openfund-taker 2.1.14__py3-none-any.whl → 2.1.16__py3-none-any.whl

{openfund_taker-2.1.14.dist-info → openfund_taker-2.1.16.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.1.14
+Version: 2.1.16
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.1.14.dist-info → openfund_taker-2.1.16.dist-info}/RECORD

@@ -1,8 +1,8 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
-taker/SMCSLAndTPTaker.py,sha256=7Gfq4v6nnK-zVdXKe1-lhLlzfTg8BOEmhlRJ81vjDLA,20743
+taker/SMCSLAndTPTaker.py,sha256=wIm8UNlEwET9D5XtthEv7HPqEATZTENgOPU2eDgacNU,23823
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
 taker/TrailingSLAndTPTaker.py,sha256=OPD1ZNqyM8jZ7Im-bWm_6Cu4_qfwKmNZ30XpbP6-l00,2746
-taker/TrailingSLTaker.py,sha256=CIjlYqIM_1h4GTMGnCV67SQnk0QryPDL3u_kXJ3qioc,47853
+taker/TrailingSLTaker.py,sha256=m2ltc3A8CaKKuaq4Zb-6bxYVjrHgmSuqA0rxmyzMXrc,47150
 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=-EdrzLG6xK0nauItj3eRC8_xva2PnS9CQdzeFJI-6Wc,2769
-openfund_taker-2.1.14.dist-info/METADATA,sha256=gDxo5iUe4Pl5pNdTwkzpL6iBbq6bxdADoQ2bCbIQDiI,7528
-openfund_taker-2.1.14.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-2.1.14.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-2.1.14.dist-info/RECORD,,
+openfund_taker-2.1.16.dist-info/METADATA,sha256=LyNQFiOpfWhMC85pj-yth_qeoP2-ckYD8lAxKAU7u9I,7528
+openfund_taker-2.1.16.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+openfund_taker-2.1.16.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-2.1.16.dist-info/RECORD,,

{openfund_taker-2.1.14.dist-info → openfund_taker-2.1.16.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.0.1
+Generator: poetry-core 2.1.3
 Root-Is-Purelib: true
 Tag: py3-none-any

taker/SMCSLAndTPTaker.py

@@ -202,6 +202,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
             position: 仓位信息
             profit: 利润
             pair_config: 交易对配置
+            kLines: K线数据
         """
 
         total_profit = profit      
@@ -278,26 +279,25 @@ class SMCSLAndTPTaker(TrailingSLTaker):
                 # 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:
+    def find_liquidity(self, symbol, data, liquidity_type="BSL") -> 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'
+            liquidity_type (str): 流动性类型，'BSL' 或 'BSL'
+            
         """
         df = data.copy()
         
-        is_buy = side == 'long'
-
-        col_prefix = 'iUp' if is_buy else 'iDn'
-        price_col = 'Up' if is_buy else 'Dn'
+        is_buy = liquidity_type == 'BSL'
+        col_prefix = 'iDn' if is_buy else 'iUp'
         
         return df[df.index == df[col_prefix]].sort_index(ascending=False)
     
-    def detect_liquidity(self, symbol, data, side , market_price) -> pd.DataFrame:
+    def detect_liquidity_for_TP(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。
+        TP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'
@@ -305,13 +305,17 @@ class SMCSLAndTPTaker(TrailingSLTaker):
             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'
         
+        # 设置TP,long寻找SSL,short寻找BSL
+        liquidity_type = 'SSL' if is_buy else 'BSL'
+        
+        df_liquidities = self.find_liquidity(symbol, data, liquidity_type=liquidity_type)
+
+        df_valid_liquidities = df_liquidities.copy()     
+                 
         result_indices = []
         current_price = float('-inf') if is_buy else float('inf')
         current_i = float('inf') 
@@ -330,6 +334,66 @@ class SMCSLAndTPTaker(TrailingSLTaker):
                     current_i = row[col_prefix]
                     
