openfund-taker 2.3.1__py3-none-any.whl → 2.3.3__py3-none-any.whl

{openfund_taker-2.3.1.dist-info → openfund_taker-2.3.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-taker
-Version: 2.3.1
+Version: 2.3.3
 Summary: Openfund-taker
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_taker-2.3.1.dist-info → openfund_taker-2.3.3.dist-info}/RECORD

@@ -1,6 +1,6 @@
-taker/BestTopDownStrategyTaker.py,sha256=2GCHFr15N-RBVYklraFnAunXi2aKS--asYAIvRgvbwo,4376
+taker/BestTopDownStrategyTaker.py,sha256=nWFgmLvQGCOzNVU7vlHnSM67BMTotUf-BMZZeZxYv34,11607
 taker/SMCSLAndTPTaker.py,sha256=zJCtwyzIuDtbxMdLOwRbpUE60o9fKe-tNWuiuej4RGs,27621
-taker/StrategyTaker.py,sha256=SHm-YmT4eVATbfiYzS-zYMOn8oj1fi1QqJi6aCY3G44,26281
+taker/StrategyTaker.py,sha256=VCRc-QmhYAODfnc7yG6EpfilO2A-11L7dKQSkHykTuU,27686
 taker/ThreeLineTradingTaker.py,sha256=NGEXd4baCfzF4ToGb9tQWXRMweFBpImyh2v4WcKLK3A,20580
 taker/TrailingSLAndTPTaker.py,sha256=W-kj0BhPXqusO8z4zlDU_nb1L6L7TT8jEhCSgMkEF9U,2831
 taker/TrailingSLTaker.py,sha256=diRfcIS71prbm1I4wYgwVUq3c2_ftntiC0tQ5byWeHQ,53465
@@ -11,8 +11,8 @@ taker/history_code/chua_ok.py,sha256=5pPAoEYbFuKxfZwqNvOO890s-2cy6n69QiI0ZA0GTCQ
 taker/history_code/chua_ok_all.py,sha256=2XnZM6QdB3juSE1pqQIJyh2x1XuhlTlnBKNA3owlJ9E,15267
 taker/history_code/chua_ok_bot.py,sha256=9SW0ujhi6PfN4yR1JZ9NaA37HtnXJ2QAWUfW52NG68w,13109
 taker/history_code/config.py,sha256=YPxghO5i0vgRg9Cja8kGj9O7pgSbbtzOgf3RexqXXwY,1188
-taker/main.py,sha256=w1FaaDlqbWZkXffCA47mQTJ5n4uaE0kclc_teez6_Ek,2252
-openfund_taker-2.3.1.dist-info/METADATA,sha256=CkKJcYe-zRX-yI_gNesX19Yk5cYasvBDzu9jEoT3c_8,7575
-openfund_taker-2.3.1.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
-openfund_taker-2.3.1.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
-openfund_taker-2.3.1.dist-info/RECORD,,
+taker/main.py,sha256=3ebFQDeKR4qF2pmOszK1UXx2XZFUHaaq86MUfJwVfvw,2103
+openfund_taker-2.3.3.dist-info/METADATA,sha256=aDGmIW7nHEAFMOtrovr_B1SboYcPf-MMw0FpF_pb4Kg,7575
+openfund_taker-2.3.3.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openfund_taker-2.3.3.dist-info/entry_points.txt,sha256=a7mG8F7aOA5-Gk2vPWuAR4537faxaHUgM_jwIDBZoEc,50
+openfund_taker-2.3.3.dist-info/RECORD,,

taker/BestTopDownStrategyTaker.py

@@ -1,3 +1,4 @@
+from re import A
 from typing import override
 
 from taker.StrategyTaker import StrategyTaker
@@ -6,18 +7,21 @@ class BestTopDownStrategyTaker(StrategyTaker):
     """
     最佳顶底策略
     """
-    def __init__(self, g_config,  platform_config, common_config, monitor_interval=4, logger=None, exchangeKey='okx') -> None:
-        super().__init__(g_config=g_config,  platform_config=platform_config, common_config=common_config, monitor_interval=monitor_interval, logger=logger, exchangeKey=exchangeKey)
+    def __init__(self, g_config,  platform_config, common_config, logger=None, exchangeKey='okx') -> None:
+        super().__init__(g_config=g_config,  platform_config=platform_config, common_config=common_config, logger=logger, exchangeKey=exchangeKey)
         self.has_init_SL_TPs = {}
+        self.entering_channel_tps = {} # 进入止盈监控
         
