openfund-taker 2.0.3__tar.gz → 2.0.5__tar.gz

{openfund_taker-2.0.3 → openfund_taker-2.0.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.0.3
+Version: 2.0.5
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.0.3 → openfund_taker-2.0.5}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-taker"
-version = "2.0.3"
+version = "2.0.5"
 description = "Openfund-taker"
 authors = []
 readme = "README.md"
@@ -20,7 +20,7 @@ pyyaml = "^6.0.2"
 pytest = "^7.4.4"
 pytest-mock = "^3.14.0"
 pytest-asyncio = "^0.23.3"
-
+pytest-cov = "^6.1.1"
 
 
 [[tool.poetry.source]]

openfund_taker-2.0.5/src/taker/SMCSLAndTPTaker.py

@@ -0,0 +1,470 @@
+from typing import override
+import pandas as pd
+
+from taker.TrailingSLTaker import TrailingSLTaker
+
+class SMCSLAndTPTaker(TrailingSLTaker):
+    def __init__(self,g_config, platform_config, feishu_webhook=None, monitor_interval=4,logger=None):
+        super().__init__(g_config, platform_config, feishu_webhook, monitor_interval,logger)
+        self.global_symbol_take_profit_flag = {} # 记录每个symbol是否设置全局止盈标志
+        self.global_symbol_take_profit_price = {} # 记录每个symbol的止盈价格
+        self.htf_liquidities = {}
+       
+    @override  
+    def check_reverse_position(self,symbol,position,pair_config):
+        """
+        检查是否有反向持仓
+        """
+        self.logger.debug(f"{symbol}: 检查LTF-Struceture是否市价清仓。")
+        # 根据LTF的Struceture识别
+        
+    def format_klines(self,klines) -> pd.DataFrame:
+       
+        """_summary_
+            格式化K线数据
+        Args:
+            klines (_type_): _description_
+        """
+        klines_df = pd.DataFrame(klines, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume']) 
+        # 转换时间戳为日期时间
+        klines_df['timestamp'] = pd.to_datetime(klines_df['timestamp'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
+        
+        return klines_df
+     
+    def build_struct(self, df, prd=20, check_bounds=True, global_extremum=False) :
+        
+        """_summary_
+            构建SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
+        """
+        data = df.copy()
+        data['Up'] = None
+        data['Dn'] = None
+        data['iUp'] = None
+        data['iDn'] = None
+        data['pos'] = 0
+        data['pattern'] = None
+
+        # 初始化 Up 和 Dn 的第一个值
+        data.at[0, 'Up'] = data.at[0, 'high']
+        data.at[0, 'Dn'] = data.at[0, 'low']
+        
+
+        for index in range(1, len(data)):
+      
+            data.at[index, 'Up'] = max(data.at[index - 1, 'Up'], data.at[index, 'high'])
+            data.at[index, 'Dn'] = min(data.at[index - 1, 'Dn'], data.at[index, 'low'])
+            data.at[index, 'pos'] = data.at[index - 1, 'pos']
+            data.at[index, 'iUp'] = data.at[max(0,index - 1), 'iUp'] if data.at[max(0,index - 1), 'iUp'] is not None else index
+            data.at[index, 'iDn'] = data.at[max(0,index - 1), 'iDn'] if data.at[max(0,index - 1), 'iDn'] is not None else index
+
+            # 寻找枢轴高点和低点
+            pvtHi = self.is_pivot_high(data, index, prd, check_bounds)
+            pvtLo = self.is_pivot_low(data, index, prd, check_bounds)
+
+            if pvtHi:
+                data.at[index, 'Up'] = data.at[index, 'high']
+                data.at[index, 'iUp'] = index
+            if pvtLo:
+                data.at[index, 'Dn'] = data.at[index, 'low']
+                data.at[index, 'iDn'] = index
+            # 寻找Bullish结构
+            if data.at[index, 'Up'] > data.at[index - 1, 'Up']:
+                data.at[index, 'iUp'] = index # TODO
+                if data.at[index - 1, 'pos'] <= 0:
+                    # data.at[index, 'pattern'] = 'CHoCH (Bullish)'
+                    data.at[index, 'pattern'] = 'Bullish_CHoCH'
+                    data.at[index, 'pos'] = 1
+                elif data.at[index - 1, 'pos'] == 1 \
+                        and data.at[index - 1, 'Up'] == data.at[max(0,index - prd), 'Up']:               
+                    data.at[index, 'pattern'] = 'Bullish_SMS'
+                    data.at[index, 'pos'] = 2
+                    
+                elif data.at[index - 1, 'pos'] > 1 \
+                        and data.at[index - 1, 'Up'] == data.at[max(0,index - prd), 'Up']:                
+                    data.at[index, 'pattern'] = 'Bullish_BMS'
+                    data.at[index, 'pos'] = data.at[index - 1, 'pos'] + 1
+                    
+            elif global_extremum and data.at[index, 'Up'] < data.at[index - 1, 'Up']:
+                data.at[index, 'iUp'] = data.at[index - 1, 'iUp']
+        
+            # # 寻找Bearish结构