         return df_valid_liquidities.loc[result_indices].sort_index(ascending=False)
+    
+    def detect_liquidity_for_SL(self, symbol, data, side, market_price) -> pd.DataFrame:
+        """
+        SL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下，做空流动性要在市场价格之上。
+        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
+
+        """
+        is_buy = side == 'long'
+        col_prefix = 'iDn' if is_buy else 'iUp'
+        price_col = 'Dn' if is_buy else 'Up'
+        # 设置SL,long寻找BSL,short寻找SSL
+        liquidity_type = 'BSL' if is_buy else 'SSL'
+        
+        df_liquidities = self.find_liquidity(symbol, data, liquidity_type=liquidity_type)
+
+        df_valid_liquidities = df_liquidities.copy()     
+        df_valid_liquidities['was_swept'] = None  
+        df_valid_liquidities['took_out'] = None   
+        
+        result_indices = []
+        current_price = float('inf') if is_buy else float('-inf')
+        current_i = float('inf') 
+        took_out_status = False
+        
+        # 遍历并筛选符合条件的记录，找到扫过流动性的
+        for idx, row in df_valid_liquidities.iterrows():
+            if not is_buy:
+                if row[price_col] > market_price:
+                    if  row[price_col] > current_price and row[col_prefix] < current_i:
+                        result_indices.append(idx)
+                        
+                        if current_i != float('inf')  and  not df_valid_liquidities.at[current_i, 'took_out'] :
+                            df_valid_liquidities.at[idx, 'took_out'] = True
+                            
+                        current_price = row[price_col]
+                        current_i = row[col_prefix]
+                        
+                    else:
+                        df_valid_liquidities.at[idx, 'was_swept'] = True
+               
+            else:
+                if row[price_col] < market_price:
+                    if  row[price_col] < current_price and row[col_prefix] < current_i:
+                        result_indices.append(idx)
+                        
+                        if current_i != float('inf')  and  not df_valid_liquidities.at[current_i, 'took_out'] :
+                            df_valid_liquidities.at[idx, 'took_out'] = True
+                        current_price = row[price_col]
+                        current_i = row[col_prefix]
+                    else:
+                        df_valid_liquidities.at[idx, 'was_swept'] = True
+                        
+        # 过滤出took_out为True的记录
+        took_out_df = df_valid_liquidities.loc[result_indices]
+        took_out_df = took_out_df[took_out_df['took_out'] == True]
+        return took_out_df.sort_index(ascending=False)
         
     def calculate_tp_price_by_liquidity(self, symbol, position, df_liquidities, stop_loss_pct=2, tp_sl_ratio=1.5, offset=1) -> float:
         """_summary_
@@ -420,7 +484,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         # 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'])
+            htf_liquidity = self.detect_liquidity_for_TP(symbol, htf_df_with_struct, position['side'], position['markPrice'])
             self.htf_liquidities[symbol] = htf_liquidity
         
         if len(htf_liquidity) <= 0:

taker/TrailingSLTaker.py

@@ -1028,26 +1028,19 @@ class TrailingSLTaker:
         # previous_position_size = sum(
         #     abs(float(position['contracts'])) for position in self.fetch_positions())  # 初始总仓位大小
         while True:
+            
+            # 检查是否有仓位
             try:
-                
                 positions = self.fetch_positions()
-                # 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.close_all_cache()
-                    time.sleep(1)
-                    continue
+        
+            except Exception as e:
+                self.logger.warning(f"获取仓位信息时发生错误: {e}")
+                time.sleep(1)
+                continue
+            
+            try:
                 
                 self.logger.info("+" * 60)
-                # 检查仓位总规模变化
-                # current_position_size = sum(abs(float(position['contracts'])) for position in self.fetch_positions())
-                # if current_position_size > previous_position_size:
-                #     self.send_feishu_notification(f"检测到仓位变化操作，重置最高盈利和档位状态")
-                #     self.logger.info("检测到新增仓位操作，重置最高盈利和档位状态")
-                #     self.reset_highest_profit_and_tier()
-                #     previous_position_size = current_position_size
-                #     time.sleep(0.1)
-                #     continue  # 跳过本次循环
 
                 for position in positions:
                     symbol = position['symbol']