     @override
-    def rest_SL_TP(self, symbol):
-        super().rest_SL_TP(symbol)
+    def reset_SL_TP(self, symbol=None, attachType='BOTH'):
+        super().reset_SL_TP(symbol, attachType)
         if not symbol :
             self.has_init_SL_TPs.clear()
+            self.entering_channel_tps.clear()
                   
-        elif symbol in self.has_init_SL_TPs:
+        elif attachType==self.BOTH_KEY and symbol in self.has_init_SL_TPs:
             del self.has_init_SL_TPs[symbol]
+            del self.entering_channel_tps[symbol]
 
     def init_SL_TP(self, symbol: str, position, tfs: dict, strategy: dict) -> bool:
         """
@@ -26,48 +30,170 @@ class BestTopDownStrategyTaker(StrategyTaker):
         
         precision = self.get_precision_length(symbol)
         # htf = tfs[self.HTF_KEY]
-        # etf = tfs[self.ETF_KEY]
+        
         atf = tfs[self.ATF_KEY]
         
         # 1.1  ATF Key Support & Resistance Levels 支撑或阻力关键位置(ATF 看上下的供需区位置）
-        atf_df = self.get_historical_klines_df_by_cache(symbol=symbol, tf=atf)
+        atf_df = self.get_historical_klines_df(symbol=symbol, tf=atf)
         atf_struct =self.build_struct(symbol=symbol, data=atf_df)
         atf_OBs_df = self.find_OBs(symbol=symbol,struct=atf_struct)
+        pos_side = position[self.SIDE_KEY]
+        side = self.SELL_SIDE if pos_side == self.SHORT_KEY else self.BUY_SIDE 
+        
+        entering_trigger_price = 0.0 # 进入止盈监控的触发价格
     
-        atf_support_OB = self.get_lastest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BULLISH_TREND)
+        atf_support_OB = self.get_latest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BULLISH_TREND)
         if atf_support_OB :
             atf_support_price = atf_support_OB.get(self.OB_MID_COL)
+            if pos_side == self.SHORT_KEY:
+                entering_trigger_price = atf_support_OB.get(self.OB_LOW_COL)
         else:
             atf_support_price = atf_struct.at[atf_struct.index[-1], self.STRUCT_LOW_COL]
     
-        atf_resistance_OB = self.get_lastest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BEARISH_TREND)
+        atf_resistance_OB = self.get_latest_OB(symbol=symbol,data=atf_OBs_df,trend=self.BEARISH_TREND)
+        
         if atf_resistance_OB :
             atf_resistance_price = atf_resistance_OB.get(self.OB_MID_COL)
+            if pos_side == self.LONG_KEY:
+                entering_trigger_price = atf_resistance_OB.get(self.OB_HIGH_COL)
         else:
             atf_resistance_price = atf_struct.at[atf_struct.index[-1], self.STRUCT_HIGH_COL]
+            
         self.logger.info(f"{symbol} : ATF {atf}, Key Support={atf_support_price:.{precision}f} "
                          f"& Key Resistance={atf_resistance_price:.{precision}f} ")
         
-        side = self.SELL_SIDE if position[self.SIDE_KEY] == self.SHORT_KEY else self.BUY_SIDE # 和持仓反向相反下单
+        etf = tfs[self.ETF_KEY]
+        etf_df = self.get_historical_klines_df_by_cache(symbol=symbol, tf=etf)
+        # etf_struct =self.build_struct(symbol=symbol, data=etf_df)
+        etf_latest_struct = self.get_latest_struct(symbol=symbol, data=etf_df)
+        
+
         tick_size = self.get_tick_size(symbol)
         offset = strategy.get('offset',1) # 价格偏移量， 1 代表 1 tick ， 0.000001 代表 1 p
         price_offset = offset * tick_size
         
         if side == self.BUY_SIDE:
-            sl_price = self.toDecimal(atf_support_price) - self.toDecimal(price_offset)
+            # sl_price = self.toDecimal(atf_support_price) - self.toDecimal(price_offset)
+            # 20250610 止损价格设置ETF的结构的最低价格
+            sl_price = self.toDecimal(etf_latest_struct[self.STRUCT_LOW_COL]) - self.toDecimal(price_offset)
             tp_price = self.toDecimal(atf_resistance_price) + self.toDecimal(price_offset)
         else:
-            sl_price = self.toDecimal(atf_resistance_price) + self.toDecimal(price_offset)
+            # sl_price = self.toDecimal(atf_resistance_price) + self.toDecimal(price_offset)
+            # 20250610 止损价格设置ETF的结构的最高价格
+            sl_price = self.toDecimal(etf_latest_struct[self.STRUCT_HIGH_COL]) + self.toDecimal(price_offset)
             tp_price = self.toDecimal(atf_support_price) - self.toDecimal(price_offset)
 
-        self.cancel_all_algo_orders(symbol=symbol, attachType='SL')
+        self.cancel_all_algo_orders(symbol=symbol, attachType=self.SL_KEY)
         self.set_stop_loss(symbol=symbol, position=position, sl_price=sl_price)
-        self.cancel_all_algo_orders(symbol=symbol, attachType='TP')
+        self.cancel_all_algo_orders(symbol=symbol, attachType=self.TP_KEY)
         self.set_take_profit(symbol=symbol, position=position, tp_price=tp_price)
-    
         
+        if entering_trigger_price > 0:
+            self.entering_channel_tps[symbol] = entering_trigger_price
         return True
 
+    def check_TP(self, symbol: str, position, tfs, strategy: dict) -> bool:
+        """
+        监控TP，在ETF下Bullish进入BOT或Bearish进入TOP开始监测反转结构止盈
+        """
+        if_pass = False
+        
+        if symbol not in self.entering_channel_tps:
+            return if_pass
+
+        entering_trigger_price = self.entering_channel_tps[symbol]
+        marker_price = position[self.MARK_PRICE_KEY]
+        mask = marker_price >= entering_trigger_price if position[self.SIDE_KEY] == self.LONG_KEY else marker_price <= entering_trigger_price
+        
+        if not mask:
+            return if_pass
+        
+        precision = self.get_precision_length(symbol)
+        self.logger.info(f"{symbol} : 进入止盈监控，当前价格{marker_price:.{precision}f}，触发价格{entering_trigger_price:.{precision}f}")
+        
+        # 1.2  检查反转结构
+        etf = tfs[self.ETF_KEY]
+        etf_side, etf_struct, etf_trend = None, None, None
+        etf_df = self.get_historical_klines_df(symbol=symbol, tf=etf)                   
+        etf_struct =self.build_struct(symbol=symbol, data=etf_df)            
+        etf_latest_struct = self.get_latest_struct(symbol=symbol, data=etf_struct)
+
+        etf_trend = etf_latest_struct[self.STRUCT_DIRECTION_COL]  
+            
+        setp = "1.2.1"
+        self.logger.info(f"{symbol} : {setp}. ETF {etf} Price's Current Trend is {etf_trend}。")
+        # 3.2. Who's In Control 供需控制，Bullish 或者 Bearish ｜ Choch 或者 BOS
+        setp = "1.2.2"
+        self.logger.info(f"{symbol} : {setp}. ETF {etf} struct is {etf_latest_struct[self.STRUCT_COL]}。")
+        setp = "1.2.3"
+        pos_trend = self.BULLISH_TREND if position[self.SIDE_KEY] == self.LONG_KEY else self.BEARISH_TREND
+        
+        if pos_trend != etf_trend:
+        
+            self.logger.info(f"{symbol} : {setp}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}未反转,等待...")
+            return if_pass
+        else:
+            self.logger.info(f"{symbol} : {setp}. ETF {etf} 市场结构{etf_latest_struct[self.STRUCT_COL]}已反转。")
+            if_pass = True
+
+         
+        return if_pass
+    
+    def trailing_SL(self, symbol: str, position, tfs, strategy: dict) :
+        """
+        移动止损
+        :param symbol: 交易对
+        :param position: 仓位
+        :param tfs: 时间周期
+        :param strategy: 策略配置
+        :return:    
+        """
+
+        precision = self.get_precision_length(symbol)
+        atf = tfs[self.ATF_KEY]
+        atf_side = position[self.SIDE_KEY]
+        market_price = position[self.MARK_PRICE_KEY]
+        
+        # 获取ATF K线数据
+        atf_df = self.get_historical_klines_df_by_cache(symbol=symbol, tf=atf)
+        
+        # 获取最新的PDArray
+        atf_struct = self.build_struct(symbol=symbol, data=atf_df)
+        pdArray_side = self.BUY_SIDE if atf_side == self.SELL_SIDE else self.SELL_SIDE
+        atf_PDArrays_df = self.find_PDArrays(symbol=symbol, struct=atf_struct, balanced=True)
+        mask = atf_PDArrays_df[self.PD_HIGH_COL] < market_price if atf_side == self.BUY_SIDE else atf_PDArrays_df[self.PD_LOW_COL] > market_price
+        atf_PDArrays_df = atf_PDArrays_df[mask]
+        atf_latest_crossed_PD = self.get_latest_PDArray(symbol=symbol, data=atf_PDArrays_df, side=pdArray_side)
+        if atf_latest_crossed_PD is None:
+            self.logger.info(f"{symbol} : ATF {atf}  未找到最新被平衡过的PDArray。")
+            return
+
+
+        # 根据方向找到对应的ce价格    
+        pos_side = position[self.SIDE_KEY]
+        tick_size = self.get_tick_size(symbol)
+        offset = strategy.get('offset', 1)
+        price_offset = offset * tick_size        
+       
+        latest_sl_price = self.get_stop_loss_price(symbol)
+        if pos_side == self.LONG_KEY:
+            # 多头找下方PDArray的ce
+            sl_price = atf_latest_crossed_PD[self.PD_MID_COL] - self.toDecimal(price_offset)
+            mask = sl_price > 0 and sl_price < position[self.MARK_PRICE_KEY] and (latest_sl_price is None or sl_price > latest_sl_price)
+        else:
+            # 空头找上方PDArray的ce  
+            sl_price = atf_latest_crossed_PD[self.PD_MID_COL] + self.toDecimal(price_offset)
+            mask = sl_price > 0 and sl_price > position[self.MARK_PRICE_KEY] and (latest_sl_price is None or sl_price < latest_sl_price)
+
+
+        if mask:
+            
+            self.logger.info(f"{symbol} : ATF {atf} {pos_side} 重置SL价格 = {sl_price:.{precision}f}")
+            self.cancel_all_algo_orders(symbol=symbol, attachType=self.SL_KEY)
+            self.set_stop_loss(symbol=symbol, position=position, sl_price=sl_price)
+        else:
+            self.logger.debug(f"{symbol} : ATF {atf} {pos_side} 未重置SL。SL价格 = {sl_price:.{precision}f} "
+                f"最新价格 = {position[self.MARK_PRICE_KEY]:.{precision}f} last_sl={latest_sl_price:.{precision}f}")
     @override
     def process_pair(self, symbol: str, position, pair_config: dict) -> None:
         """
@@ -97,8 +223,26 @@ class BestTopDownStrategyTaker(StrategyTaker):
         # 1.1 初始化止盈止损
         if symbol not in self.has_init_SL_TPs:      
             has_pass = self.init_SL_TP(symbol, position, tfs, top_down_strategy)
+            
             if has_pass:
                 self.has_init_SL_TPs[symbol] = True
+                self.logger.debug(f"{symbol} : 初始化止盈止损成功。 {has_pass}。")
+            else:
+                self.logger.info(f"{symbol} : 初始化止盈止损失败。 {has_pass}。")
         
-        
-        pass    
+        # 1.2 移动止损     
+        open_trailing_SL = top_down_strategy.get('open_trailing_SL', False)
+        if open_trailing_SL:
+            self.logger.debug(f"{symbol} : 开启移动止损。")
+            self.trailing_SL(symbol, position, tfs, top_down_strategy)  
+     
+        # 1.3 监测止盈
+        open_check_TP = top_down_strategy.get('open_check_TP', True)
+        if open_check_TP:
+            if not self.check_TP(symbol, position, tfs, top_down_strategy):  
+                self.logger.debug(f"{symbol} : 未触发止盈监控，等待...")       
+            else:
+                order = self.close_position(symbol, position)
+                if order:
+                    self.logger.info(f"{symbol} : 已触发止盈监控，市价{position[self.MARK_PRICE_KEY]:.{precision}f}平仓。")
+

taker/StrategyTaker.py

@@ -1,12 +1,11 @@
 # -*- coding: utf-8 -*-
-import traceback
 import pandas as pd
 import time
 from functools import lru_cache
-from datetime import datetime, timedelta
+from datetime import datetime
 from decimal import Decimal
 from abc import abstractmethod
-from concurrent.futures import ThreadPoolExecutor, as_completed
+
 from core.utils.OPTools import OPTools
 from core.Exchange import Exchange
 # 导入SMC相关模块
@@ -25,6 +24,10 @@ class StrategyTaker():
     SHORT_KEY = 'short'
     SIDE_KEY = 'side'
     SYMBOL_KEY = 'symbol'
+    SL_KEY = "SL"
+    TP_KEY = "TP"
+    BOTH_KEY = "BOTH"
+    
     ENTRY_PRICE_KEY = 'entryPrice'
     MARK_PRICE_KEY = 'markPrice'
     CONTRACTS_KEY = 'contracts'
@@ -51,6 +54,12 @@ class StrategyTaker():
     HIGH_START_COL = SMCStruct.SMCStruct.HIGH_START_COL
     LOW_START_COL = SMCStruct.SMCStruct.LOW_START_COL
     
+    FVG_TOP_COL = SMCFVG.SMCFVG.FVG_TOP
+    FVG_BOT_COL = SMCFVG.SMCFVG.FVG_BOT
+    FVG_MID_COL = SMCFVG.SMCFVG.FVG_MID
+    FVG_SIDE_COL = SMCFVG.SMCFVG.FVG_SIDE
+    FVG_WAS_BALANCED = SMCFVG.SMCFVG.FVG_WAS_BALANCED
+    
     OB_HIGH_COL = SMCOrderBlock.SMCOrderBlock.OB_HIGH_COL
     OB_LOW_COL = SMCOrderBlock.SMCOrderBlock.OB_LOW_COL
     OB_MID_COL = SMCOrderBlock.SMCOrderBlock.OB_MID_COL
@@ -65,7 +74,7 @@ class StrategyTaker():
     PD_MID_COL = SMCPDArray.SMCPDArray.PD_MID_COL 
     PD_TYPE_COL = SMCPDArray.SMCPDArray.PD_TYPE_COL
     
-    def __init__(self, g_config,  platform_config, common_config, monitor_interval=4, logger=None ,exchangeKey='okx'):
+    def __init__(self, g_config,  platform_config, common_config, logger=None ,exchangeKey='okx'):
         """_summary_
             初始化
         Args:
@@ -79,7 +88,7 @@ class StrategyTaker():
         self.g_config = g_config
         
         self.common_config = common_config
-        self.monitor_interval = monitor_interval
+        self.monitor_interval = common_config.get('monitor_interval', 10)
         self.feishu_webhook = self.common_config.get('feishu_webhook',"")
       
         self.strategy_config = self.g_config.get('strategy', {})
@@ -135,6 +144,7 @@ class StrategyTaker():
         """
         tick_size = self.exchange.get_tick_size(symbol)
         return self.smcStruct.get_precision_length(tick_size)    
+    
     def toDecimal(self, price):
         """_summary_
             将价格转换为Decimal类型
@@ -144,6 +154,7 @@ class StrategyTaker():
             _type_: _description_
         """
         return OPTools.toDecimal(price)
+    
     def format_price(self, symbol, price:Decimal) -> str:
         precision = self.get_precision_length(symbol)
         return f"{price:.{precision}f}" 
@@ -157,8 +168,7 @@ class StrategyTaker():
             **self.strategy_config,  # 基础配置
             **pair_config  # 交易对特定配置会覆盖基础配置
         }
-        return pair_config
-        
+        return pair_config      
     
     def send_feishu_notification(self, symbol, message):
         if self.feishu_webhook:
@@ -187,47 +197,61 @@ class StrategyTaker():
         """
         return self.exchange.get_market_price(symbol)
     
-    def place_order(self, symbol, price:Decimal, side,  pair_config, leverage:int=0, order_type='limit', params={}):
+    def close_position(self, symbol, position, params={}) -> dict:
         """_summary_
-            下单
+            平仓
         Args:
             symbol (_type_): _description_
-            price (_type_): _description_
-            amount_usdt (_type_): _description_
-            side (_type_): _description_
-            order_type (_type_): _description_
+            position (_type_): _description_
+            params (_type_, optional): _description_. Defaults to {}.
+
+        Returns:
+            _type_: _description_
         """
-        # 获取做多和做空的下单金额配置
-        long_amount_usdt = pair_config.get('long_amount_usdt', 5)
-        short_amount_usdt = pair_config.get('short_amount_usdt', 5)
-        
-        # 设置杠杆倍数
-        leverage = leverage or self.leverage_value
-        
-        # 根据交易方向设置下单金额
-        order_amount_usdt = short_amount_usdt if side == self.SELL_SIDE else long_amount_usdt
-        
-        # 记录下单日志
-        direction = self.BULLISH_TREND if side == self.BUY_SIDE else self.BEARISH_TREND
-        self.logger.debug(f"{symbol} : 触发{direction}下单条件。")
-        
-        # 执行下单
-        self.exchange.place_order(
-            symbol=symbol,
-            price=price,
-            amount_usdt=order_amount_usdt,
-            side=side,
-            leverage=leverage,
-            order_type=order_type
-        )
-      
+        try:
+            order = self.exchange.close_position(symbol=symbol, position=position, params=params)
+            return order
+        except Exception as e:
+            error_message = f"{symbol} 平仓失败: {e}"
+            self.logger.error(error_message)
+            self.send_feishu_notification(symbol, error_message)
+            return None
+ 
     def cancel_all_orders(self, symbol):
         """_summary_
             取消所有挂单
         Args:
             symbol (_type_): _description_
         """
-        self.exchange.cancel_all_orders(symbol=symbol)
+        
+        try:
+            self.exchange.cancel_all_orders(symbol=symbol)
+        except Exception as e:
+            error_message = f"{symbol} 取消所有挂单失败: {e}"
+            self.logger.warning(error_message)
+            self.send_feishu_notification(symbol, error_message)
+     
+    def cancel_all_algo_orders(self, symbol, attachType: str = None):
+        """取消止盈止损单
+        Args:
+            symbol: 交易对
+            attachType: 订单类型,'SL'表示止损单,'TP'表示止盈单,None表示不不区分
+        """
+        try:
+            self.exchange.cancel_all_algo_orders(symbol=symbol, attachType=attachType)
+        except Exception as e:
+            error_message = f"{symbol} 取消止盈止损单失败: {e}"
+            self.logger.warning(error_message)
+            self.send_feishu_notification(symbol, error_message)
+            return 
+            
+        if attachType == self.SL_KEY and symbol in self.stop_loss_prices:
+           del self.stop_loss_prices[symbol]
+        elif attachType == self.TP_KEY and symbol in self.take_profit_prices:
+           del self.take_profit_prices[symbol]
+        else:
+           self.reset_SL_TP(symbol, attachType)
+                 
     def get_historical_klines(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -243,6 +267,7 @@ class StrategyTaker():
     def _get_cache_historical_klines_df(self, symbol, tf):
         """被缓存的获取K线数据的方法"""
         return self.get_historical_klines_df(symbol, tf)
+    
     def clear_cache_historical_klines_df(self, symbol=None):
         """
         清除指定交易对和时间周期的缓存
@@ -264,8 +289,7 @@ class StrategyTaker():
                     del self.cache_time[k]
                 # 由于lru_cache无法单独清除特定键，这里只能清除所有缓存
                 self._get_cache_historical_klines_df.cache_clear()
-        
-
+     
     def get_historical_klines_df_by_cache(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -297,8 +321,7 @@ class StrategyTaker():
         self.logger.debug(f"{symbol} : 重新获取新数据: {symbol} {tf}")
         self.cache_time[cache_key] = current_time
         return self._get_cache_historical_klines_df(symbol, tf)
-
-    
+   
     def get_historical_klines_df(self, symbol, tf='15m'):
         """_summary_
             获取历史K线数据
@@ -309,6 +332,7 @@ class StrategyTaker():
             _type_: _description_
         """
         return self.exchange.get_historical_klines_df(symbol=symbol, bar=tf)
+    
     def format_klines(self, klines) -> pd.DataFrame:
        
         """_summary_
@@ -321,7 +345,7 @@ class StrategyTaker():
         
         return self.exchange.format_klines(klines)
     
