.BEARISH_TREND
+            htf_latest_struct = self.get_latest_struct(symbol=symbol, data=htf_struct)
+            htf_trend = htf_latest_struct[self.STRUCT_DIRECTION_COL]
             htf_side = self.BUY_SIDE if htf_trend == self.BULLISH_TREND else self.SELL_SIDE
             # 1.1. Price's Current Trend 市场趋势（HTF）
             step = "1.1"
@@ -86,15 +85,15 @@ class BestTopDownStrategyMaker(StrategyMaker):
                 self.logger.debug(f"{symbol} : {step}. HTF {htf} 未找到OB。")
                 return
             else:
-                self.logger.debug(f"{symbol} : {step}. HTF {htf} 找到OB。")
+                # self.logger.debug(f"{symbol} : {step}. HTF {htf} 找到OB。")
             
-                htf_support_OB = self.get_lastest_OB(symbol=symbol,data=htf_OBs_df,trend=self.BULLISH_TREND)
+                htf_support_OB = self.get_latest_OB(symbol=symbol,data=htf_OBs_df,trend=self.BULLISH_TREND)
                 if htf_support_OB :
                     htf_support_price = htf_support_OB.get(self.OB_MID_COL)
                 else:
                     htf_support_price = htf_struct.at[htf_struct.index[-1], self.STRUCT_LOW_COL]
             
-                htf_resistance_OB = self.get_lastest_OB(symbol=symbol,data=htf_OBs_df,trend=self.BEARISH_TREND)
+                htf_resistance_OB = self.get_latest_OB(symbol=symbol,data=htf_OBs_df,trend=self.BEARISH_TREND)
                 if htf_resistance_OB :
                     htf_resistance_price = htf_resistance_OB.get(self.OB_MID_COL)
                 else:
@@ -114,17 +113,37 @@ class BestTopDownStrategyMaker(StrategyMaker):
                             
             # 1.5. 检查当前价格是否在关键支撑位和阻力位，支撑位可以做多，阻力位可以做空。
             step = "1.5"
-            htf_ce_price = (htf_support_price + htf_resistance_price) / 2
-            # 折价区
-            target_trend = self.BULLISH_TREND if (market_price >= htf_support_price and market_price < htf_ce_price)  else self.BEARISH_TREND
-            # FIXME target_trend 更新 htf_trend
-            htf_trend = target_trend
-            if target_trend != htf_trend:
-                self.logger.info(f"{symbol} : {step}. HTF {htf} 目标趋势 {target_trend} 与当前趋势 {htf_trend} 不符，折价区 ce={htf_ce_price:.{precision}f} ，等待...")
-                return
+            htf_support_OB_top = None
+            if htf_support_OB :
+                htf_support_OB_top = htf_support_OB.get(self.OB_HIGH_COL)
+            htf_resistance_OB_bottom = None    
+            if htf_resistance_OB :
+                htf_resistance_OB_bottom = htf_resistance_OB.get(self.OB_LOW_COL)
+            
+            # 检查支撑位做多条件
+            if htf_support_OB_top is not None:
+                if market_price <= htf_support_OB_top:
+                    # 价格进入支撑OB，可以开始做多
+                    if htf_side != self.BUY_SIDE: 
+                        htf_side = self.BUY_SIDE         
+                    self.logger.info(f"{symbol} : {step}. HTF {htf} 当前价格{market_price:.{precision}f} <= HTF_OB_TOP{htf_support_OB_top:.{precision}f}, 开始做多{htf_side}。")
+                else:
+                    self.logger.info(f"{symbol} : {step}. HTF {htf} 当前价格{market_price:.{precision}f} > HTF_OB_TOP{htf_support_OB_top:.{precision}f}, 无需做多{htf_side}。")
             else:
-                self.logger.info(f"{symbol} : {step}. HTF {htf} 目标趋势 {target_trend} 与当前趋势 {htf_trend} 一致， ce={htf_ce_price:.{precision}f}")
-                
+                self.logger.info(f"{symbol} : {step}. HTF {htf} 未找到HTF_OB_TOP。")
+            
+            # 检查阻力位做空条件
+            if htf_resistance_OB_bottom is not None:
+                if market_price >= htf_resistance_OB_bottom:
+                    # 价格进入阻力OB，可以开始做空
+                    if htf_side != self.SELL_SIDE: 
+                        htf_side = self.SELL_SIDE         
+                    self.logger.info(f"{symbol} : {step}. HTF {htf} 当前价格{market_price:.{precision}f} >= HTF_OB_BOTTOM{htf_resistance_OB_bottom:.{precision}f}, 开始做空{htf_side}。")
+                else:
+                    self.logger.info(f"{symbol} : {step}. HTF {htf} 当前价格{market_price:.{precision}f} < HTF_OB_BOTTOM{htf_resistance_OB_bottom:.{precision}f}, 无需做空{htf_side}。")
+            else:
+                self.logger.info(f"{symbol} : {step}. HTF {htf} 未找到HTF_OB_BOTTOM。")
+      
             """
             step 2 : Analysis Time Frames
             """
@@ -134,7 +153,11 @@ class BestTopDownStrategyMaker(StrategyMaker):
             atf_side, atf_struct, atf_trend = None, None, None
             atf_df = self.get_historical_klines_df(symbol=symbol, tf=atf)
             atf_struct =self.build_struct(symbol=symbol, data=atf_df)            
-            atf_latest_struct = self.get_last_struct(symbol=symbol, data=atf_struct)
+            # 获取最新的市场结构,如果为空则返回None
+            atf_latest_struct = self.get_latest_struct(symbol=symbol, data=atf_struct)
+            if atf_latest_struct is None:
+                self.logger.info(f"{symbol} : {step}. ATF {atf} 未形成结构，等待... ")
+                return
             atf_trend = atf_latest_struct[self.STRUCT_DIRECTION_COL]
             atf_side = self.BUY_SIDE if atf_trend == self.BULLISH_TREND else self.SELL_SIDE
             # 2.1. Price's Current Trend 市场趋势（HTF ）
@@ -143,22 +166,79 @@ class BestTopDownStrategyMaker(StrategyMaker):
             # 2.2. Who's In Control 供需控制，Bullish 或者 Bearish ｜ Choch 或者 BOS
             step = "2.2"
             self.logger.info(f"{symbol} : {step}. ATF {atf} struct is {atf_latest_struct[self.STRUCT_COL]}。")
-            # TODO 2.3. 检查关键支撑位和阻力位之间是否有利润空间。
+            # 2.3. 检查关键支撑位和阻力位之间是否有利润空间。
+            step = "2.3"
+            atf_OBs_df = self.find_OBs(symbol=symbol,struct=atf_struct)
+            atf_support_OB = self.get_latest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BULLISH_TREND)
+            if atf_support_OB :
+                atf_support_price = atf_support_OB.get(self.OB_MID_COL)
+            else:
+                atf_support_price = atf_struct.at[atf_struct.index[-1], self.STRUCT_LOW_COL]
+        
+            atf_resistance_OB = self.get_latest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BEARISH_TREND)
+            if atf_resistance_OB :
+                atf_resistance_price = atf_resistance_OB.get(self.OB_MID_COL)
+            else:
+                atf_resistance_price = atf_struct.at[atf_struct.index[-1], self.STRUCT_HIGH_COL]
+                
+            self.logger.info(f"{symbol} : {step}.1 ATF {atf}, Key Support={atf_support_price:.{precision}f} "
+                            f"& Key Resistance={atf_resistance_price:.{precision}f} ")
+            # 计算支撑位和阻力位之间的利润空间百分比
+            atf_profit_percent = abs((atf_resistance_price - atf_support_price) / atf_support_price * 100)
+
+            if atf_profit_percent < min_profit_percent:
+                self.logger.info(f"{symbol} : {step}.2 ATF {atf} 支撑位={atf_support_price:.{precision}f} 与阻力位={atf_resistance_price:.{precision}f} "
+                    f"之间利润空间{atf_profit_percent:.2f}% < {min_profit_percent}%，等待...")
+                return
+            else:
+                self.logger.info(f"{symbol} : {step}.2 ATF {atf} 支撑位={atf_support_price:.{precision}f} 与阻力位={atf_resistance_price:.{precision}f} "
+                    f"之间利润空间{atf_profit_percent:.2f}% >= {min_profit_percent}%，允许下单...")
+                
+            
             
