openfund-taker 2.0.5__py3-none-any.whl → 2.1.0__py3-none-any.whl

{openfund_taker-2.0.5.dist-info → openfund_taker-2.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.0.5
+Version: 2.1.0
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.0.5.dist-info → openfund_taker-2.1.0.dist-info}/RECORD

@@ -1,8 +1,8 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
-taker/SMCSLAndTPTaker.py,sha256=sBwHFA2BY4QaJy6PZDSmbC8OW3GgokW0hiF-Dyq3Sn0,20283
+taker/SMCSLAndTPTaker.py,sha256=rCWoZX3ajjXCeMvBRfGy_WCClsv9UBRc4Ki5CWhRpqY,20670
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
-taker/TrailingSLAndTPTaker.py,sha256=0zcI8PZ9C2cQAeCrt6sjF3q9VUyPVnaiQApVGDrTdUs,1099
-taker/TrailingSLTaker.py,sha256=ugfidaaNDAxvzE7IYfqEQY7FaIoFD5lUfKC6OJvrwvY,46290
+taker/TrailingSLAndTPTaker.py,sha256=OPD1ZNqyM8jZ7Im-bWm_6Cu4_qfwKmNZ30XpbP6-l00,2746
+taker/TrailingSLTaker.py,sha256=RF6Kip3SNw7glzwbI0Wcg5Zm1LKPrd-4uPqyvwDd0xw,47231
 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
@@ -11,7 +11,7 @@ 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=Ulz22BV34Mp8ugh-Dior1mIS8n8si8bMi5RCBit2G4U,2774
-openfund_taker-2.0.5.dist-info/METADATA,sha256=P3rR7LGukS2_cCNDRknbfIg1x7OLwOcpVZH9ES9XD60,7527
-openfund_taker-2.0.5.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-2.0.5.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-2.0.5.dist-info/RECORD,,
+openfund_taker-2.1.0.dist-info/METADATA,sha256=h9SUZZ3vuoYTqPjjeeVgh9UdIwO_DmwECi1YDLYVEPw,7527
+openfund_taker-2.1.0.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-2.1.0.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-2.1.0.dist-info/RECORD,,

taker/SMCSLAndTPTaker.py

@@ -9,6 +9,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         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 = {}
+        self.all_TP_SL_ratio = float(platform_config.get("all_TP_SL_ratio",1.5)) #The profit-loss ratio 盈亏比
        
     @override  
     def check_reverse_position(self,symbol,position,pair_config):
@@ -200,17 +201,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         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):
         
@@ -269,6 +260,8 @@ class SMCSLAndTPTaker(TrailingSLTaker):
             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
+            
+            self.cancel_all_algo_orders(symbol=symbol, attachType='SL')
                 
             # 移动止损保护
             if_success =  self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=sl_price)
@@ -278,7 +271,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
          
                 self.global_symbol_stop_loss_price[symbol] = sl_price
                 self.global_symbol_stop_loss_flag[symbol] = True
-             
+                cur_highest_total_profit = self.highest_total_profit.get(symbol, 0.0) 
                 
                 # 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}%,"
@@ -345,37 +338,45 @@ class SMCSLAndTPTaker(TrailingSLTaker):
                     
         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:
+    def calculate_tp_price_by_liquidity(self, symbol, position, df_liquidities, tp_sl_ratio=1.5, 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_
+            strategy (_type_): _description_
+            offset (int, optional): _description_. Defaults to 1.
 
         Returns:
             float: _description_
-        """
+        """        
+        
         tp_price = 0.0
-        market_price = float(position['markPrice'])
+        # 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)
+        sl_price = self.global_symbol_stop_loss_price.get(symbol, float(position['markPrice']))
         entry_price = float(position['entryPrice'])
-        threshold = market_price 
+        threshold = 0.0
         if is_buy and sl_price > 0 :
-            threshold = (entry_price - sl_price ) * 1.5 + entry_price
+            threshold = float(self.round_price_to_tick(symbol, (entry_price - sl_price ) * tp_sl_ratio + entry_price))
         elif not is_buy and sl_price > 0:
-            threshold =  entry_price - (sl_price - entry_price ) * 1.5
+            threshold = float(self.round_price_to_tick(symbol, entry_price - (sl_price - entry_price ) * tp_sl_ratio))
+         
 
         # 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]
-        
+        self.logger.debug(f"{symbol} : threshold={threshold} sl_price={sl_price} 有效的流动=\n {df_valid_liquidities[['timestamp','Up','Dn']]}")
         # 获取止盈价格
-        tp_price = df_valid_liquidities.iloc[0][price_col] if len(df_valid_liquidities) > 0 else 0.0
+        tp_price = df_valid_liquidities.iloc[0][price_col] if len(df_valid_liquidities) > 0 else threshold
+        if is_buy:
+            tp_price = max(tp_price, threshold)
+        else:
+            tp_price = min(tp_price, threshold)
         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。
@@ -394,6 +395,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         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)
@@ -429,8 +431,10 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         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, self.all_TP_SL_ratio)
         