-    def find_PDArrays(self, symbol, struct, side=None, start_index=-1, pair_config=None) -> pd.DataFrame:
+    def find_PDArrays(self, symbol, struct, side=None, start_index=-1,balanced=False, pair_config=None) -> pd.DataFrame:
         """_summary_
             寻找PDArray
         Args:
@@ -329,12 +353,27 @@ class StrategyTaker():
             data (_type_): _description_
             side (_type_): _description_
             start_index (_type_): _description_ 
-            is_valid (bool, optional): _description_. Defaults to True.
+            balanced (bool, optional): _description_. Defaults to False.
             pair_config (_type_): _description_
         Returns:
             _type_: _description_
         """
-        return self.smcPDArray.find_PDArrays(struct=struct, side=side, start_index=start_index)  
+        return self.smcPDArray.find_PDArrays(struct=struct, side=side, start_index=start_index, balanced=balanced)  
+    
+    def get_latest_PDArray(self, symbol, data, side, start_index=-1, check_balanced=True, mask=None) -> dict:
+        """_summary_
+            获取最新的PDArray
+        Args:
+            symbol (_type_): _description_
+            data (_type_): _description_
+            side (_type_): _description_
+            start_index (_type_): _description_
+            check_balanced (bool, optional): _description_. Defaults to True.
+            mask (_type_, optional): _description_. Defaults to None.
+        Returns:
+            _type_: _description_
+        """
+        return self.smcPDArray.get_latest_PDArray(data, side, start_index, check_balanced, mask)
     
     def find_OBs(self, symbol, struct, side=None, start_index=-1, is_valid=True, pair_config=None) -> pd.DataFrame:
         """_summary_
@@ -353,7 +392,7 @@ class StrategyTaker():
 
         return self.smcOB.find_OBs(struct=struct, side=side, start_index=start_index, is_valid=is_valid)
     
-    def get_lastest_OB(self, symbol, data, trend, start_index=-1) -> dict:
+    def get_latest_OB(self, symbol, data, trend, start_index=-1) -> dict:
         """_summary_
             获取最新的Order Block
         Args:
@@ -365,9 +404,8 @@ class StrategyTaker():
             _type_: _description_
         """
 
-        return self.smcOB.get_lastest_OB(data=data, trend=trend, start_index=start_index)
-        
-        
+        return self.smcOB.get_latest_OB(data=data, trend=trend, start_index=start_index)
+             
     def find_FVGs(self, symbol, data, side, check_balanced=True, start_index=-1, pair_config=None) -> pd.DataFrame:
         """_summary_
             寻找公允价值缺口
@@ -399,7 +437,7 @@ class StrategyTaker():
                 
         return self.smcStruct.build_struct(data)
         
-    def get_last_struct(self, symbol, data) -> dict:
+    def get_latest_struct(self, symbol, data) -> dict:
         """_summary_
             获取最后一个SMC结构
         Args:
@@ -408,7 +446,8 @@ class StrategyTaker():
         Returns:
             _type_: _description_
         """
-        return self.smcStruct.get_last_struct(data)
+        return self.smcStruct.get_latest_struct(data)
+    
     def reset_highest_profit_and_tier(self,symbol=None):
         """重置最高总盈利和当前档位状态"""
         if not symbol:
@@ -417,7 +456,7 @@ class StrategyTaker():
             if symbol in self.highest_total_profit:                
                 self.highest_total_profit[symbol] = 0.0
 
-    def rest_SL_TP(self, symbol):
+    def reset_SL_TP(self, symbol=None, attachType='BOTH'):
         """_summary_
             重置止盈止损
         """
@@ -425,20 +464,20 @@ class StrategyTaker():
             self.stop_loss_prices.clear()
             self.take_profit_prices.clear()
         else :
-            if symbol in self.stop_loss_prices:
-                del self.stop_loss_prices[symbol]
-            if symbol in self.take_profit_prices:
-                del self.take_profit_prices[symbol]
+            if attachType == self.BOTH_KEY or attachType == self.SL_KEY:
+                if symbol in self.stop_loss_prices:
+                    del self.stop_loss_prices[symbol]
+            if attachType == self.BOTH_KEY or attachType == self.TP_KEY:
+                if symbol in self.take_profit_prices:
+                    del self.take_profit_prices[symbol]
                 
     def close_all_cache(self):
         self.clear_cache_historical_klines_df()
         self.positions_entry_price ={}
    