             # 2.4. ATF 方向要和 HTF方向一致
             step = "2.4"
      
-            if htf_trend != atf_trend:
-                self.logger.info(f"{symbol} : {step}. ATF {atf} is {atf_trend} 与 HTF {htf} is {htf_trend} 不一致，等待...")
+            if htf_side != atf_side:
+                self.logger.info(f"{symbol} : {step}. ATF {atf} is {atf_side} 与 HTF {htf} is {htf_side} 不一致，等待...")
                 return
             else:
-                self.logger.info(f"{symbol} : {step}. ATF {atf} is {atf_trend} 与 HTF {htf} is {htf_trend} 一致。")
-            #TODO 2.5. check Liquidity Areas ，检查当前结构是否是流动性摄取。
-            
+                self.logger.info(f"{symbol} : {step}. ATF {atf} is {atf_side} 与 HTF {htf} is {htf_side} 一致。")
+
+            #2.5. 反转结构CHOCH， check Liquidity Areas ，检查当前结构是否是流动性摄取。
+            step = "2.5"
+            # if "CHOCH" in atf_struct[self.STRUCT_COL] or "BOS" in atf_struct[self.STRUCT_COL]:
+            # 2.5.1. Equal Lows & Equal Highs
+            end_idx = atf_latest_struct[self.STRUCT_HIGH_INDEX_COL] if atf_side == self.BUY_SIDE else atf_latest_struct[self.STRUCT_LOW_INDEX_COL]
+            last_EQ = self.find_EQH_EQL(symbol=symbol, data=atf_df, trend=atf_trend, end_idx=end_idx, pair_config=pair_config)
+            if last_EQ and last_EQ[self.HAS_EQ_KEY]:
+                price_eq = last_EQ[self.EQUAL_HIGH_COL] if atf_side == self.BUY_SIDE else last_EQ[self.EQUAL_LOW_COL]
+                self.logger.info(f"{symbol} : {step}.1 ATF {atf} {atf_side} find EQ {price_eq}")
+                # 检查是否Liquidity Sweeps
+                if (atf_side == self.BUY_SIDE and atf_latest_struct[self.STRUCT_HIGH_COL] > price_eq) \
+                    or (atf_side == self.SELL_SIDE and atf_latest_struct[self.STRUCT_LOW_COL] < price_eq):
             
+                    atf_side = self.SELL_SIDE if atf_side == self.BUY_SIDE else self.BUY_SIDE
+                    self.logger.info(f"{symbol} : {step}.1 ATF {atf} Liquidity Sweeps , Reverse the ATF {atf} {atf_side} side。")
+                else:
+                    self.logger.info(f"{symbol} : {step}.1 ATF {atf} is not found Liquidity Sweeps .")                
+            else:    
+                self.logger.info(f"{symbol} : {step}.1 ATF {atf} is not found EQ .") 
+        
+            # FIXME 2.5.2. Dynamic Trendlines and Channels
+            # atf_pre_struct = atf_struct[atf_struct[self.STRUCT_DIRECTION_COL].notna()].iloc[-2]  # 看前一个结构是否为动态趋势           
+            # atf_start_index = min(atf_pre_struct[self.STRUCT_LOW_INDEX_COL] ,atf_pre_struct[self.STRUCT_HIGH_INDEX_COL])
+            # atf_end_index = max(atf_latest_struct[self.STRUCT_LOW_INDEX_COL] ,atf_latest_struct[self.STRUCT_HIGH_INDEX_COL]) 
+
+            # is_dynamic_trendlines = self.identify_dynamic_trendlines(symbol=symbol, data=atf_struct, trend=atf_trend, start_idx=atf_start_index, end_idx=atf_end_index)
+            # if is_dynamic_trendlines :
+            #     self.logger.info(f"{symbol} : {step}.2 ATF {atf} {atf_trend} find Dynamic Trendlines .")
+            # else:
+            #     self.logger.info(f"{symbol} : {step}.2 ATF {atf} {atf_trend} not find Dynamic Trendlines .")
+
 
             # 2.6. 在HTF供需区范围，找ATF的PDArray，FVG和OB，供需区，计算监测下单区域范围。
-            setp = "2.6"
+            step = "2.6"
             atf_pdArrays_df = self.find_PDArrays(symbol=symbol,struct=atf_struct,side=atf_side)
             
             # 不同的结构，不同位置，如果是Choch则等待价格进入PDArray，如果是BOS则等待价格进入折价区
@@ -170,150 +250,150 @@ class BestTopDownStrategyMaker(StrategyMaker):
             if "CHOCH" in atf_struct[self.STRUCT_COL]:
                 # 找PDArray,Bullish 则PDArray的mid要小于 atf_struct_mid，Bearish 则PDArray的mid要大于 atf_struct_mid
                 # atf_discount_mid = (atf_struct_mid + atf_struct_high) / 2  if atf_trend == self.BEARISH_TREND else (atf_struct_mid + atf_struct_low) / 2
-                mask = atf_pdArrays_df[self.PD_MID_COL] >= atf_struct_mid if atf_trend == self.BEARISH_TREND else atf_pdArrays_df[self.PD_MID_COL] <= atf_struct_mid
+                mask = atf_pdArrays_df[self.PD_MID_COL] >= atf_struct_mid if atf_side == self.BUY_SIDE else atf_pdArrays_df[self.PD_MID_COL] <= atf_struct_mid
                 atf_pdArrays_df = atf_pdArrays_df[mask]
                 if len(atf_pdArrays_df) == 0:
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} 未找到PDArray，不下单")
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} 未找到PDArray，不下单")
                     return
                 else:
                     # 找到最新的PDArray              
                     atf_vaild_pdArray = atf_pdArrays_df.iloc[-1]
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} 找到PDArray\n"
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} 找到PDArray\n"
                         f"{atf_vaild_pdArray[[self.TIMESTAMP_COL,self.PD_TYPE_COL,self.PD_HIGH_COL,self.PD_LOW_COL,self.PD_MID_COL]]}。")
                
