openfund-taker 1.3.13__tar.gz → 1.3.14__tar.gz

{openfund_taker-1.3.13 → openfund_taker-1.3.14}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.3.13
+Version: 1.3.14
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.3.13 → openfund_taker-1.3.14}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-taker"
-version = "1.3.13"
+version = "1.3.14"
 description = "Openfund-taker"
 authors = []
 readme = "README.md"

{openfund_taker-1.3.13 → openfund_taker-1.3.14}/src/taker/TrailingSLTaker.py

@@ -18,11 +18,17 @@ class TrailingSLTaker:
         self.low_trail_stop_loss_pct = platform_config["all_low_trail_stop_loss_pct"] # 第一档
         self.trail_stop_loss_pct = platform_config["all_trail_stop_loss_pct"]# 第二档
         self.higher_trail_stop_loss_pct = platform_config["all_higher_trail_stop_loss_pct"]# 第三档
-        # 止盈阈值
+        # 止损阈值
         self.low_trail_profit_threshold = platform_config["all_low_trail_profit_threshold"]# 第一档
         self.first_trail_profit_threshold = platform_config["all_first_trail_profit_threshold"]# 第二档
         self.second_trail_profit_threshold = platform_config["all_second_trail_profit_threshold"]# 第三档
         
+        # 追踪止盈回撤
+        self.open_trail_tp = platform_config.get("open_trail_tp",False)# 是否开启追踪止盈
+        self.low_trail_tp_pct = platform_config["all_low_trail_tp_pct"]# 第一档
+        self.trail_tp_pct = platform_config["all_trail_tp_pct"]# 第二档
+        self.higher_trail_tp_pct = platform_config["all_higher_trail_tp_pct"]# 第三档
+        
         self.feishu_webhook = feishu_webhook
         self.monitor_interval = monitor_interval  # 监控循环时间是分仓监控的3倍
         
@@ -824,8 +830,9 @@ class TrailingSLTaker:
     
         total_profit = self.calculate_average_profit(symbol, position)
         
-        self.logger.info(f"{symbol} 当前总盈利: {total_profit:.2f}%")
-        self.send_feishu_notification(f"{symbol} 当前总盈利: {total_profit:.2f}%")
+        msg = f"{symbol}: 盈利= {total_profit:.2f}% 开仓= {position['entryPrice']:.10f} 市价= {position['markPrice']:.10f}"
+        self.logger.info(msg)
+        self.send_feishu_notification(msg)
             
         cur_highest_total_profit = self.highest_total_profit.get(symbol, 0.0)    
         
@@ -847,7 +854,7 @@ class TrailingSLTaker:
             
         if total_profit > 0.0 :
             self.logger.info(
-                f"{symbol} 档位[{current_tier}]: 当前总盈利: {total_profit:.2f}%，最高总盈利: {cur_highest_total_profit:.2f}%")
+                f"{symbol} 档位[{current_tier}]: 盈利: {total_profit:.2f}%，最高盈利: {cur_highest_total_profit:.2f}%")
                 
         '''
         第一档:低档保护止盈:当盈利达到0.3%触发,要么到第二档,要么回到0.2%止盈
@@ -860,21 +867,35 @@ class TrailingSLTaker:
         # 根据不同档位设置止损价格,没有单独为交易对设置，用全局参数代替
         tier_config = {
             "低档": {
-                "stop_loss_pct": float(pair_config.get('low_trail_stop_loss_pct',self.low_trail_stop_loss_pct))
+                "stop_loss_pct": float(pair_config.get('low_trail_stop_loss_pct',self.low_trail_stop_loss_pct)),
+                "trail_tp_pct": float(pair_config.get('low_trail_tp_pct',self.low_trail_tp_pct))                
             },
             "中档": {
-                "stop_loss_pct": float(pair_config.get('trail_stop_loss_pct',self.trail_stop_loss_pct))
+                "stop_loss_pct": float(pair_config.get('trail_stop_loss_pct',self.trail_stop_loss_pct)),
+                "trail_tp_pct": float(pair_config.get('trail_tp_pct',self.trail_tp_pct))
             },
             "高档": {
-                "stop_loss_pct": float(pair_config.get('higher_trail_stop_loss_pct',self.higher_trail_stop_loss_pct))
+                "stop_loss_pct": float(pair_config.get('higher_trail_stop_loss_pct',self.higher_trail_stop_loss_pct)),
+                "trail_tp_pct": float(pair_config.get('higher_trail_tp_pct',self.higher_trail_tp_pct))
             }
         }
 
         if current_tier in tier_config:
             config = tier_config[current_tier]
             
+            # 是否追踪止盈
+            if self.open_trail_tp and total_profit < cur_highest_total_profit:
+                cur_trail_tp_pct = round((1-total_profit/cur_highest_total_profit), 3)
+                trail_tp_pct = float(config['trail_tp_pct'])
+                if cur_trail_tp_pct >= trail_tp_pct:
+                    self.close_all_positions(symbol=symbol, position=position)
+                    msg = f"{symbol}: 盈利【{current_tier}】保护止盈={trail_tp_pct*100}%，价格回撤 -{cur_trail_tp_pct*100}%: 利润={total_profit:.2f}%，执行止盈平仓"
+                    self.logger.info(msg)
+                    self.send_feishu_notification(msg)
+                    return
+
             # 记录日志
-            self.logger.debug(f"{symbol} 回撤止盈阈值: {config['stop_loss_pct']*100}%")
+            self.logger.debug(f"{symbol}: 回撤止盈阈值: {config['stop_loss_pct']*100}%")
             
             # 计算回撤止损价格
             sl_price = self.calculate_stop_loss_price(
@@ -886,7 +907,7 @@ class TrailingSLTaker:
             # 检查价格是否变化
             latest_sl_price = self.exchange.safe_float(self.global_symbol_stop_loss_price, symbol, 0.0)
             if sl_price == latest_sl_price:
-                self.logger.debug(f"{symbol} 回撤止损价格{latest_sl_price}未变化，不设置")
+                self.logger.debug(f"{symbol}: 回撤止损价格{latest_sl_price}未变化，不设置")
                 return
                 
             # 设置止损
@@ -909,7 +930,7 @@ class TrailingSLTaker:
 
             # 默认全局止损
             self.set_global_stop_loss(symbol, position)
-            self.logger.info(f"{symbol} 全局止损阈值: {self.stop_loss_pct:.2f}%")
+            self.logger.info(f"{symbol}: 全局止损阈值: {self.stop_loss_pct:.2f}%")
             
         return