+            if data.at[index, 'Dn'] < data.at[index - 1, 'Dn']:
+                data.at[index, 'iDn'] = index # TODO
+                if data.at[index - 1, 'pos'] >= 0:
+                
+                    data.at[index, 'pattern'] = 'Bearish_CHoCH'
+                    data.at[index, 'pos'] = -1
+                elif data.at[index - 1, 'pos'] == -1  \
+                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - prd), 'Dn']:
+                    data.at[index, 'pattern'] = 'Bearish_SMS'
+                    data.at[index, 'pos'] = -2
+                elif data.at[index - 1, 'pos'] < -1  \
+                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - prd), 'Dn']:
+                    data.at[index, 'pattern'] = 'Bearish_BMS'
+                    data.at[index, 'pos'] = data.at[index - 1, 'pos'] - 1
+                    
+            elif global_extremum and data.at[index, 'Dn'] > data.at[index - 1, 'Dn']:
+                data.at[index, 'iDn'] = data.at[index - 1, 'iDn']
+                
+        return data
+            
+    def detect_struct(self, data, prd=20, check_valid_range=True, struct_key=None, check_bounds=True, global_extremum=False) -> dict:
+        """_summary_    
+            识别智能资金结构
+        
+        :param data: 包含 'high' 和 'low' 列的 DataFrame
+        :param prd: 结构周期
+        :param s1: 结构响应布尔值
+        :param resp: 响应周期
+        :return: 包含结构识别结果的 DataFrame
+        """
+
+        data = self.build_struct(data, prd, check_bounds, global_extremum)
+               
+        
+        # 获取最后一个结构和位置
+        last_struct = {
+            "struct": None,
+            "index": -1,
+            "pivot_high": None,
+            "pivot_high_index": -1,
+            "pivot_low": None,
+            "pivot_low_index": -1,
+            "side": None
+            
+        }
+        
+        pivot_high_index = last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
+        pivot_low_index = last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
+        
+        last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
+        last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
+        
+        for i in range(len(data)-1, -1, -1):
+            if check_valid_range:
+                # 检查是否在pivot_high_index和pivot_low_index之间的有效范围内
+                if data.at[i, 'iUp'] != -1 and data.at[i, 'iDn'] != -1:
+                    # pivot_high_index = data.at[i, 'iUp'] 
+                    # pivot_low_index = data.at[i, 'iDn']
+                    if i < min(pivot_high_index, pivot_low_index) or i > max(pivot_high_index, pivot_low_index):
+                        continue
+            
+            if data.at[i, 'pattern'] is not None:
+                if struct_key is not None and struct_key not in data.at[i, 'pattern']:
+                    continue
+                last_struct["struct"] = data.at[i, 'pattern']
+                last_struct["index"] = i
+               
+                break
+        
+        if last_struct['struct'] is not None :
+            # 找到最后一个结构的枢轴高点和低点，如果当前是孤立点，则取前一个孤立点
+            # 判断交易方向
+            if 'Bearish' in last_struct["struct"]:
+                last_struct["side"] = 'sell'
+            else :
+                last_struct["side"] = 'buy'
+        else:
+            last_struct['struct'] = 'None'
+            last_struct["index"] = -1
+
+            
+        return last_struct
+ 
+    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
+        :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
+        :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)
+    @override
+    def set_stop_loss_take_profit(self, symbol, position, stop_loss_price=None,take_profit_price=None) -> bool:
+        if not stop_loss_price :
+            self.logger.warning(f"{symbol}: No stop loss price or take profit price provided for {symbol}")
+            return False   
+        if not position:
+            self.logger.warning(f"{symbol}: No position found for {symbol}")
+            return False
+
+        return self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=stop_loss_price) 
+    
+              
+    def set_sl_by_profit(self, symbol, position, profit, pair_config, kLines=None):
+        
+        """
+        根据利润设置止损价
+        Args:
+            symbol: 交易对
+            position: 仓位信息
+            profit: 利润
+            pair_config: 交易对配置
+        """
+
+        total_profit = profit      
+
+        current_tier = '无'
+        # 各档止盈逻辑
+        # 确定当前盈利档位
+        if total_profit >= self.second_trail_profit_threshold:
+            current_tier = "高档"
+     
+        elif total_profit>= self.first_trail_profit_threshold:
+            current_tier = "中档"
+         
+        elif total_profit >= self.low_trail_profit_threshold:
+            current_tier = "低档"
+         
+        # 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)),
+                         
+            },
+            "中档": {
+                "stop_loss_pct": float(pair_config.get('trail_stop_loss_pct',self.trail_stop_loss_pct)),
+            
+            },
+            "高档": {
+                "stop_loss_pct": float(pair_config.get('higher_trail_stop_loss_pct',self.higher_trail_stop_loss_pct)),
+
+            }
+        }
+
+        if current_tier in tier_config:
+            config = tier_config[current_tier]        
+
+            
+            # 计算回撤止损价格
+            sl_price = self.calculate_stop_loss_price(
+                symbol=symbol, 
+                position=position,
+                stop_loss_pct=config['stop_loss_pct']
+            )
+            
+            # 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")
+                return
+                
+            # 移动止损保护
+            if_success =  self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=sl_price)
+            
+            if if_success:
+                # 更新回撤止损价格
+         
+                self.global_symbol_stop_loss_price[symbol] = sl_price
+                self.global_symbol_stop_loss_flag[symbol] = True
+             
+                
+                # 发送通知
+                msg = (f"{symbol}: 盈利达到【{current_tier}】阈值，最高总盈利: {cur_highest_total_profit:.2f}%,"
+                      f"当前盈利回撤到: {total_profit:.2f}%，市场价格:{position['markPrice']},"
+                      f"设置回撤止损位: {sl_price:.9f}")
+                self.logger.info(msg)
+                self.send_feishu_notification(msg)
+                
+        else:
+
+            # 默认全局止损            
+            self.set_global_stop_loss(symbol=symbol, position=position, pair_config=pair_config ,kLines = kLines)
+        
+    def find_liquidity(self, symbol, data, side) -> pd.DataFrame:
+        """
+        寻找流动性，根据side判断是做多还是做空，做多则寻找iUp，做空则寻找iDn
+        Args:
+            symbol (str): 交易对
+            data (pd.DataFrame): 数据
+            side (str): 交易方向，'long' 或'short'
+        """
+        df = data.copy()
+        
+        is_buy = side == 'long'
+
+        col_prefix = 'iUp' if is_buy else 'iDn'
+        price_col = 'Up' if is_buy else 'Dn'
+        
+        return df[df.index == df[col_prefix]].sort_index(ascending=False)
+    
+    def detect_liquidity(self, symbol, data, side , market_price) -> pd.DataFrame:
+        """
+        校对流动性，用市场价格校验流动性是否有效,做多则流动性在市场价格之上，做空流动性要在市场价格之下。
+        Args:
+            symbol (str): 交易对
+            side (str): 交易方向，'long' 或 'short'
+            df_liquidities (pd.DataFrame): 流动性数据
+            market_price (float): 当前市场价格
+            
+        """
+        df_liquidities = self.find_liquidity(symbol, data, side)
+
+        df_valid_liquidities = df_liquidities.copy()
+        is_buy = side == 'long'
+        col_prefix = 'iUp' if is_buy else 'iDn'
+        price_col = 'Up' if is_buy else 'Dn'
+        
+        result_indices = []
+        current_price = float('-inf') if is_buy else float('inf')
+        current_i = float('inf') 
+        
+        # 遍历并筛选符合条件的记录
+        for idx, row in df_valid_liquidities.iterrows():
+            if is_buy:
+                if  row[price_col] > current_price and row[price_col] > market_price and row[col_prefix] < current_i:
+                    result_indices.append(idx)
+                    current_price = row[price_col]
+                    current_i = row[col_prefix]
+            else:
+                if  row[price_col] < current_price and row[price_col] < market_price and row[col_prefix] < current_i:
+                    result_indices.append(idx)
+                    current_price = row[price_col]
+                    current_i = row[col_prefix]
+                    
+        return df_valid_liquidities.loc[result_indices].sort_index(ascending=False)
+        
+    def calculate_tp_price_by_liquidity(self, symbol, position, df_liquidities, offset=1) -> float:
+        """_summary_
+        计算止盈价格，根据流动性，做多则止盈价格在流动性之上，做空则止盈价格在流动性之下。
+        Args:
+            symbol (_type_): _description_
+            position (_type_): _description_
+            df_liquidities (_type_): _description_
+
+        Returns:
+            float: _description_
+        """
+        tp_price = 0.0
+        market_price = float(position['markPrice'])
