openfund-maker 2.3.2__py3-none-any.whl → 2.3.4__py3-none-any.whl

maker/BestTopDownStrategyMaker.py

@@ -103,7 +103,7 @@ class BestTopDownStrategyMaker(StrategyMaker):
             step = "1.4"
             # 计算支撑位和阻力位之间的利润空间百分比
             htf_profit_percent = abs((htf_resistance_price - htf_support_price) / htf_support_price * 100)
-            min_profit_percent = pair_config.get('min_profit_percent', 4) # 默认最小利润空间为0.5%
+            min_profit_percent = top_down_strategy.get('min_profit_percent', 4) # 默认最小利润空间为0.5%
 
             if htf_profit_percent < min_profit_percent:
                 self.logger.info(f"{symbol} : {step}. HTF {htf} 支撑位={htf_support_price:.{precision}f} 与阻力位={htf_resistance_price:.{precision}f} 之间利润空间{htf_profit_percent:.2f}% < {min_profit_percent}%，等待...")
@@ -209,32 +209,34 @@ class BestTopDownStrategyMaker(StrategyMaker):
             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 .") 
+            if top_down_strategy.get('open_check_liquidity_areas', True):
+                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]) 
+            if top_down_strategy.get('open_check_dynamic_trendlines_and_channels', True):
+                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 .")
+                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。
@@ -388,14 +390,14 @@ class BestTopDownStrategyMaker(StrategyMaker):
             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)}"
             # 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)
+        except KeyboardInterrupt:
+            self.logger.info("程序收到中断信号，开始退出...")
         finally:
             self.logger.info("=" * 60 + "\n")
   

maker/StrategyMaker.py

@@ -206,7 +206,7 @@ class StrategyMaker():
             )
         except Exception as e:
             error_message = f"{symbol} 下单失败: {e}"
-            self.logger.warning(error_message)
+            self.logger.error(error_message)
             self.send_feishu_notification(symbol, error_message)
       
     def cancel_all_orders(self, symbol):
@@ -219,7 +219,7 @@ class StrategyMaker():
             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.logger.error(error_message)
             self.send_feishu_notification(symbol, error_message)
             
     def get_historical_klines(self, symbol, tf='15m'):
@@ -237,6 +237,7 @@ class StrategyMaker():
     def _get_cache_historical_klines_df(self, symbol, tf):
         """被缓存的获取K线数据的方法"""
         return self.get_historical_klines_df(symbol, tf)
+    
     def clear_cache_historical_klines_df(self, symbol=None):
         """
         清除指定交易对和时间周期的缓存
@@ -258,8 +259,7 @@ class StrategyMaker():
                     del self.cache_time[k]
                 # 由于lru_cache无法单独清除特定键，这里只能清除所有缓存
                 self._get_cache_historical_klines_df.cache_clear()
-        
-
+      
     def get_historical_klines_df_by_cache(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -291,8 +291,7 @@ class StrategyMaker():
         self.logger.debug(f"{symbol} : 重新获取新数据: {symbol} {tf}")
         self.cache_time[cache_key] = current_time
         return self._get_cache_historical_klines_df(symbol, tf)
-
-    
+   
     def get_historical_klines_df(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -303,6 +302,7 @@ class StrategyMaker():
             _type_: _description_
         """
         return self.exchange.get_historical_klines_df(symbol=symbol, bar=tf)
+    
     def format_klines(self, klines) -> pd.DataFrame:
        
         """_summary_
@@ -360,8 +360,7 @@ class StrategyMaker():
         """
 
         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:
         """_summary_
             寻找公允价值缺口

{openfund_maker-2.3.2.dist-info → openfund_maker-2.3.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.3.2
+Version: 2.3.4
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-2.3.2.dist-info → openfund_maker-2.3.4.dist-info}/RECORD

@@ -1,8 +1,8 @@
 maker/BestFVGStrategyMaker.py,sha256=a9UfClrfzkgX6jXL2FODzANtawrmGeZ_PVeO1-tweDc,12532
-maker/BestTopDownStrategyMaker.py,sha256=-cyoxGn6ZKFJ4neFKnHHJ84ZvODMR-a_agitHz6VNXI,23735
+maker/BestTopDownStrategyMaker.py,sha256=KT7x29dbJh8Kbaj1l_cHJ_CpACmdEnafNuU9viiOcMk,23981
 maker/MACDStrategyMaker.py,sha256=WX8wqpF9h5W4WclN1NjZ_Bur7KFi_aMTvacfLyHzEcI,12681
 maker/SMCStrategyMaker.py,sha256=hkDqymWnuyYDo1gTYY_uyO4H4yOwCw8NBTM9RcfLRPc,28780
-maker/StrategyMaker.py,sha256=iJa-9MxuUwPDOZot2YJmT-sdYHnPZbgPsdCaKvw3Sis,18821
+maker/StrategyMaker.py,sha256=aJ_uSoGC5enYMgmRbPOKEEICk7r7yUA4XLsd04hWNfI,18820
 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-2.3.2.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,,
+openfund_maker-2.3.4.dist-info/METADATA,sha256=9oxQk4iq01HIUvwM2Q1bLboESbVhFqET3p34Ga2l27c,2001
+openfund_maker-2.3.4.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+openfund_maker-2.3.4.dist-info/entry_points.txt,sha256=gKMytICEKcMRFQDFkHZLnIpID7UQFoTIM_xcpiiV6Ns,50
+openfund_maker-2.3.4.dist-info/RECORD,,

{openfund_maker-2.3.2.dist-info → openfund_maker-2.3.4.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.0.1
+Generator: poetry-core 2.1.3
 Root-Is-Purelib: true
 Tag: py3-none-any