openfund-taker 1.0.16__py3-none-any.whl → 1.1.0__py3-none-any.whl

{openfund_taker-1.0.16.dist-info → openfund_taker-1.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.0.16
+Version: 1.1.0
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.0.16.dist-info → openfund_taker-1.1.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-taker/MultiAssetNewTradingBot.py,sha256=U03nCRuzEGtV0OMIkblt5VUqYmaILZ9eJwZTSZkiSRg,35035
+taker/MultiAssetNewTradingBot.py,sha256=GTuzCyI1SfCez-G1tI_B-pINLOPcJtcOqTrQiBPcWGo,35952
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
 taker/ThreeLineTradingBot.py,sha256=oXIoQ8z9AzKzk0z13d0ufj2KGBOk5iHJTJNZQRDKA5U,20625
 taker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -9,7 +9,7 @@ taker/chua_ok_all.py,sha256=2XnZM6QdB3juSE1pqQIJyh2x1XuhlTlnBKNA3owlJ9E,15267
 taker/chua_ok_bot.py,sha256=9SW0ujhi6PfN4yR1JZ9NaA37HtnXJ2QAWUfW52NG68w,13109
 taker/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
 taker/main.py,sha256=8cLWzEvQDeELbY5Av7JqkEyYbaNqSbAbVl1tQHXzU8s,1954
-openfund_taker-1.0.16.dist-info/METADATA,sha256=oQ0OgqkT--dIfZvsM3f3EDAw3PfMMmAfgN7R0Tna_C8,7503
-openfund_taker-1.0.16.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-1.0.16.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-1.0.16.dist-info/RECORD,,
+openfund_taker-1.1.0.dist-info/METADATA,sha256=LVhdFLOtAZJ9Kp9P2IdbmUsrx4q0sUbIkif7oOhMeyc,7502
+openfund_taker-1.1.0.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-1.1.0.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-1.1.0.dist-info/RECORD,,

taker/MultiAssetNewTradingBot.py

@@ -81,9 +81,9 @@ class MultiAssetNewTradingBot:
                 payload = {"msg_type": "text", "content": {"text": message}}
                 response = requests.post(self.feishu_webhook, json=payload, headers=headers)
                 if response.status_code == 200:
-                    self.logger.info("飞书通知发送成功")
+                    self.logger.debug("飞书通知发送成功")
                 else:
-                    self.logger.error("飞书通知发送失败，状态码: %s", response.status_code)
+                    self.logger.warn("飞书通知发送失败，状态码: %s", response.status_code)
             except Exception as e:
                 self.logger.error("发送飞书通知时出现异常: %s", str(e))
 
@@ -117,7 +117,7 @@ class MultiAssetNewTradingBot:
         else:
             raise ValueError("Unexpected response structure or missing candlestick data")
 
-    def judge_cross_direction(self,fastklines,slowklines) :
+    def judge_cross_direction(self,symbol, fastklines ,slowklines) :
         # 创建DataFrame
         df = pd.DataFrame({
             'fast': fastklines,
@@ -131,7 +131,9 @@ class MultiAssetNewTradingBot:
         # 从后往前找最近的交叉点
         last_golden = df['golden_cross'].iloc[::-1].idxmax() if df['golden_cross'].any() else None
         last_death = df['death_cross'].iloc[::-1].idxmax() if df['death_cross'].any() else None
+        # self.logger.debug(f"golden_cross = {last_golden}, death_cross = {last_death}")
         
+        # self.logger.debug(f"df= \n{df[['fast','slow','golden_cross','death_cross']].tail()}")
         # 判断最近的交叉类型
         if last_golden is None and last_death is None:
             return {
@@ -152,29 +154,53 @@ class MultiAssetNewTradingBot:
                 'index': last_death
             }
     
+    def judge_ma_apex(self,symbol,pair_config, fastklines,slowklines) -> bool:
+        period = int(pair_config.get('ema_range_period', 3))
+        precision= self.get_precision_length(symbol)
         