             
             #SMS
             elif "SMS" in atf_struct[self.STRUCT_COL]:
-                mask = atf_pdArrays_df[self.PD_MID_COL] >= atf_struct_mid if atf_trend == self.BEARISH_TREND else atf_pdArrays_df[self.PD_MID_COL] <= atf_struct_mid
+                mask = atf_pdArrays_df[self.PD_MID_COL] >= atf_struct_mid if atf_side == self.BUY_SIDE else atf_pdArrays_df[self.PD_MID_COL] <= atf_struct_mid
                 atf_pdArrays_df = atf_pdArrays_df[mask]
                 if len(atf_pdArrays_df) == 0:
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} 在{atf_struct_mid:.{precision}f}未找到PDArray，不下单")
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} 在{atf_struct_mid:.{precision}f}未找到PDArray，不下单")
                     return
                 else:
                     # 找到最新的PDArray              
                     atf_vaild_pdArray = atf_pdArrays_df.iloc[-1]
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} 找到PDArray\n"
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} 找到PDArray\n"
                         f"{atf_vaild_pdArray[[self.TIMESTAMP_COL,self.PD_TYPE_COL,self.PD_HIGH_COL,self.PD_LOW_COL,self.PD_MID_COL]]}。")
                
 
             #BMS   
             else:
-                atf_premium_mid = (atf_struct_mid + atf_struct_low) / 2  if atf_trend == self.BEARISH_TREND else (atf_struct_mid + atf_struct_high) / 2
-                mask = atf_pdArrays_df[self.PD_HIGH_COL] >= atf_premium_mid if atf_trend == self.BEARISH_TREND else atf_pdArrays_df[self.PD_LOW_COL] <= atf_premium_mid
+                atf_premium_mid = (atf_struct_mid + atf_struct_low) / 2  if atf_side == self.BUY_SIDE else (atf_struct_mid + atf_struct_high) / 2
+                mask = atf_pdArrays_df[self.PD_HIGH_COL] >= atf_premium_mid if atf_side == self.BUY_SIDE else atf_pdArrays_df[self.PD_LOW_COL] <= atf_premium_mid
                 atf_pdArrays_df = atf_pdArrays_df[mask]
                 if len(atf_pdArrays_df) == 0:
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} ,在{atf_premium_mid:.{precision}f}未找到PDArray，不下单")
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} ,在{atf_premium_mid:.{precision}f}未找到PDArray，不下单")
                     return
                 else:
                     # 找到最新的PDArray              
                     atf_vaild_pdArray = atf_pdArrays_df.iloc[-1]
-                    self.logger.info(f"{symbol} : {setp}.1. ATF {atf} 找到PDArray\n"
+                    self.logger.info(f"{symbol} : {step}.1. ATF {atf} 找到PDArray\n"
                         f"{atf_vaild_pdArray[[self.TIMESTAMP_COL,self.PD_TYPE_COL,self.PD_HIGH_COL,self.PD_LOW_COL,self.PD_MID_COL]]}")
                
               
             
-            setp = "2.7"
+            step = "2.7"
 
             # 2.7. 等待价格进入 PDArray
        
             if not (market_price <= atf_vaild_pdArray[self.PD_HIGH_COL] and market_price >= atf_vaild_pdArray[self.PD_LOW_COL]):
-                self.logger.info(f"{symbol} : {setp}. ATF {atf} market_price={market_price:.{precision}f} 未达到PDArray范围。"
+                self.logger.info(f"{symbol} : {step}. ATF {atf} market_price={market_price:.{precision}f} 未达到PDArray范围。"
                                 f"PD_HIGH={atf_vaild_pdArray[self.PD_LOW_COL]:.{precision}f} "
                                 f"PD_LOW={atf_vaild_pdArray[self.PD_HIGH_COL]:.{precision}f} ")
 
                 return 
             else:
-                self.logger.info(f"{symbol} : {setp}. ATF {atf} market_price={market_price:.{precision}f} 已到达PDArray范围。"
+                self.logger.info(f"{symbol} : {step}. ATF {atf} market_price={market_price:.{precision}f} 已到达PDArray范围。"
                                 f"PD_HIGH={atf_vaild_pdArray[self.PD_LOW_COL]:.{precision}f} "
                                 f"PD_LOW={atf_vaild_pdArray[self.PD_HIGH_COL]:.{precision}f} ")
 
