openfund-taker 1.0.17__py3-none-any.whl → 1.1.0__py3-none-any.whl

{openfund_taker-1.0.17.dist-info → openfund_taker-1.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.0.17
+Version: 1.1.0
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.0.17.dist-info → openfund_taker-1.1.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-taker/MultiAssetNewTradingBot.py,sha256=ZHQQslFi_BeewvkqkALP4Nop9un3JvUkjQR0pWgjhvk,35055
+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-1.0.17.dist-info/METADATA,sha256=ocHhC9D7pvCW1Ciw_q4o2D0WMwZgsIsvgJ5b3YrVH08,7503
-openfund_taker-1.0.17.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-1.0.17.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-1.0.17.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))
 
@@ -180,6 +180,25 @@ class MultiAssetNewTradingBot:
     
         # 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, klines) -> int:
         """
@@ -235,16 +254,17 @@ class MultiAssetNewTradingBot:
             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}")
+            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']},见顶={is_apex}，持仓方向={side},开始清理多单！！")
+                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 ,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']},见顶={is_apex}，持仓方向={side},开始清理空单！！")
+                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: