486 lines
19 KiB
Python
486 lines
19 KiB
Python
"""
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加密货币交易智能体 - 主控制器（LLM 驱动版）
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"""
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import asyncio
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from typing import Dict, Any, List, Optional
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from datetime import datetime, timedelta
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import pandas as pd
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from app.utils.logger import logger
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from app.config import get_settings
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from app.services.binance_service import binance_service
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from app.services.feishu_service import get_feishu_service
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from app.services.telegram_service import get_telegram_service
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from app.services.paper_trading_service import get_paper_trading_service
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from app.services.price_monitor_service import get_price_monitor_service
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from app.crypto_agent.llm_signal_analyzer import LLMSignalAnalyzer
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class CryptoAgent:
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"""加密货币交易信号智能体（LLM 驱动版）"""
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def __init__(self):
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"""初始化智能体"""
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self.settings = get_settings()
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self.binance = binance_service
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self.feishu = get_feishu_service()
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self.telegram = get_telegram_service()
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self.llm_analyzer = LLMSignalAnalyzer()
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# 模拟交易服务
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self.paper_trading_enabled = self.settings.paper_trading_enabled
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if self.paper_trading_enabled:
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self.paper_trading = get_paper_trading_service()
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self.price_monitor = get_price_monitor_service()
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self.price_monitor.add_price_callback(self._on_price_update)
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else:
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self.paper_trading = None
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self.price_monitor = None
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# 状态管理
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self.last_signals: Dict[str, Dict[str, Any]] = {}
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self.signal_cooldown: Dict[str, datetime] = {}
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# 配置
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self.symbols = self.settings.crypto_symbols.split(',')
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# 运行状态
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self.running = False
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self._event_loop = None
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logger.info(f"加密货币智能体初始化完成（LLM 驱动），监控交易对: {self.symbols}")
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if self.paper_trading_enabled:
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logger.info(f"模拟交易已启用")
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def _on_price_update(self, symbol: str, price: float):
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"""处理实时价格更新（用于模拟交易）"""
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if not self.paper_trading:
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return
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triggered = self.paper_trading.check_price_triggers(symbol, price)
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for result in triggered:
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if self._event_loop and self._event_loop.is_running():
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# 根据事件类型选择不同的通知方法
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event_type = result.get('event_type', 'order_closed')
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if event_type == 'order_filled':
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asyncio.run_coroutine_threadsafe(self._notify_order_filled(result), self._event_loop)
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elif event_type == 'breakeven_triggered':
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asyncio.run_coroutine_threadsafe(self._notify_breakeven_triggered(result), self._event_loop)
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else:
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asyncio.run_coroutine_threadsafe(self._notify_order_closed(result), self._event_loop)
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else:
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logger.warning(f"无法发送通知: 事件循环不可用")
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async def _notify_order_filled(self, result: Dict[str, Any]):
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"""发送挂单成交通知"""
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side_text = "做多" if result.get('side') == 'long' else "做空"
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grade = result.get('signal_grade', 'N/A')
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message = f"""✅ 挂单成交
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交易对: {result.get('symbol')}
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方向: {side_text}
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等级: {grade}
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挂单价: ${result.get('entry_price', 0):,.2f}
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成交价: ${result.get('filled_price', 0):,.2f}
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仓位: ${result.get('quantity', 0):,.0f}
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止损: ${result.get('stop_loss', 0):,.2f}
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止盈: ${result.get('take_profit', 0):,.2f}"""
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await self.feishu.send_text(message)
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await self.telegram.send_message(message)
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logger.info(f"已发送挂单成交通知: {result.get('order_id')}")
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async def _notify_pending_cancelled(self, result: Dict[str, Any]):
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"""发送挂单撤销通知"""
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side_text = "做多" if result.get('side') == 'long' else "做空"
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new_side_text = "做多" if result.get('new_side') == 'long' else "做空"
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message = f"""⚠️ 挂单撤销
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交易对: {result.get('symbol')}
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原方向: {side_text}
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挂单价: ${result.get('entry_price', 0):,.2f}
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原因: 收到反向{new_side_text}信号，自动撤销"""
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await self.feishu.send_text(message)
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await self.telegram.send_message(message)
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logger.info(f"已发送挂单撤销通知: {result.get('order_id')}")
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async def _notify_breakeven_triggered(self, result: Dict[str, Any]):
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"""发送保本止损触发通知"""
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side_text = "做多" if result.get('side') == 'long' else "做空"
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message = f"""🛡️ 保本止损已启动
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交易对: {result.get('symbol')}
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方向: {side_text}
