openfund-taker 1.3.15__py3-none-any.whl → 1.3.17__py3-none-any.whl

{openfund_taker-1.3.15.dist-info → openfund_taker-1.3.17.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 1.3.15
+Version: 1.3.17
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-1.3.15.dist-info → openfund_taker-1.3.17.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=lOOv8tnJrPR3F_U31t9pZa3WwMwVvqv1gWmr1CKs07A,46554
 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-1.3.17.dist-info/METADATA,sha256=6lq4Ki7sp8pdkaMCDsWMDVRX8GMjn-VdkNpWmaet19M,7528
+openfund_taker-1.3.17.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-1.3.17.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-1.3.17.dist-info/RECORD,,

taker/TrailingSLTaker.py

@@ -134,33 +134,64 @@ class TrailingSLTaker:
         else:
             raise ValueError("Unexpected response structure or missing candlestick data")
 
-    def get_last_solated_point(self,symbol,position,kLines):
-        # 将K线数据转换为DataFrame格式,最后一个数据可能未完成。
+    def is_pivot_high(self, data, index, period, check_bounds=False):
+        """
+        判断当前索引处是否为枢轴高点
+        :param data: 包含 'high' 列的 DataFrame
+        :param index: 当前索引
+        :param period: 前后比较的周期数
+        :param check_bounds: 是否检查边界
+        :return: 是否为枢轴高点
+        """
+        if check_bounds and (index < period or index >= len(data) - period):
+            return False
+        current_high = data.at[index, 'high']
+        prev_highs = data['high'].iloc[max(0,index - period):index]
+        next_highs = data['high'].iloc[index :min(len(data),index + period + 1)]
+        return all(current_high >= prev_highs) and all(current_high >= next_highs)
+
+
+    def is_pivot_low(self, data, index, period, check_bounds=False):
+        """
+        判断当前索引处是否为枢轴低点
+        :param data: 包含 'low' 列的 DataFrame
+        :param index: 当前索引
+        :param period: 前后比较的周期数
+        :param check_bounds: 是否检查边界
+        :return: 是否为枢轴低点
+        """
+        if check_bounds and (index < period or index >= len(data) - period):
+            return False
+        current_low = data.at[index, 'low']
+        prev_lows = data['low'].iloc[max(0,index - period):index]
+        next_lows = data['low'].iloc[index :min(len(data),index + period + 1)]
+        return all(current_low <= prev_lows) and all(current_low <= next_lows)
+
+
+    def get_last_solated_point(self,symbol,position,kLines ,prd=20):
+        # 将K线数据转换为DataFrame格式
         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
+        isolated_points = []
+        for i in range(len(df)-1, -1, -1):
+
+            if side == 'short':
+                # 找最近的孤立高点
+                if self.is_pivot_high(df, i, window,check_bounds=True):
+                # 获取最近的孤立高点
+                    isolated_points.append(df.iloc[i])
+                    break
+                
+            else:
+                # 找最近的孤立低点 
+                if self.is_pivot_low(df, i, window,check_bounds=True):
+                    isolated_points.append(df.iloc[i])
+                    break
         
-        if side == 'short':
-            # 找最近的孤立高点
-            # 判断局部最高点:当前点比前后window个点都高
-            df['is_high'] = df['high'].rolling(window=window*2+1, center=True).apply(
-                lambda x: x[window] > max(x[:window]) and x[window] > max(x[window+1:]), raw=True
-            )
-            # 获取最近的孤立高点
-            isolated_points = df[df['is_high']==True]['high'].iloc[-3:]
-            
-        else:
-            # 找最近的孤立低点 
-            # 判断局部最低点:当前点比前后window个点都低
-            df['is_low'] = df['low'].rolling(window=window*2+1, center=True).apply(
-                lambda x: x[window] < min(x[:window]) and x[window] < min(x[window+1:]), raw=True
-            )
-            # 获取最近的孤立低点
-            isolated_points = df[df['is_low']==True]['low'].iloc[-3:]
-            
         return isolated_points
 
 
@@ -291,8 +322,9 @@ class TrailingSLTaker:
                 self.logger.info(f"{symbol}: 持仓方向={side} 与 正确方向={correct_side} 相同 , 恢复正常。") 
 
             # 根据情况 重新修正止损         
-            self.global_symbol_stop_loss_flag[symbol] = False    
-            self.set_global_stop_loss(symbol=symbol,position=position,stop_loss_pct=order_stop_loss_pct)
+            self.global_symbol_stop_loss_flag[symbol] = False  
+            find_swing_point = pair_config.get('open_swing_point', False)  
+            self.set_global_stop_loss(symbol=symbol,position=position,stop_loss_pct=order_stop_loss_pct ,find_swing_point=find_swing_point)
 
                 
         except Exception as e:
@@ -606,7 +638,7 @@ 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:
@@ -654,21 +686,26 @@ 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 = pair_config.get('swing_points_length', 20)
             if kLines:   
-                isolated_point = self.get_last_solated_point(symbol ,position , kLines)  
+                isolated_points = 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])
-                    self.logger.debug(f"{symbol}: - {side} ,孤立点={last_isolated_point} ,止损价={sl_order_price}")
+                if len(isolated_points) > 0 :
+                    last_isolated_point = isolated_points[0]
+                                       
                     if side == 'long':
-                        sl_order_price = max(last_isolated_point, sl_order_price)
-                    elif side =='short':
-                        sl_order_price = min(last_isolated_point, sl_order_price)
+                    #     sl_order_price = max(last_isolated_point, sl_order_price)
+                        sl_order_price = last_isolated_point['low']
+                    else:
+                    #     sl_order_price = min(last_isolated_point, sl_order_price)
+                        sl_order_price = last_isolated_point['high']
+                       
+                    self.logger.debug(f"{symbol}: - {side} ,止损价={sl_order_price} 孤立点=\n{last_isolated_point} ")
+
 
         
         last_sl_price= self.global_symbol_stop_loss_price.get(symbol,None)  
@@ -929,7 +966,8 @@ 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