+        
+        is_buy = position['side'] == 'long'
+        price_col = 'Up' if is_buy else 'Dn'
+        
+        sl_price = self.global_symbol_stop_loss_price.get(symbol, 0.0)
+        entry_price = float(position['entryPrice'])
+        threshold = market_price 
+        if is_buy and sl_price > 0 :
+            threshold = (entry_price - sl_price ) * 1.5 + entry_price
+        elif not is_buy and sl_price > 0:
+            threshold =  entry_price - (sl_price - entry_price ) * 1.5
+
+        # 过滤有效的流动性价格
+        valid_mask = df_liquidities[price_col] > threshold if is_buy else df_liquidities[price_col] < threshold
+        df_valid_liquidities = df_liquidities[valid_mask]
+        
+        # 获取止盈价格
+        tp_price = df_valid_liquidities.iloc[0][price_col] if len(df_valid_liquidities) > 0 else 0.0
+        tick_size = self.get_tick_size(symbol)
+        
+        # 计算止盈价格 , 做多则止盈价格在流动性之下tick_size，做空则止盈价格在流动性之上tick_size。
+        if is_buy:
+            tp_price = tp_price - offset * tick_size
+        else:   
+            tp_price = tp_price + offset * tick_size
+            
+        
+        return tp_price
+    
+    @override
+    def close_all_cache(self):
+        super().close_all_cache()
+        self.htf_liquidities.clear()
+        self.global_symbol_take_profit_flag.clear()
+        self.global_symbol_take_profit_price.clear()
+
+    @override
+    def reset_all_cache(self, symbol):
+        super().reset_all_cache(symbol)
+        self.htf_liquidities[symbol] = None
+        self.global_symbol_take_profit_flag[symbol] = False
+        self.global_symbol_take_profit_price[symbol] = None
+           
+    def set_tp_by_structure(self, symbol, position, pair_config, htf_Klines=None):
+        """
+        根据结构设置止盈
+        """
+        # 如果已经触发过全局止盈，则跳过 
+        if self.global_symbol_take_profit_flag.get(symbol, False):            
+            self.logger.info(f"{symbol}: 已经设置过全局止盈 tp_price={self.global_symbol_take_profit_price[symbol]}")
+            return
+
+        smc_strategy = pair_config.get('smc_strategy',{})
+        htf = str(smc_strategy.get('HTF','15m')) 
+        htf_prd = int(smc_strategy.get('HTF_swing_points_length',3))    
+         
+        # 寻找HTF的流动性，作为止盈位置    
+        if htf_Klines is None:
+            htf_Klines = self.get_historical_klines(symbol=symbol, bar=htf)
+        htf_df = self.format_klines(htf_Klines)   
+        htf_df_with_struct = self.build_struct(df=htf_df,prd=htf_prd)  
+
+        # 寻找流动性
+        htf_liquidity = self.htf_liquidities.get(symbol,None)
+        if htf_liquidity is None:
+            htf_liquidity = self.detect_liquidity(symbol, htf_df_with_struct, position['side'], position['markPrice'])
+            self.htf_liquidities[symbol] = htf_liquidity
+        
+        if len(htf_liquidity) <= 0:
+            self.logger.info(f"{symbol} : 没有找到流动性，不设置止盈")
+            return
+        
+        tp_price = self.calculate_tp_price_by_liquidity(symbol, position, htf_liquidity)
+        
+        if self.set_take_profit(symbol, position, tp_price):
+            self.global_symbol_take_profit_flag[symbol] = True
+            self.global_symbol_take_profit_price[symbol] = tp_price
+            self.logger.info(f"{symbol} : [{position['side']}] 设置全局止盈价={tp_price}")
+    
+ 
+    def check_total_profit(self, symbol, position):
+        """
+        检查当前总盈利
+        """
+        pair_config = self.get_pair_config(symbol)  
+        total_profit = self.calculate_average_profit(symbol, position)     
+        cur_highest_total_profit = self.highest_total_profit.get(symbol, 0.0)    
+        if total_profit > cur_highest_total_profit:            
+            self.highest_total_profit[symbol] = total_profit
+        
+        msg = f"{symbol} : 盈利={total_profit:.2f}% 方向={position['side']} 开仓={position['entryPrice']:.6f} 市价={position['markPrice']:.6f}"
+        self.logger.info(msg)
+        self.send_feishu_notification(msg)    
+        
+        # self.cancel_all_algo_orders(symbol=symbol) 
+        
+        smc_strategy = pair_config.get('smc_strategy',{})
+        htf = str(smc_strategy.get('HTF','15m'))    
+        htf_Klines = self.get_historical_klines(symbol=symbol, bar=htf)
+          
+
+        # 1. 根据总盈利设置止损
+        self.set_sl_by_profit(symbol=symbol, position=position, profit=total_profit, pair_config=pair_config, kLines=htf_Klines)
+        
+        # 2. 根据结构设置止盈
+        self.set_tp_by_structure(symbol=symbol, position=position, pair_config=pair_config, htf_Klines=htf_Klines)
+        
+        
+        return
+     

