openfund-taker 2.1.1__py3-none-any.whl → 2.1.2__py3-none-any.whl

{openfund_taker-2.1.1.dist-info → openfund_taker-2.1.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.1.1
+Version: 2.1.2
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.1.1.dist-info → openfund_taker-2.1.2.dist-info}/RECORD

@@ -1,8 +1,8 @@
 taker/MultiAssetOldTradingBot.py,sha256=uBh_BxglvcbaHIsWHM7GI9Qa_QjzsxXaXJAAWEOMO5c,15315
-taker/SMCSLAndTPTaker.py,sha256=nBCT6bRxD5ZP8HJRYTSALNIAiHdZwukvpyDn99J6_T4,20821
+taker/SMCSLAndTPTaker.py,sha256=ad8C94XKiJOdQxZw1vj7RI4iZhjwJ-CWkcpTWx6tRPY,21055
 taker/ThreeLineTradingTaker.py,sha256=ElD9pKDO4nxw5VKNRrvXqyiU0gkV_1Mg_zk-hftfaPs,20553
 taker/TrailingSLAndTPTaker.py,sha256=OPD1ZNqyM8jZ7Im-bWm_6Cu4_qfwKmNZ30XpbP6-l00,2746
-taker/TrailingSLTaker.py,sha256=KpQKPiUtBiP2uursW9gMnyFbiTzZJwYUSrX5UOAZ_NE,47301
+taker/TrailingSLTaker.py,sha256=Luz2Ph2-iD3cN9XqOeJCKyiPB4Y6m_3YeQRxQT2L_58,47314
 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-2.1.1.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,,
+openfund_taker-2.1.2.dist-info/METADATA,sha256=vpEluDSD2KO5q5OM68AyeupRN4eLp0HNyTfHM_i5yC0,7527
+openfund_taker-2.1.2.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-2.1.2.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-2.1.2.dist-info/RECORD,,

taker/SMCSLAndTPTaker.py

@@ -341,14 +341,15 @@ 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, tp_sl_ratio=1.5, offset=1) -> float:
+    def calculate_tp_price_by_liquidity(self, symbol, position, df_liquidities, stop_loss_pct=2, 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_
+            stop_loss_pct (int, optional): _description_. Defaults to 2.
+            tp_sl_ratio (float, optional): _description_. Defaults to 1.5.
             offset (int, optional): _description_. Defaults to 1.
 
         Returns:
@@ -361,8 +362,9 @@ class SMCSLAndTPTaker(TrailingSLTaker):
         is_buy = position['side'] == 'long'
         price_col = 'Up' if is_buy else 'Dn'
         
-        sl_price = self.global_symbol_stop_loss_price.get(symbol, float(position['markPrice']))
+        # sl_price = self.global_symbol_stop_loss_price.get(symbol, float(position['markPrice']))
         entry_price = float(position['entryPrice'])
+        sl_price =  self.calculate_sl_price_by_pct(symbol, position['side'], stop_loss_pct)
         threshold = 0.0
         if is_buy and sl_price > 0 :
             threshold = float(self.round_price_to_tick(symbol, (entry_price - sl_price ) * tp_sl_ratio + entry_price))
@@ -435,7 +437,7 @@ class SMCSLAndTPTaker(TrailingSLTaker):
             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.stop_loss_pct, self.all_TP_SL_ratio)
         
         self.cancel_all_algo_orders(symbol=symbol, attachType='TP')
         

taker/TrailingSLTaker.py

@@ -661,6 +661,19 @@ class TrailingSLTaker:
         
         return True
 
+
+    def calculate_sl_price_by_pct(self, symbol, side, sl_pct) -> float:
+        
+        if side == 'long':           
+            sl_price = position['entryPrice'] * (1 - sl_pct/100)  
+            
+        elif side == 'short':        
+            sl_price = position['entryPrice'] * (1 + sl_pct/100)
+       
+            
+        sl_order_price = float(self.round_price_to_tick(symbol, sl_price)) 
+        
+        return sl_order_price   
             
     def set_global_stop_loss(self, symbol, position, pair_config , stop_loss_pct=None, kLines=None) -> bool:
         """设置全局止损
@@ -681,19 +694,9 @@ class TrailingSLTaker:
             stop_loss_pct = self.stop_loss_pct  
              
         # 根据持仓方向计算止损价格
-        side = position['side'] 
-        mark_price = position['markPrice']
-        if side == 'long':
-            # 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)
-            sl_price = position['entryPrice'] * (1 + stop_loss_pct/100)
-       
+        side = position['side']       
             
-        sl_order_price = float(self.round_price_to_tick(symbol, sl_price))
+        sl_order_price = self.calculate_sl_price_by_pct(symbol, side, stop_loss_pct)
         # tp_order_price = float(self.round_price_to_tick(symbol, tp_price))
         
         # 验证止损价格是否合理20250312
@@ -781,7 +784,7 @@ class TrailingSLTaker:
     
     # 计算回撤止盈价格
     def calculate_stop_loss_price(self, symbol, position, stop_loss_pct, offset=1) -> float:
-        tick_size = float(self.exchange.market(symbol)['precision']['price'])
+        tick_size = float(self.get_tick_size(symbol))
         market_price = position['markPrice']
         entry_price = position['entryPrice']
         side = position['side']