 
             # 3. ETF Step 
-
+            step = "3.1"
             etf_side, etf_struct, etf_trend = None, None, None
             etf_df = self.get_historical_klines_df(symbol=symbol, tf=etf)                   
             etf_struct =self.build_struct(symbol=symbol, data=etf_df)            
-            etf_latest_struct = self.get_last_struct(symbol=symbol, data=etf_struct)
+            etf_latest_struct = self.get_latest_struct(symbol=symbol, data=etf_struct)
 
-            # 初始化HTF趋势相关变量
-            
-            etf_trend = etf_latest_struct[self.STRUCT_DIRECTION_COL]
-            #FIXME etf_trend
-            etf_trend = atf_trend
-            
+            # 初始化ETF趋势相关变量
+            if etf_latest_struct is None:
+                self.logger.info(f"{symbol} : {step}. ETF {etf} 未形成结构，等待... ")
+                return
+            etf_trend = etf_latest_struct[self.STRUCT_DIRECTION_COL]            
             etf_side = self.BUY_SIDE if etf_trend == self.BULLISH_TREND else self.SELL_SIDE
 
             # 3.1. Price's Current Trend 市场趋势（ETF ）
-            setp = "3.1"
-            self.logger.info(f"{symbol} : {setp}. ETF {etf} Price's Current Trend is {etf_trend}。")
+            step = "3.1"
+            self.logger.info(f"{symbol} : {step}. ETF {etf} Price's Current Trend is {etf_trend}。")
             # 3.2. Who's In Control 供需控制，Bullish 或者 Bearish ｜ Choch 或者 BOS
-            setp = "3.2"
-            self.logger.info(f"{symbol} : {setp}. ETF {etf} struct is {etf_latest_struct[self.STRUCT_COL]}。")
+            step = "3.2"
+            self.logger.info(f"{symbol} : {step}. ETF {etf} struct is {etf_latest_struct[self.STRUCT_COL]}。")
             
 
             # 3.3 Reversal Signs 反转信号
-            setp = "3.3"
+            step = "3.3"
     
-            if atf_trend != etf_trend:
+            if atf_side != etf_side:
         
-                self.logger.info(f"{symbol} : {setp}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}未反转,等待...")
+                self.logger.info(f"{symbol} : {step}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}未反转,等待...")
                 return
             else:
-                self.logger.info(f"{symbol} : {setp}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}已反转。")
+                self.logger.info(f"{symbol} : {step}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}已反转。")
 
             # TODO "CHOCH"|"BOS" 的PDArray 入场位置不一样
 
             # 3.4 找 PD Arrays 价格区间（ETF 看上下的供需区位置）
-            setp = "3.4"
+            step = "3.4"
             etf_pdArrays_df = self.find_PDArrays(symbol=symbol,struct=etf_struct,side=etf_side)
             # 划分 折价(discount)区和溢价(premium)区
             etf_struct_high = etf_latest_struct[self.STRUCT_HIGH_COL]
             etf_struct_low = etf_latest_struct[self.STRUCT_LOW_COL]            
             etf_struct_mid = etf_latest_struct[self.STRUCT_MID_COL]
-            mask = etf_pdArrays_df[self.PD_MID_COL] >= etf_struct_mid if etf_trend == self.BEARISH_TREND else etf_pdArrays_df[self.PD_MID_COL] <= etf_struct_mid
+            mask = etf_pdArrays_df[self.PD_MID_COL] >= etf_struct_mid if etf_side == self.SELL_SIDE else etf_pdArrays_df[self.PD_MID_COL] <= etf_struct_mid
             etf_pdArrays_df = etf_pdArrays_df[mask]
             if len(etf_pdArrays_df) == 0:
-                self.logger.info(f"{symbol} : {setp}.1. ETF {etf} 未找到PDArray，不下单")
+                self.logger.info(f"{symbol} : {step}.1. ETF {etf} 未找到PDArray，不下单")
                 return
             else:
                 # 找到最新的PDArray              
                 etf_vaild_pdArray = etf_pdArrays_df.iloc[-1]
-                self.logger.info(f"{symbol} : {setp}.1. ETF {etf} 找到PDArray.\n"
+                self.logger.info(f"{symbol} : {step}.1. ETF {etf} 找到PDArray.\n"
                                 f"{etf_vaild_pdArray[[self.TIMESTAMP_COL,self.PD_TYPE_COL,self.PD_HIGH_COL,self.PD_LOW_COL,self.PD_MID_COL]]}。")
                