         self.reset_highest_profit_and_tier()
-        self.rest_SL_TP()
-            
-        
-         
+        self.reset_SL_TP()
+                    
     def reset_all_cache(self, symbol):
         """_summary_
             重置所有缓存数据
@@ -448,7 +487,7 @@ class StrategyTaker():
 
         self.reset_highest_profit_and_tier(symbol)    
         self.clear_cache_historical_klines_df(symbol)
-        self.rest_SL_TP(symbol)
+        self.reset_SL_TP(symbol)
         
     def fetch_positions(self):
         """_summary_
@@ -456,27 +495,21 @@ class StrategyTaker():
         Returns:
             _type_: _description_
         """
-        return self.exchange.fetch_positions()
+        
+        try:
+            positions = self.exchange.fetch_positions()
+            return positions
+        except Exception as e:
+            error_message = f"获取持仓列表失败: {e}"
+            self.logger.error(error_message)            
+            self.send_feishu_notification("",error_message)
+            return []
+    
     def check_position(self, symbol, position):
         # TODO 检查持仓是否有异常，比如未设置止损
         self.logger.debug(f"{symbol} : 检查持仓是否有异常。")
         pass
     
-    def cancel_all_algo_orders(self, symbol, attachType: str = None):
-        """取消止盈止损订单
-        Args:
-            symbol: 交易对
-            attachType: 订单类型,'SL'表示止损单,'TP'表示止盈单,None表示不不区分
-        """
-      
-        self.exchange.cancel_all_algo_orders(symbol=symbol, attachType=attachType)
-        if attachType == "SL" and symbol in self.stop_loss_prices:
-           del self.stop_loss_prices[symbol]
-        elif attachType == "TP" and symbol in self.take_profit_prices:
-           del self.take_profit_prices[symbol]
-        else:
-           self.rest_SL_TP(symbol)
-          
     def set_take_profit(self, symbol, position, tp_price:Decimal=None, order_type='optimal_limit_ioc') -> bool:
 
         """
@@ -550,7 +583,9 @@ class StrategyTaker():
             
         return has_pass
 
-    # 计算平均利润
+    def get_stop_loss_price(self, symbol):
+        return self.stop_loss_prices.get(symbol, None)
+
     def calculate_average_profit(self,symbol,position):
   
         total_profit_pct = self.toDecimal(0.0)
@@ -627,7 +662,7 @@ class StrategyTaker():
             except Exception as e:
                 error_message = f"!!获取持仓失败: {str(e)}"
                 self.logger.error(error_message)
-                self.send_feishu_notification(" ",error_message)               
+                self.send_feishu_notification("ALL",error_message)               
                 continue
             
             try:

taker/main.py

@@ -22,7 +22,7 @@ def initialize_logger(config: Dict[str, Any]) -> logging.Logger:
     logging.config.dictConfig(config["Logger"])
     return logging.getLogger("openfund-taker")
 
-def create_strategy_instance(taker_name: str, configs: Dict[str, Any], logger: logging.Logger, monitor_interval: int, exchangeKey:str):
+def create_strategy_instance(taker_name: str, configs: Dict[str, Any], logger: logging.Logger, exchangeKey:str):
     """创建策略实例"""
     module = importlib.import_module(f"taker.{taker_name}")
     strategy_class = getattr(module, taker_name)
@@ -30,7 +30,6 @@ def create_strategy_instance(taker_name: str, configs: Dict[str, Any], logger: l
         configs, 
         configs['platform'][exchangeKey],
         configs['common'],
-        monitor_interval=monitor_interval,
         logger=logger
     )
 
@@ -46,7 +45,6 @@ def main():
     # 获取配置参数
     common_config = config_data['common']
     taker_name = common_config.get('actived_taker', 'StrategyTaker')
-    monitor_interval = common_config.get("monitor_interval", 60)
 
     # 初始化日志
     logger = initialize_logger(config_data)
@@ -57,7 +55,7 @@ def main():
     logger.info(f" ++ {package_name}.{taker_name}:{version} is doing...")
     exchangeKey = common_config.get("exchange_key", "okx")
     # 创建并运行策略实例
-    bot = create_strategy_instance(taker_name, config_data, logger, monitor_interval, exchangeKey)
+    bot = create_strategy_instance(taker_name, config_data, logger, exchangeKey)
     bot.monitor_total_profit()
 
 if __name__ == "__main__":