-    def judge_ma_apex(self,symbol, fastklines,slowklines) -> bool:
         df = pd.DataFrame({
             'ema': fastklines,
             'sma': slowklines
         })
-           
         # 快线和慢线的差值
-        df['diff'] = df['ema']-df['sma']
+        # 将ema和sma转换为tick_size精度
+        # df['diff'] = df['ema'].apply(lambda x: float(self.round_price_to_tick(x, tick_size))) - df['sma'].apply(lambda x: float(self.round_price_to_tick(x, tick_size)))
+        df['diff'] = df['ema'].round(precision)-df['sma'].round(precision)
+        df['ema_diff'] = df['ema'] - df['ema'].shift(1)
+        df['sma_diff'] = df['sma'] - df['sma'].shift(1)
         # 计算斜率，【正】表示两线距离扩张，【负】表示两线距离收缩
         df['slope'] = df['diff'].abs().diff().round(4)
-        df['flag'] = df['slope'] <= 0.0
         
-        self.logger.debug(f"{symbol}: slopes = \n{df[['ema','sma','diff','slope','flag']].iloc[-6:-1]}  ")
-        # 检查最后两个斜率是否都为负
-        # 取slopes最新的第2个和第3个值进行判断
-        # 20250213 因为有持仓，因此判定条件更严谨，只有收缩才平仓
-        return all(slope < 0.0 for slope in df['slope'].iloc[-3:-1])
+        self.logger.debug(f"{symbol}: slopes = \n{df[['ema','ema_diff','sma','sma_diff','diff','slope']].iloc[-6:-1]}  ")
+        
+        # 两条线的距离是扩张状态还是收缩状态 true 是收缩 flase 是扩张
+        is_expanding_or_contracting = all(df['slope'].tail(period) <= 0 ) and any(df['slope'].tail(period) < 0)
+
+        return is_expanding_or_contracting 
     
         # 定义根据均线斜率判断 K 线方向的函数： 0 空 1 多 -1 平
     
+    def judge_range_diff(self,symbol,pair_config,prices:pd.Series) -> bool:
+        """
+        计算价格列表中最后一个价格与第一个价格的差值。
+        Args:
+            prices: 价格列表。
+        Returns:
+            diff: 计算最高价列的最大值与最小值的差值
+。
+        """
+        limit = int(pair_config.get('ema_range_limit', 1))
+        period = int(pair_config.get('ema_range_period', 3))
+        tick_size = self.get_tick_size(symbol)
+        if prices.empty:
+            return None     
+  
+        diff = prices.tail(period).max() - prices.tail(period).min()   
+        self.logger.debug(f"{symbol}: 最高价列的最大值与最小值的差值 = {diff:.9f}")     
+        return abs(diff) <= tick_size * limit
+    
     # 定义根据均线斜率判断 K 线方向的函数： 0 空 1 多 -1 平
-    def judge_k_line_direction(self,symbol, pair_config, ema:pd.Series) -> int:
+    def judge_k_line_direction(self, symbol, pair_config, ema: pd.Series, klines) -> int:
         """
         判断K线方向
         Args:
@@ -184,36 +210,22 @@ class MultiAssetNewTradingBot:
         Returns:
             int: -1:平, 0:空, 1:多
         """
-        def check_ema_range(ema_data: pd.Series, period: int, limit: float, tick_size: float) -> bool:
-            """检查EMA是否在指定范围内震荡"""
-            ema_window = ema_data[-period:]
-            price_range = ema_window.max() - ema_window.min()
-            return abs(price_range) <= limit * tick_size
-            
-        def get_trend_direction(slope: float) -> int:
-            """根据斜率判断趋势方向"""
-            if slope > 0:
-                return 1    # 上升趋势
-            elif slope < 0:
-                return 0    # 下降趋势
-            return -1       # 震荡趋势
-            
         # 获取配置参数
-        tick_size = self.get_tick_size(symbol)
-        ema_range_period = int(pair_config.get('ema_range_period', 3))
-        ema_range_limit = float(pair_config.get('ema_range_limit', 1))
+        period = int(pair_config.get('ema_range_period', 3))
         
-        # 判断是否在震荡区间
-        if check_ema_range(ema, ema_range_period, ema_range_limit, tick_size):
-            direction = -1
+        ema_4_diff = ema.diff().tail(period)
+ 
+        direction = None
+        if all(ema_4_diff <= 0) :
+            # 下降趋势
+            direction = 0 
+        elif all(ema_4_diff >= 0) :
+            # 上升趋势
+            direction = 1
         else:
-            # 计算最新斜率并判断方向
-            latest_slope = ema.diff().iloc[-1]
-            direction = get_trend_direction(latest_slope)
-            
-        self.logger.debug(f"{symbol}: 极差={abs(ema[-ema_range_period:].max() - ema[-ema_range_period:].min()):.9f} "
-                         f"斜率={ema.diff().iloc[-1]:.9f}, K线方向 {direction}")
-        
+            # 震荡趋势
+            direction = -1 
+        self.logger.debug(f"{symbol}: K线极差={ema_4_diff.map('{:.9f}'.format).values}  ,K线方向={direction}")
         return direction
   
     def check_reverse_position(self,symbol,position,pair_config):
@@ -229,7 +241,8 @@ class MultiAssetNewTradingBot:
             fastk = self.calculate_ema_pandas(symbol, klines, period=ema_length)
             slowk = self.calculate_sma_pandas(symbol, klines, period=sma_length)
 