        
             if not (market_price <= etf_vaild_pdArray[self.PD_HIGH_COL] and market_price >= etf_vaild_pdArray[self.PD_LOW_COL]):
-                self.logger.info(f"{symbol} : {setp}.2. ETF {etf} market_price={market_price:.{precision}f} 未达到PDArray范围。"
+                self.logger.info(f"{symbol} : {step}.2. ETF {etf} market_price={market_price:.{precision}f} 未达到PDArray范围。"
                                   f"PD_HIGH={etf_vaild_pdArray[self.PD_HIGH_COL]:.{precision}f} "
                                   f"PD_LOW={etf_vaild_pdArray[self.PD_LOW_COL]:.{precision}f}")
 
                 return 
             else:
-                self.logger.info(f"{symbol} : {setp}.2. ETF {etf} market_price={market_price:.{precision}f} 已到达PDArray范围。"
+                self.logger.info(f"{symbol} : {step}.2. ETF {etf} market_price={market_price:.{precision}f} 已到达PDArray范围。"
                                   f"PD_HIGH={etf_vaild_pdArray[self.PD_HIGH_COL]:.{precision}f} "
                                   f"PD_LOW={etf_vaild_pdArray[self.PD_LOW_COL]:.{precision}f}")    
 
             # 3.5 Place Order 下单
-            setp = "3.5"
+            step = "3.5"
             # order_price = self.toDecimal(etf_vaild_pdArray[self.PD_HIGH_COL] if etf_trend == self.BULLISH_TREND else etf_vaild_pdArray[self.PD_LOW_COL] )
             order_price = self.toDecimal(etf_vaild_pdArray[self.PD_MID_COL])  
             
             latest_order_price = self.toDecimal(self.place_order_prices.get(symbol,0))
             if order_price == latest_order_price:
-                self.logger.info(f"{symbol} : {setp}. ETF {etf}, 下单价格 {order_price:.{precision}} 未变化，不进行下单。")
+                self.logger.info(f"{symbol} : {step}. ETF {etf}, 下单价格 {order_price:.{precision}} 未变化，不进行下单。")
                 return
             
             self.cancel_all_orders(symbol=symbol) 
             self.place_order(symbol=symbol, price=order_price, side=etf_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.info(f"{symbol} : {setp}. ETF {etf}, {etf_side} 价格={order_price:.{precision}}")
+            self.logger.info(f"{symbol} : {step}. ETF {etf}, {etf_side} 价格={order_price:.{precision}}")
 
 
         except KeyboardInterrupt:
             self.logger.info("程序收到中断信号，开始退出...")
         except Exception as e:
             error_message = f"程序异常退出: {str(e)}"
-            self.logger.error(error_message,exc_info=True)
+            # 记录错误信息和堆栈跟踪
+            self.logger.error(f"{error_message}\n{traceback.format_exc()}")
             traceback.print_exc()
             self.send_feishu_notification(symbol, error_message)
         finally:

maker/StrategyMaker.py

@@ -1,6 +1,5 @@
 # -*- coding: utf-8 -*-
 from functools import lru_cache
-import traceback
 import pandas as pd
 from datetime import datetime, timedelta
 from decimal import Decimal
@@ -14,7 +13,8 @@ from core.smc import (
     SMCPDArray,
     SMCStruct, 
     SMCOrderBlock,
-    SMCFVG
+    SMCFVG,
+    SMCLiquidity
 )
 
 class StrategyMaker():
@@ -53,6 +53,14 @@ class StrategyMaker():
     PD_LOW_COL = SMCPDArray.SMCPDArray.PD_LOW_COL
     PD_MID_COL = SMCPDArray.SMCPDArray.PD_MID_COL 
     PD_TYPE_COL = SMCPDArray.SMCPDArray.PD_TYPE_COL
+
+    LIQU_HIGH_COL = SMCLiquidity.SMCLiquidity.LIQU_HIGH_COL
+    LIQU_LOW_COL = SMCLiquidity.SMCLiquidity.LIQU_LOW_COL
+    EQUAL_HIGH_COL = SMCLiquidity.SMCLiquidity.EQUAL_HIGH_COL
+    EQUAL_LOW_COL = SMCLiquidity.SMCLiquidity.EQUAL_LOW_COL
+    EQH_INDEX_KEY = SMCLiquidity.SMCLiquidity.EQUAL_HIGH_INDEX_KEY
+    EQL_INDEX_KEY = SMCLiquidity.SMCLiquidity.EQUAL_LOW_INDEX_KEY
+    HAS_EQ_KEY = SMCLiquidity.SMCLiquidity.HAS_EQ_KEY
     