{openfund_taker-2.0.3 → openfund_taker-2.0.5}/src/taker/TrailingSLAndTPTaker.py

@@ -6,17 +6,16 @@ from taker.TrailingSLTaker import TrailingSLTaker
 class TrailingSLAndTPTaker(TrailingSLTaker):
     def __init__(self,g_config, platform_config, feishu_webhook=None, monitor_interval=4,logger=None):
         super().__init__(g_config, platform_config, feishu_webhook, monitor_interval,logger)
-        self.all_TP_LS_ratio = float(platform_config.get("all_TP_LS_ratio",1.5)) #The profit-loss ratio 盈亏比
-        self.all_take_profit_pct = self.stop_loss_pct *  self.all_TP_LS_ratio
+        self.all_TP_SL_ratio = float(platform_config.get("all_TP_SL_ratio",1.5)) #The profit-loss ratio 盈亏比
+        self.all_take_profit_pct = self.stop_loss_pct *  self.all_TP_SL_ratio
    
     def set_stop_loss_take_profit(self, symbol, position, stop_loss_price=None, take_profit_price=None) -> bool:
         is_successful = super().set_stop_loss_take_profit(symbol, position, stop_loss_price, take_profit_price)
-        # take_profile_pct = self.stop_loss_pct *  2
+        
         order_take_profit_price = take_profit_price
         if take_profit_price is None:
             order_take_profit_price = self.calculate_take_profile_price(symbol, position, self.all_take_profit_pct)
-            is_successful = self.set_take_profit(symbol, position, order_take_profit_price)
-    
+            is_successful = self.set_take_profit(symbol, position, order_take_profit_price)    
         
         return is_successful
 

{openfund_taker-2.0.3 → openfund_taker-2.0.5}/src/taker/TrailingSLTaker.py

@@ -122,18 +122,25 @@ class TrailingSLTaker:
 
     # 获取历史K线，不包含最新的一条
     def get_historical_klines_except_last(self,symbol, bar='1m', limit=241):
-        # response = market_api.get_candlesticks(instId, bar=bar, limit=limit)
+  
+        klines = self.get_historical_klines(symbol, bar=bar, limit=limit)
+        return klines[:-1]
+
+
+    def get_historical_klines(self,symbol, bar='1m', limit=241):
+        
         params = {
             # 'instId': instId,
         }
         klines = self.exchange.fetch_ohlcv(symbol, timeframe=bar,limit=limit,params=params)
-        # if 'data' in response and len(response['data']) > 0:
+        
         if klines :
-            # return response['data']
-            return klines[:-1]
+            
+            return klines
         else:
             raise ValueError("Unexpected response structure or missing candlestick data")
 
+
     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
@@ -323,8 +330,8 @@ class TrailingSLTaker:
 
             # 根据情况 重新修正止损         
             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)
+           
+            self.set_global_stop_loss(symbol=symbol,position=position, pair_config=pair_config, stop_loss_pct=order_stop_loss_pct)
 
                 
         except Exception as e:
@@ -456,6 +463,9 @@ class TrailingSLTaker:
             self.logger.warning(f"{symbol}: No position found for {symbol}")
             return False
         
+        # 取消所有策略订单
+        self.cancel_all_algo_orders(symbol=symbol)
+        
         if_stop_loss_success = True
         if_take_profit_success = True
         
@@ -560,10 +570,6 @@ class TrailingSLTaker:
             self.logger.warning(f"{symbol}: amount is 0 for {symbol}")
             return
 
-        # 取消所有策略订单
-        self.cancel_all_algo_orders(symbol=symbol)
-
-
         # 止损单逻辑 
         adjusted_price = self.round_price_to_tick(symbol, stop_loss_price)
         
@@ -638,17 +644,17 @@ class TrailingSLTaker:
         return True
 
             
-    def set_global_stop_loss(self, symbol, position, stop_loss_pct=None,find_swing_point=False):
+    def set_global_stop_loss(self, symbol, position, pair_config , stop_loss_pct=None, kLines=None):
         """设置全局止损
         
         Args:
             symbol: 交易对
             position: 持仓信息
-            side: 持仓方向
-            stop_loss_algo: 止损算法信息
+            pair_config: 交易对配置
+            
         """
         # 如果已经触发过全局止损并且有止损单，则跳过
-        self.logger.debug(f"{symbol} - 是否设置过全局止损 {self.global_symbol_stop_loss_flag.get(symbol, False)} ")  
+        self.logger.debug(f"{symbol} : 是否设置过全局止损 {self.global_symbol_stop_loss_flag.get(symbol, False)} ")  
         if self.global_symbol_stop_loss_flag.get(symbol, False):
             return
       
@@ -660,17 +666,17 @@ class TrailingSLTaker:
         side = position['side'] 
         mark_price = position['markPrice']
         if side == 'long':
-            tp_price = position['entryPrice'] * (1 + stop_loss_pct*2/100)
+            # tp_price = position['entryPrice'] * (1 + stop_loss_pct*2/100)
             sl_price = position['entryPrice'] * (1 - stop_loss_pct/100)
   
             
         elif side == 'short': 
-            tp_price = position['entryPrice'] * (1 - stop_loss_pct*2/100)
+            # tp_price = position['entryPrice'] * (1 - stop_loss_pct*2/100)
             sl_price = position['entryPrice'] * (1 + stop_loss_pct/100)
        
             
         sl_order_price = float(self.round_price_to_tick(symbol, sl_price))
-        tp_order_price = float(self.round_price_to_tick(symbol, tp_price))
+        # tp_order_price = float(self.round_price_to_tick(symbol, tp_price))
         
         # 验证止损价格是否合理20250312
         mark_price = float(position['markPrice'])
@@ -686,32 +692,33 @@ class TrailingSLTaker:
                 return
                 
         # 250228 没有指定止损回撤阈值stop_loss_pct...
-        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)   
+        open_swing_point = pair_config.get('open_swing_point', False)
+        if open_swing_point :
+            if kLines is None :
+                klines_period = str(pair_config.get('klines_period', '1m'))
+                kLines = self.get_historical_klines(symbol=symbol,bar=klines_period)               
+       
             swing_points_length = pair_config.get('swing_points_length', 20)
-            if kLines:   
-                isolated_points = self.get_last_solated_point(symbol ,position , kLines,prd=swing_points_length)  
-            
-                if len(isolated_points) > 0 :
-                    last_isolated_point = isolated_points[0]
-                                       
-                    if side == 'long':
-                    #     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} ")
+            isolated_points = self.get_last_solated_point(symbol ,position , kLines,prd=swing_points_length)  
+        
+            if len(isolated_points) > 0 :
+                last_isolated_point = isolated_points[0]
+                                    
+                if side == 'long':
+                
+                    sl_order_price = min(last_isolated_point['low'],sl_order_price)
+                else:
+                
+                    sl_order_price = max(last_isolated_point['high'],sl_order_price)
+                    
+                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)  
         if last_sl_price is not None and last_sl_price == sl_order_price:
             self.global_symbol_stop_loss_flag[symbol] = True
-            self.logger.debug(f"{symbol}: - {side} ,全局止损价没变化: {last_sl_price} = {sl_order_price}")
+            self.logger.debug(f"{symbol} : [{side}] 全局止损价没变化, {last_sl_price} = {sl_order_price}")
             return 
             