-            cross_direction = self.judge_cross_direction(fastklines=fastk,slowklines=slowk)
+            cross_direction = self.judge_cross_direction(symbol=symbol,fastklines=fastk,slowklines=slowk)
+
             # 更新交叉状态
             if cross_direction['cross'] != -1 :  #本次不一定有交叉
                 self.cross_directions[symbol] = cross_direction
@@ -238,17 +251,20 @@ class MultiAssetNewTradingBot:
             last_cross_direction = self.exchange.safe_dict(self.cross_directions,symbol,None)
             # 计算 快线EMA & 慢线SMA
             # 结合金叉死叉判断是否是周期顶部和底部
-            is_apex = self.judge_ma_apex(symbol=symbol,fastklines=fastk,slowklines=slowk)
+            is_apex = self.judge_ma_apex(symbol=symbol,pair_config=pair_config, fastklines=fastk,slowklines=slowk)
+            
+            kline_direction = self.judge_k_line_direction(symbol=symbol, pair_config=pair_config, ema=fastk, klines=klines)
+            # if_inner_range = self.judge_range_diff(symbol=symbol, pair_config=pair_config, prices=fastk)
             
-            self.logger.debug(f"{symbol} cross={last_cross_direction},见顶={is_apex}，持仓方向={side}")
-            # 金叉逻辑
-            if last_cross_direction and last_cross_direction['cross'] == 1 and is_apex and side == 'long': # 金叉
-                self.logger.debug(f"{symbol} 金叉:{last_cross_direction['cross']},见顶={is_apex}，持仓方向={side},开始清理多单！！")
+            self.logger.debug(f"{symbol} cross={last_cross_direction},两线收缩={is_apex}，持仓方向={side}")
+            # 金叉逻辑 ,如果是金叉，且是周期顶部，且K线方向是空头，就清仓多单
+            if last_cross_direction and last_cross_direction['cross'] == 1 and is_apex and side == 'long' and kline_direction == 0: 
+                self.logger.debug(f"{symbol} 金叉:{last_cross_direction['cross']},两线收缩={is_apex}，持仓方向={side} ,开始清理多单！！")
                 self.close_all_positions(symbol=symbol, position=position)
        
-            # 死叉逻辑        
-            elif last_cross_direction and last_cross_direction['cross'] == 0 and is_apex and side == 'short':
-                self.logger.debug(f"{symbol} 死叉:{last_cross_direction['cross']},见顶={is_apex}，持仓方向={side},开始清理空单！！")
+            # 死叉逻辑 ,如果是死叉，且是周期底部，且K线方向是多头，就清仓空单    
+            elif last_cross_direction and last_cross_direction['cross'] == 0 and is_apex and side == 'short' and kline_direction == 1: 
+                self.logger.debug(f"{symbol} 死叉:{last_cross_direction['cross']},两线收缩={is_apex}，持仓方向={side} ,开始清理空单！！")
                 self.close_all_positions(symbol=symbol, position=position)
 
         except KeyboardInterrupt:
@@ -266,9 +282,9 @@ class MultiAssetNewTradingBot:
         :param period: SMA 周期
         :return: SMA 值
         """
-        precision= self.get_precision_length(symbol)
+ 
         df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
-        sma = df['close'].rolling(window=period).mean().round(precision)
+        sma = df['close'].rolling(window=period).mean()
         return sma 
             
     def calculate_ema_pandas(self,symbol,kLines, period):
@@ -278,10 +294,10 @@ class MultiAssetNewTradingBot:
         :param period: EMA 周期
         :return: EMA 值
         """
-        precision= self.get_precision_length(symbol)
+
         df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
         # 计算EMA
-        ema = df['close'].ewm(span=period, adjust=False).mean().round(precision)
+        ema = df['close'].ewm(span=period, adjust=False).mean()
         return ema 
     
    # 计算平均利润