-        tp_price = self.calculate_tp_price_by_liquidity(symbol, position, htf_liquidity)
+        self.cancel_all_algo_orders(symbol=symbol, attachType='TP')
         
         if self.set_take_profit(symbol, position, tp_price):
             self.global_symbol_take_profit_flag[symbol] = True

taker/TrailingSLAndTPTaker.py

@@ -1,4 +1,5 @@
 
+from typing import override
 from taker.TrailingSLTaker import TrailingSLTaker
 '''
 自动设置移动止损单
@@ -6,11 +7,35 @@ 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.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.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)
+        if not stop_loss_price and not take_profit_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
+        
+        # 取消所有策略订单
+        if_success = self.cancel_all_algo_orders(symbol=symbol)
+        
+        if if_success:
+            self.global_symbol_stop_loss_price[symbol] = None
+            self.global_symbol_stop_loss_flag[symbol] = False
+            return
+        
+        if_stop_loss_success ,if_take_profit_success  = True , True     
+        
+        if stop_loss_price :
+            if_stop_loss_success = self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=stop_loss_price)
+        if take_profit_price :
+            if_take_profit_success = self.set_take_profit(symbol=symbol, position=position, take_profit_price=take_profit_price)
+            
+        is_successful =  if_stop_loss_success and if_take_profit_success
         
         order_take_profit_price = take_profit_price
         if take_profit_price is None:
@@ -18,4 +43,15 @@ class TrailingSLAndTPTaker(TrailingSLTaker):
             is_successful = self.set_take_profit(symbol, position, order_take_profit_price)    
         
         return is_successful
-
+    
+    @override
+    def close_all_cache(self):
+        super().close_all_cache()
+        self.global_symbol_take_profit_flag.clear()
+        self.global_symbol_take_profit_price.clear()
+    @override    
+    def reset_all_cache(self, symbol):
+        self.reset_highest_profit_and_tier(symbol)
+        self.reset_take_profie(symbol)
+        self.global_symbol_take_profit_flag[symbol] = False
+        self.global_symbol_take_profit_price[symbol] = None

taker/TrailingSLTaker.py

@@ -40,6 +40,7 @@ class TrailingSLTaker:
                 
         self.global_symbol_stop_loss_flag = {} # 记录每个symbol是否设置全局止损
         self.global_symbol_stop_loss_price = {} # 记录每个symbol的止损价格
+        
         # 保留在止盈挂单中最高最低两个价格，计算止盈价格。
         self.max_market_price = {}
         self.min_market_price = {}
@@ -403,7 +404,7 @@ class TrailingSLTaker:
             self.highest_total_profit[symbol] = 0.0
 
         # self.logger.debug("已重置最高总盈利")
-    # FIXME 目前只支持 单symbol
+  
     def reset_take_profie(self,symbol=None):
         if not symbol:
             self.global_symbol_stop_loss_price.clear()
@@ -431,50 +432,66 @@ class TrailingSLTaker:
         return f"{adjusted_price:.{tick_decimals}f}"
         # 放弃当前委托
     
-    def cancel_all_algo_orders(self,symbol):
+    def cancel_all_algo_orders(self, symbol, attachType=None) -> bool:
+        """_summary_
+
+        Args:
+            symbol (_type_): _description_
+            attachType (_type_, optional): "TP"|"SL". Defaults to None.
+        """
         
         params = {
             "ordType": "conditional",
         }
         orders = self.fetch_open_orders(symbol=symbol,params=params)
         # 如果没有委托订单则直接返回
-        if not orders:
+        if len(orders) == 0:           
             self.global_symbol_stop_loss_flag[symbol] = False
             self.logger.debug(f"{symbol} 未设置策略订单列表。")
             return
      
-        algo_ids = [order['info']['algoId'] for order in orders if 'info' in order and 'algoId' in order['info']]
+        # algo_ids = [order['info']['algoId'] for order in orders if 'info' in order and 'algoId' in order['info']]
+        algo_ids = []
+        if attachType and attachType == 'SL':
+            algo_ids = [order['id'] for order in orders if order['stopLossPrice'] and order['stopLossPrice'] > 0.0 ]
+        elif attachType and attachType == 'TP':
+            algo_ids = [order['id'] for order in orders if order['takeProfitPrice'] and order['takeProfitPrice'] > 0.0]
+        else :
+            algo_ids = [order['id'] for order in orders ]
+            
+        if len(algo_ids) == 0 :         
+            self.logger.debug(f"{symbol} 未设置策略订单列表。")
+            return
+        
         try:
             params = {
                 "algoId": algo_ids,
                 "trigger": 'trigger'
             }
             rs = self.exchange.cancel_orders(ids=algo_ids, symbol=symbol, params=params)
-            self.global_symbol_stop_loss_flag[symbol] = False
+            
+            return len(rs) > 0
+            # self.global_symbol_stop_loss_flag[symbol] = False
             # self.logger.debug(f"Order {algo_ids} cancelled:{rs}")
         except Exception as e:
             self.logger.error(f"{symbol} Error cancelling order {algo_ids}: {e}")
       
