openfund-taker 1.0.17__py3-none-any.whl → 1.1.1__py3-none-any.whl

{openfund_taker-1.0.17.dist-info → openfund_taker-1.1.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.0.17
+Version: 1.1.1
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.0.17.dist-info → openfund_taker-1.1.1.dist-info}/RECORD

@@ -1,4 +1,4 @@
-taker/MultiAssetNewTradingBot.py,sha256=ZHQQslFi_BeewvkqkALP4Nop9un3JvUkjQR0pWgjhvk,35055
+taker/MultiAssetNewTradingBot.py,sha256=L3XSiQFcKUTJLpgorsGhKn47b9ijIGFi457gmQS1CvI,37058
 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-1.1.1.dist-info/METADATA,sha256=mAwzF4dc7kT0CagE9RVnxr_TYntAFxaEVC3RwoY3kLE,7502
+openfund_taker-1.1.1.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-1.1.1.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-1.1.1.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:
         """
@@ -194,19 +213,19 @@ class MultiAssetNewTradingBot:
         # 获取配置参数
         period = int(pair_config.get('ema_range_period', 3))
         
-        ema_4_diff = ema.diff().tail(period)
+        ema_diff = ema.diff().tail(period)
  
         direction = None
-        if all(ema_4_diff <= 0) :
+        if ema_diff.iloc[-1] < 0:
             # 下降趋势
             direction = 0 
-        elif all(ema_4_diff >= 0) :
+        elif ema_diff.iloc[-1] > 0:
             # 上升趋势
             direction = 1
         else:
             # 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}")
+        self.logger.debug(f"{symbol}: K线极差={ema_diff.map('{:.9f}'.format).values}  ,K线方向={direction}")
         return direction
   
     def check_reverse_position(self,symbol,position,pair_config):
@@ -235,17 +254,32 @@ 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}")
-            # 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
+            self.logger.debug(f"{symbol} cross={last_cross_direction},两线收缩={is_apex}，持仓方向={side} ,K线方向={kline_direction}")
+            order_stop_loss_pct = None
+            # 20250213 增加趋势顶部/底部判断 
+            # 金叉逻辑 ,如果是金叉，且是周期顶部，且K线方向是空头，
             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.close_all_positions(symbol=symbol, position=position)
+                self.logger.debug(f"{symbol} 金叉:{last_cross_direction['cross']},两线收缩={is_apex}，持仓方向={side} ,K线方向={kline_direction} ,开始清理多单！！")
+                # self.close_all_positions(symbol=symbol, position=position)
+                order_stop_loss_pct = self.stop_loss_pct / 2
+                self.logger.debug(f"{symbol} 全局止损阈值-修正后= {self.stop_loss_pct:.2f} -> {order_stop_loss_pct:.2f}%")
+
        
             # 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.close_all_positions(symbol=symbol, position=position)
+            if 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} ,K线方向={kline_direction} ,开始清理空单！！")
+                # self.close_all_positions(symbol=symbol, position=position)
+                order_stop_loss_pct = self.stop_loss_pct / 2
+                self.logger.debug(f"{symbol} 全局止损阈值-修正后= {self.stop_loss_pct:.2f} -> {order_stop_loss_pct:.2f}%")
+
+            # 根据情况 重新修正 止损
+            if order_stop_loss_pct is not None :
+                self.global_symbol_stop_loss_flag[symbol] = False    
+                self.set_global_stop_loss(symbol=symbol,position=position,stop_loss_pct=order_stop_loss_pct)
+            else :
+                self.global_symbol_stop_loss_flag[symbol] = False 
 
         except KeyboardInterrupt:
             self.logger.info("程序收到中断信号，开始退出...")
@@ -436,7 +470,7 @@ class MultiAssetNewTradingBot:
         self.logger.warning(f"!! {symbol} 设置止损单时重试次数用完仍未成功设置成功。 ")
         return False
             
-    def set_global_stop_loss(self, symbol, position, side, stop_loss_algo):
+    def set_global_stop_loss(self, symbol, position, stop_loss_pct=None):
         """设置全局止损
         
         Args:
@@ -450,26 +484,31 @@ class MultiAssetNewTradingBot:
             
             return
         else :
-            self.logger.debug(f"{symbol} - 是否设置过全局止损 {self.global_symbol_stop_loss_flag.get(symbol, False)} 策略订单: {stop_loss_algo}")   
-            
+            self.logger.debug(f"{symbol} - 是否设置过全局止损 {self.global_symbol_stop_loss_flag.get(symbol, False)} ")   
+        if stop_loss_pct is None :
+            stop_loss_pct = self.stop_loss_pct  
+             
         # 根据持仓方向计算止损价格
+        side = position['side'] 
         if side == 'long':
-            stop_loss_price = position['entryPrice'] * (1 - self.stop_loss_pct/100)
+            stop_loss_price = position['entryPrice'] * (1 - stop_loss_pct/100)
         elif side == 'short': 
-            stop_loss_price = position['entryPrice'] * (1 + self.stop_loss_pct/100)
+            stop_loss_price = position['entryPrice'] * (1 + stop_loss_pct/100)
+            
+        order_price = float(self.round_price_to_tick(symbol, stop_loss_price))
             
         try:
             # 设置止损单
             if_success = self.set_stop_loss_take_profit(
                 symbol=symbol,
                 position=position,
-                stop_loss_price=stop_loss_price
+                stop_loss_price=order_price
             )
             if if_success:
                 # 设置全局止损标志
-                self.logger.debug(f"{symbol} - {side} 设置全局止损价: {stop_loss_price}")
+                self.logger.debug(f"{symbol} - {side} 设置全局止损价: {order_price}")
                 self.global_symbol_stop_loss_flag[symbol] = True
-                self.global_symbol_take_profit_price[symbol] = stop_loss_price
+                self.global_symbol_take_profit_price[symbol] = order_price
                 
         except Exception as e:
             error_msg = f"{symbol} - 设置止损时发生错误: {str(e)}"
@@ -669,9 +708,8 @@ class MultiAssetNewTradingBot:
                 return 
         else :
             self.logger.info(f"{symbol} 全局止损阈值: {self.stop_loss_pct:.2f}%")
-            stop_loss_algo = position['info']['closeOrderAlgo']
-            side = position['side']
-            self.set_global_stop_loss(symbol, position, side, stop_loss_algo)
+            
+            self.set_global_stop_loss(symbol, position)
 
             return
         
@@ -681,6 +719,7 @@ class MultiAssetNewTradingBot:
             abs(float(position['contracts'])) for position in self.fetch_positions())  # 初始总仓位大小
         while True:
             try:
+                
                 positions = self.fetch_positions()
                 # 检查是否有仓位
                 if not positions:
@@ -689,6 +728,7 @@ class MultiAssetNewTradingBot:
                     self.reset_take_profie()
                     time.sleep(1)
                     continue
+                self.logger.info("+" * 60)
                 # 检查仓位总规模变化
                 current_position_size = sum(abs(float(position['contracts'])) for position in self.fetch_positions())
                 if current_position_size > previous_position_size:
@@ -702,10 +742,11 @@ class MultiAssetNewTradingBot:
                 for position in positions:
                     symbol = position['symbol']
                     self.check_total_profit(symbol, position)
-                    # 对有错误的仓位进行处理
+                    time.sleep(0.1) 
+                    # 检查仓位和挂单是否有问题
                     self.check_position(symbol, position)
 
-
+                self.logger.info("-" * 60)
                 time.sleep(self.monitor_interval)
 
             except Exception as e: