openfund-taker 2.0.6__py3-none-any.whl → 2.1.1__py3-none-any.whl

{openfund_taker-2.0.6.dist-info → openfund_taker-2.1.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.0.6
+Version: 2.1.1
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.0.6.dist-info → openfund_taker-2.1.1.dist-info}/RECORD

@@ -1,8 +1,8 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
-taker/SMCSLAndTPTaker.py,sha256=LsigckUTA3Hu9HCrZTPjnkPrf-MNiPNZNPof-JMpJxc,20437
+taker/SMCSLAndTPTaker.py,sha256=nBCT6bRxD5ZP8HJRYTSALNIAiHdZwukvpyDn99J6_T4,20821
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
 taker/TrailingSLAndTPTaker.py,sha256=OPD1ZNqyM8jZ7Im-bWm_6Cu4_qfwKmNZ30XpbP6-l00,2746
-taker/TrailingSLTaker.py,sha256=1BNmvyK06sp5-dFW6GcYVHd3FqMcHzKQjm1U-9nFnno,46921
+taker/TrailingSLTaker.py,sha256=KpQKPiUtBiP2uursW9gMnyFbiTzZJwYUSrX5UOAZ_NE,47301
 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-2.0.6.dist-info/METADATA,sha256=ihptvIDo87yqixvlIb6M708tN8EGjE0jzLUG4eXW5l4,7527
-openfund_taker-2.0.6.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-2.0.6.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-2.0.6.dist-info/RECORD,,
+openfund_taker-2.1.1.dist-info/METADATA,sha256=oYLwkyUp-G4kD4E-oHGTSno6erhCOAtw5Osoo0DXCdw,7527
+openfund_taker-2.1.1.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-2.1.1.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-2.1.1.dist-info/RECORD,,

taker/SMCSLAndTPTaker.py

@@ -283,7 +283,10 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         else:
 
             # 默认全局止损            
-            self.set_global_stop_loss(symbol=symbol, position=position, pair_config=pair_config ,kLines = kLines)
+            if_success = self.set_global_stop_loss(symbol=symbol, position=position, pair_config=pair_config ,kLines = kLines)
+            if if_success:
+                # 更新回撤止损价格
+                self.global_symbol_take_profit_flag[symbol] = False
         
     def find_liquidity(self, symbol, data, side) -> pd.DataFrame:
         """
@@ -360,19 +363,23 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         
         sl_price = self.global_symbol_stop_loss_price.get(symbol, float(position['markPrice']))
         entry_price = float(position['entryPrice'])
-       
+        threshold = 0.0
         if is_buy and sl_price > 0 :
-            threshold = (entry_price - sl_price ) * tp_sl_ratio + 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 ) * tp_sl_ratio
-        
+            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。

taker/TrailingSLTaker.py

@@ -662,7 +662,7 @@ class TrailingSLTaker:
         return True
 
             
-    def set_global_stop_loss(self, symbol, position, pair_config , stop_loss_pct=None, kLines=None):
+    def set_global_stop_loss(self, symbol, position, pair_config , stop_loss_pct=None, kLines=None) -> bool:
         """设置全局止损
         
         Args:
@@ -672,7 +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)} global_sl_price={self.global_symbol_stop_loss_price.get(symbol, 0.0)}")  
         if self.global_symbol_stop_loss_flag.get(symbol, False):
             return
       
@@ -753,6 +753,8 @@ class TrailingSLTaker:
                 self.global_symbol_stop_loss_flag[symbol] = True
                 self.global_symbol_stop_loss_price[symbol] = sl_order_price
                 
+            return if_success
+                
         except Exception as e:
             error_msg = f"{symbol} : 设置止损时发生错误, {str(e)}"
             self.logger.error(error_msg)
@@ -1041,6 +1043,10 @@ 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