     def __init__(self, config,  platform_config, common_config, feishu_webhook=None, logger=None ,exchangeKey='okx'):
         """_summary_
@@ -97,6 +105,7 @@ class StrategyMaker():
         self.smcStruct = SMCStruct.SMCStruct()
         self.smcOB = SMCOrderBlock.SMCOrderBlock()
         self.smcFVG = SMCFVG.SMCFVG()
+        self.smcLiqu = SMCLiquidity.SMCLiquidity()
         
         self.interval_map = {
             '1d': 24 * 60 * 60 ,  # 1天
@@ -183,17 +192,22 @@ class StrategyMaker():
         
         # 记录下单日志
         direction = self.BULLISH_TREND if side == self.BUY_SIDE else self.BEARISH_TREND
-        self.logger.debug(f"{symbol} : 触发{direction}下单条件。")
+        self.logger.info(f"{symbol} : 触发{direction}下单条件. 下单价格: {price}")
         
         # 执行下单
-        self.exchange.place_order(
-            symbol=symbol,
-            price=price,
-            amount_usdt=order_amount_usdt,
-            side=side,
-            leverage=leverage,
-            order_type=order_type
-        )
+        try :
+            self.exchange.place_order(
+                symbol=symbol,
+                price=price,
+                amount_usdt=order_amount_usdt,
+                side=side,
+                leverage=leverage,
+                order_type=order_type
+            )
+        except Exception as e:
+            error_message = f"{symbol} 下单失败: {e}"
+            self.logger.warning(error_message)
+            self.send_feishu_notification(symbol, error_message)
       
     def cancel_all_orders(self, symbol):
         """_summary_
@@ -201,7 +215,13 @@ class StrategyMaker():
         Args:
             symbol (_type_): _description_
         """
-        self.exchange.cancel_all_orders(symbol=symbol)
+        try:
+            self.exchange.cancel_all_orders(symbol=symbol)
+        except Exception as e:
+            error_message = f"{symbol} 取消所有挂单失败: {e}"
+            self.logger.warning(error_message)
+            self.send_feishu_notification(symbol, error_message)
+            
     def get_historical_klines(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -327,7 +347,7 @@ class StrategyMaker():
 
         return self.smcOB.find_OBs(struct=struct, side=side, start_index=start_index, is_valid=is_valid)
     
-    def get_lastest_OB(self, symbol, data, trend, start_index=-1) -> dict:
+    def get_latest_OB(self, symbol, data, trend, start_index=-1) -> dict:
         """_summary_
             获取最新的Order Block
         Args:
@@ -339,7 +359,7 @@ class StrategyMaker():
             _type_: _description_
         """
 
-        return self.smcOB.get_lastest_OB(data=data, trend=trend, start_index=start_index)
+        return self.smcOB.get_latest_OB(data=data, trend=trend, start_index=start_index)
         
         
     def find_FVGs(self, symbol, data, side, check_balanced=True, start_index=-1, pair_config=None) -> pd.DataFrame:
@@ -359,6 +379,35 @@ class StrategyMaker():
 
         return self.smcFVG.find_FVGs(data, side, check_balanced, start_index)
 
+    def find_EQH_EQL(self, symbol, data, trend, end_idx=-1, atr_offset=0.1, pair_config=None) -> dict:
+        """_summary_
+            寻找等值高点和等值低点
+        Args:
+            symbol (_type_): _description_
+            data (_type_): _description_
+            trend (_type_): _description_
+            end_idx (int, optional): _description_. Defaults to -1.
+            atr_offset (float, optional): _description_. Defaults to 0.1.
+        Returns:
+            _type_: _description_
+        """
+        return self.smcLiqu.find_EQH_EQL(data, trend, end_idx=end_idx, atr_offset=atr_offset)
+
+    def identify_dynamic_trendlines(self, symbol, data, trend, start_idx=-1, end_idx=-1, ratio=0.8) -> bool:
+        """_summary_
+            识别动态趋势线
+        Args:
+            symbol (_type_): _description_
+            data (_type_): _description_
+            trend (_type_): _description_
+            start_idx (int, optional): _description_. Defaults to -1.
+            end_idx (int, optional): _description_. Defaults to -1.
+            ratio (float, optional): _description_. Defaults to 0.5.
+        Returns:
+            _type_: _description_
+        """
+        return self.smcLiqu.identify_dynamic_trendlines(data, trend, start_idx, end_idx, ratio)
+
     def build_struct(self, symbol, data) -> pd.DataFrame:
         