     def set_stop_loss_take_profit(self, symbol, position, stop_loss_price=None,take_profit_price=None) -> bool:
-        if not stop_loss_price and not take_profit_price:
+        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
         
-        # 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
-        
-        if stop_loss_price :
-            if_stop_loss_success = self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=stop_loss_price)
-        if take_profit_price :
-            if_take_profit_success = self.set_take_profit(symbol=symbol, position=position, take_profit_price=take_profit_price)
-            
-        return if_stop_loss_success and if_take_profit_success
+   
+        if self.cancel_all_algo_orders(symbol=symbol, attachType='SL'):
+            self.global_symbol_stop_loss_flag[symbol] = False
+            return
+
+        return self.set_stop_loss(symbol=symbol, position=position, stop_loss_price=stop_loss_price) 
+    
+
           
     def set_take_profit(self, symbol, position, take_profit_price=None) -> bool:
 
@@ -485,8 +502,6 @@ 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, take_profit_price)
@@ -561,8 +576,15 @@ class TrailingSLTaker:
         
 
             
-    def set_stop_loss(self, symbol, position, stop_loss_price=None , ord_type='market') -> bool:
-  
+    def set_stop_loss(self, symbol, position, stop_loss_price=None , ord_type='conditional') -> bool:
+        """
+        设置止盈单
+        :param symbol: 交易对
+        :param position: 持仓信息
+        :param stop_loss_price: 止损价格
+        :param ord_type: 订单类型 ord_type: 'conditional'|'market'|'limit'
+        :return: 是否成功设置止盈单
+        """
         # 计算下单数量
         amount = abs(float(position['contracts']))
     
@@ -588,10 +610,7 @@ class TrailingSLTaker:
         if ord_type == 'limit':
             sl_params['slOrdPx'] = adjusted_price
         
-        side = 'short' 
-        if position['side'] == side: # 和持仓反向相反下单
-            side ='long'
-            
+        side = 'long' if position['side'] == 'short' else 'short' # 和持仓反向相反下单
         orderSide = 'buy' if side == 'long' else 'sell'
     
         max_retries = 3
@@ -605,7 +624,7 @@ class TrailingSLTaker:
                 self.exchange.create_order(
                     symbol=symbol,
                     # type='optimal_limit_ioc',
-                    type='conditional',
+                    type=ord_type,
                     # type='limit',
                     price=adjusted_price,
                     side=orderSide,
@@ -614,8 +633,7 @@ class TrailingSLTaker:
                 )
                 self.logger.info(f"{symbol}: SL at {adjusted_price} Done.")
                 
-                break
-                
+                break               
                
             except ccxt.NetworkError as e:
                 # 处理网络相关错误
@@ -654,7 +672,7 @@ class TrailingSLTaker:
             
         """
         # 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)} ={self.global_symbol_stop_loss_price.get(symbol, 0.0)}")  
         if self.global_symbol_stop_loss_flag.get(symbol, False):
             return
       
@@ -715,8 +733,8 @@ class TrailingSLTaker:
 
 
         
-        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:
+        last_sl_price= self.global_symbol_stop_loss_price.get(symbol,0.0)  
+        if last_sl_price != 0.0 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}")
             return 
@@ -955,7 +973,7 @@ class TrailingSLTaker:
                 return
                 
             # 设置止损
-            if_success = self.set_stop_loss_take_profit(symbol, position, stop_loss_price=sl_price)
+            if_success = self.set_stop_loss(symbol, position, stop_loss_price=sl_price)
             
             if if_success:
                 # 更新回撤止损价格
@@ -1023,6 +1041,10 @@ class TrailingSLTaker:
                         self.reset_all_cache(symbol)
                         self.positions_entry_price[symbol] = cur_entry_price
                         
+                        msg = f"{symbol} : ## 新开仓。 入场方向={position['side']} 入场价格={cur_entry_price} ##"
+                        self.logger.info(msg)
+                        self.send_feishu_notification(msg)
+                        
                     self.check_total_profit(symbol, position)
                     time.sleep(0.1) 
                     # 检查仓位和挂单是否有问题