openfund-taker 1.3.15__py3-none-any.whl → 1.3.16__py3-none-any.whl

{openfund_taker-1.3.15.dist-info → openfund_taker-1.3.16.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.3.15
+Version: 1.3.16
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.3.15.dist-info → openfund_taker-1.3.16.dist-info}/RECORD

@@ -1,7 +1,7 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
 taker/TrailingSLAndTPTaker.py,sha256=rx3tw9TwFCpqnz3e0WlTtFVcn8mBbPHtp62n3RF86Kg,1144
-taker/TrailingSLTaker.py,sha256=iAFeGsgWVdMlaOQEYgRcjPPuRcmPsytCdguEKu1Qz9o,44928
+taker/TrailingSLTaker.py,sha256=ivFTwsNTWVudoqm6cQ-f8-qfyRWfs30o_35t-_HK6Ss,45157
 taker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 taker/chua_bitget.py,sha256=YY6XK5Bd-wlArsN5BnAfiqE0h1DPkti6i4TEB4F5zDA,12918
 taker/chua_bn.py,sha256=GnTePWlgDwdHgroBbEp1Ajcsf5_m_Vn_RV63SYzu2jI,10668
@@ -10,7 +10,7 @@ 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=QCEjINu3IgwWEGcuquHzeYjKJYAQrPe8ctQhMoIb9SA,2561
-openfund_taker-1.3.15.dist-info/METADATA,sha256=7cxw7Emu7UMHhNtE-TWEuJTMSDeoRkkoU6ebwSdslls,7528
-openfund_taker-1.3.15.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-1.3.15.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-1.3.15.dist-info/RECORD,,
+openfund_taker-1.3.16.dist-info/METADATA,sha256=g_EzHbpGM8RDz1TKojQILOF2OkWT9x2T_3m9C4iExTE,7528
+openfund_taker-1.3.16.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-1.3.16.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-1.3.16.dist-info/RECORD,,

taker/TrailingSLTaker.py

@@ -134,14 +134,14 @@ class TrailingSLTaker:
         else:
             raise ValueError("Unexpected response structure or missing candlestick data")
 
-    def get_last_solated_point(self,symbol,position,kLines):
+    def get_last_solated_point(self,symbol,position,kLines,prd=20):
         # 将K线数据转换为DataFrame格式,最后一个数据可能未完成。
         df = pd.DataFrame(kLines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
         df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
         
         # 根据position方向寻找孤立点
         side = position['side']
-        window = 1  # 设置窗口大小，用于判断局部最值
+        window = prd  # 设置窗口大小，用于判断局部最值
         
         if side == 'short':
             # 找最近的孤立高点
@@ -606,7 +606,7 @@ class TrailingSLTaker:
         return True
 
             
-    def set_global_stop_loss(self, symbol, position, stop_loss_pct=None):
+    def set_global_stop_loss(self, symbol, position, stop_loss_pct=None,find_swing_point=False):
         """设置全局止损
         
         Args:
@@ -654,13 +654,13 @@ class TrailingSLTaker:
                 return
                 
         # 250228 没有指定止损回撤阈值stop_loss_pct...
-        if stop_loss_pct is None :
+        if find_swing_point :
             pair_config = self.trading_pairs_config.get(symbol, {})
             klines_period = str(pair_config.get('klines_period', '1m'))
             kLines = self.get_historical_klines_except_last(symbol=symbol,bar=klines_period)   
-             
+            swing_points_length = str(pair_config.get('swing_points_length', 20)) 
             if kLines:   
-                isolated_point = self.get_last_solated_point(symbol ,position , kLines)  
+                isolated_point = self.get_last_solated_point(symbol ,position , kLines,prd=swing_points_length)  
             
                 if len(isolated_point) > 0 :
                     last_isolated_point = float(isolated_point.iloc[-1])
@@ -929,7 +929,8 @@ class TrailingSLTaker:
         else:
 
             # 默认全局止损
-            self.set_global_stop_loss(symbol, position)
+            find_swing_point = pair_config.get('open_swing_point', False)
+            self.set_global_stop_loss(symbol, position, find_swing_point=find_swing_point)
             self.logger.info(f"{symbol}: 全局止损阈值: {self.stop_loss_pct:.2f}%")
             
         return