         """_summary_
@@ -373,7 +422,7 @@ class StrategyMaker():
                 
         return self.smcStruct.build_struct(data)
         
-    def get_last_struct(self, symbol, data) -> dict:
+    def get_latest_struct(self, symbol, data) -> dict:
         """_summary_
             获取最后一个SMC结构
         Args:
@@ -382,7 +431,7 @@ class StrategyMaker():
         Returns:
             _type_: _description_
         """
-        return self.smcStruct.get_last_struct(data)
+        return self.smcStruct.get_latest_struct(data)
     
     def reset_all_cache(self, symbol):
         """_summary_
@@ -392,7 +441,7 @@ class StrategyMaker():
             self.place_order_prices.pop(symbol)
         self.clear_cache_historical_klines_df(symbol)
         
-    def check_position(self, symbol) -> bool:
+    def fetch_position(self, symbol) -> bool:
         """
         检查指定交易对是否有持仓，失败时最多重试3次
         
@@ -409,7 +458,7 @@ class StrategyMaker():
             error_message = f"{symbol} 检查持仓失败: {e}"
             self.logger.error(error_message)            
             self.send_feishu_notification(symbol,error_message)
-            return False
+            return True
 
     @abstractmethod
     def process_pair(self, symbol, pair_config):

{openfund_maker-2.3.1.dist-info → openfund_maker-2.3.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.3.1
+Version: 2.3.2
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-2.3.1.dist-info → openfund_maker-2.3.2.dist-info}/RECORD

@@ -1,8 +1,8 @@
 maker/BestFVGStrategyMaker.py,sha256=a9UfClrfzkgX6jXL2FODzANtawrmGeZ_PVeO1-tweDc,12532
-maker/BestTopDownStrategyMaker.py,sha256=w3g9U6sQO5ybY8dx7F6ojsWjXbQ06WANa9M_z1045jA,18009
+maker/BestTopDownStrategyMaker.py,sha256=-cyoxGn6ZKFJ4neFKnHHJ84ZvODMR-a_agitHz6VNXI,23735
 maker/MACDStrategyMaker.py,sha256=WX8wqpF9h5W4WclN1NjZ_Bur7KFi_aMTvacfLyHzEcI,12681
 maker/SMCStrategyMaker.py,sha256=hkDqymWnuyYDo1gTYY_uyO4H4yOwCw8NBTM9RcfLRPc,28780
-maker/StrategyMaker.py,sha256=2nF5TPqHUIAVo3qK2AyZvfsWCrhDNtwULPJ2bIrOb-g,16550
+maker/StrategyMaker.py,sha256=iJa-9MxuUwPDOZot2YJmT-sdYHnPZbgPsdCaKvw3Sis,18821
 maker/ThreeLineStrategyMaker.py,sha256=K4NZB1rH8IZMVrCFEnzwXctZQbyI9ZdyTMrYObpl-vM,32095
 maker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 maker/history_code/WickReversalStrategyMaker.py,sha256=7DqPDVJot4EM0_lSAcFAHrR9rNvkIds9KLMoDOiAHEc,17486
@@ -11,7 +11,7 @@ maker/history_code/okxapi.py,sha256=_9G0U_o0ZC8NxaT6PqpiLgxBm9gPobC9PsFHZE1c5w0,
 maker/history_code/zhen.py.bak,sha256=HNkrQbJts8G9umE9chEFsc0cLQApcM9KOVNMYPpkBXM,10918
 maker/history_code/zhen_2.py,sha256=4IaHVtTCMSlrLGSTZrWpW2q-f7HZsUNRkW_-5QgWv24,10509
 maker/main.py,sha256=PRCP2qCUiUFPQyi1YbvnmW9KqeCZcc0zGjy9OBvMWbM,3723
-openfund_maker-2.3.1.dist-info/METADATA,sha256=hIo1FIfLMrxBxds9aEpfrW1yI3iuNLZZAkBVXll3kvc,2001
-openfund_maker-2.3.1.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_maker-2.3.1.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
-openfund_maker-2.3.1.dist-info/RECORD,,
+openfund_maker-2.3.2.dist-info/METADATA,sha256=V93SlcoCwKl4tYklrw4SMY_t2LqVZyFB9ZsF2OhOSD4,2001
+openfund_maker-2.3.2.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_maker-2.3.2.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-2.3.2.dist-info/RECORD,,