         try:
@@ -719,23 +726,23 @@ class TrailingSLTaker:
             if_success = self.set_stop_loss_take_profit(
                 symbol=symbol,
                 position=position,
-                stop_loss_price=sl_order_price,
-                take_profit_price=tp_order_price
+                stop_loss_price=sl_order_price
+                # take_profit_price=tp_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: {sl_order_price}")
+                self.logger.info(f"{symbol} : [{side}] 设置全局止损价={sl_order_price}")
                 self.global_symbol_stop_loss_flag[symbol] = True
                 self.global_symbol_stop_loss_price[symbol] = sl_order_price
                 
         except Exception as e:
-            error_msg = f"{symbol} - 设置止损时发生错误: {str(e)}"
+            error_msg = f"{symbol} : 设置止损时发生错误, {str(e)}"
             self.logger.error(error_msg)
             self.send_feishu_notification(error_msg)  
     
     def calculate_take_profile_price(self, symbol, position, take_profile_pct, offset=1) -> float:
-        tick_size = float(self.exchange.market(symbol)['precision']['price'])
-        # market_price = position['markPrice']
+        tick_size = self.get_tick_size(symbol)
+
         entry_price = position['entryPrice']
         side = position['side']
 
@@ -966,11 +973,20 @@ class TrailingSLTaker:
         else:
 
             # 默认全局止损
-            find_swing_point = pair_config.get('open_swing_point', False)
-            self.set_global_stop_loss(symbol, position, find_swing_point=find_swing_point)
+           
+            self.set_global_stop_loss(symbol, position, pair_config)
             self.logger.info(f"{symbol}: 全局止损阈值: {self.stop_loss_pct:.2f}%")
             
         return
+    
+    def close_all_cache(self):
+        self.reset_highest_profit_and_tier()
+        self.reset_take_profie()
+        self.positions_entry_price= {}
+    
+    def reset_all_cache(self, symbol):
+        self.reset_highest_profit_and_tier(symbol)
+        self.reset_take_profie(symbol)
         
     def monitor_total_profit(self):
         self.logger.info("启动主循环，开始监控总盈利...")
@@ -983,9 +999,7 @@ class TrailingSLTaker:
                 # 检查是否有仓位
                 if not positions:
                     # self.logger.debug("没有持仓，等待下一次检查...")
-                    self.reset_highest_profit_and_tier()
-                    self.reset_take_profie()
-                    self.positions_entry_price= {}
+                    self.close_all_cache()
                     time.sleep(1)
                     continue
                 
@@ -1006,8 +1020,7 @@ class TrailingSLTaker:
                     # 检查仓位是否有变化
                     if symbol in self.positions_entry_price and cur_entry_price != self.positions_entry_price[symbol]:
                         # 新开仓
-                        self.reset_highest_profit_and_tier(symbol)
-                        self.reset_take_profie(symbol)
+                        self.reset_all_cache(symbol)
                         self.positions_entry_price[symbol] = cur_entry_price
                         
                     self.check_total_profit(symbol, position)

{openfund_taker-2.0.3 → openfund_taker-2.0.5}/src/taker/main.py

@@ -5,6 +5,7 @@ from logging.handlers import TimedRotatingFileHandler
 from taker.TrailingSLTaker import TrailingSLTaker
 from taker.TrailingSLAndTPTaker import TrailingSLAndTPTaker
 from taker.ThreeLineTradingTaker import ThreeLineTradingTaker
+from taker.SMCSLAndTPTaker import SMCSLAndTPTaker
 
 def build_logger(log_config) -> logging.Logger:
             # 配置日志