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开仓价: ${result.get('filled_price', 0):,.2f}
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当前盈利: {result.get('current_pnl_percent', 0):.2f}%
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止损已移至: ${result.get('new_stop_loss', 0):,.2f}
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✅ 本单已锁定保本，不会亏损"""
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await self.feishu.send_text(message)
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await self.telegram.send_message(message)
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logger.info(f"已发送保本止损通知: {result.get('order_id')}")
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async def _notify_order_closed(self, result: Dict[str, Any]):
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"""发送订单平仓通知"""
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status = result.get('status', '')
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is_win = result.get('is_win', False)
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if status == 'closed_tp':
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emoji = "🎯"
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status_text = "止盈平仓"
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elif status == 'closed_sl':
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emoji = "🛑"
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status_text = "止损平仓"
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else:
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emoji = "📤"
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status_text = "手动平仓"
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win_text = "盈利" if is_win else "亏损"
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side_text = "做多" if result.get('side') == 'long' else "做空"
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message = f"""{emoji} 订单{status_text}
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交易对: {result.get('symbol')}
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方向: {side_text}
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入场: ${result.get('entry_price', 0):,.2f}
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出场: ${result.get('exit_price', 0):,.2f}
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{win_text}: {result.get('pnl_percent', 0):+.2f}% (${result.get('pnl_amount', 0):+.2f})
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持仓时间: {result.get('hold_duration', 'N/A')}"""
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await self.feishu.send_text(message)
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await self.telegram.send_message(message)
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logger.info(f"已发送订单平仓通知: {result.get('order_id')}")
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def _get_seconds_until_next_5min(self) -> int:
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"""计算距离下一个5分钟整点的秒数"""
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now = datetime.now()
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current_minute = now.minute
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current_second = now.second
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minutes_past = current_minute % 5
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if minutes_past == 0 and current_second == 0:
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return 0
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minutes_to_wait = 5 - minutes_past if minutes_past > 0 else 5
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seconds_to_wait = minutes_to_wait * 60 - current_second
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return seconds_to_wait
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async def run(self):
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"""主运行循环"""
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self.running = True
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self._event_loop = asyncio.get_event_loop()
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# 启动横幅
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logger.info("\n" + "=" * 60)
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logger.info("🚀 加密货币交易信号智能体（LLM 驱动）")
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logger.info("=" * 60)
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logger.info(f" 监控交易对: {', '.join(self.symbols)}")
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logger.info(f" 运行模式: 每5分钟整点执行")
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logger.info(f" 分析引擎: LLM 自主分析")
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if self.paper_trading_enabled:
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logger.info(f" 模拟交易: 已启用")
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logger.info("=" * 60 + "\n")
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# 启动价格监控
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if self.paper_trading_enabled and self.price_monitor:
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for symbol in self.symbols:
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self.price_monitor.subscribe_symbol(symbol)
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logger.info(f"已启动 WebSocket 价格监控: {', '.join(self.symbols)}")
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# 发送启动通知
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await self.feishu.send_text(
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f"🚀 加密货币智能体已启动（LLM 驱动）\n"
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f"监控交易对: {', '.join(self.symbols)}\n"
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f"运行时间: 每5分钟整点"
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)
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await self.telegram.send_startup_notification(self.symbols)
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while self.running:
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try:
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wait_seconds = self._get_seconds_until_next_5min()
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if wait_seconds > 0:
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next_run = datetime.now() + timedelta(seconds=wait_seconds)
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logger.info(f"⏳ 等待 {wait_seconds} 秒，下次运行: {next_run.strftime('%H:%M:%S')}")
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await asyncio.sleep(wait_seconds)
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run_time = datetime.now()
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logger.info("\n" + "=" * 60)
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logger.info(f"⏰ 定时任务执行 [{run_time.strftime('%Y-%m-%d %H:%M:%S')}]")
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logger.info("=" * 60)
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for symbol in self.symbols:
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await self.analyze_symbol(symbol)
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logger.info("\n" + "─" * 60)
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logger.info(f"✅ 本轮分析完成，共分析 {len(self.symbols)} 个交易对")
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logger.info("─" * 60 + "\n")
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await asyncio.sleep(2)
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except Exception as e:
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logger.error(f"❌ 分析循环出错: {e}")
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import traceback
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logger.error(traceback.format_exc())
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await asyncio.sleep(10)
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def stop(self):
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"""停止运行"""
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self.running = False
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if self.price_monitor:
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self.price_monitor.stop()
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logger.info("加密货币智能体已停止")
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async def analyze_symbol(self, symbol: str):
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"""
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分析单个交易对（LLM 驱动）
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Args:
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symbol: 交易对，如 'BTCUSDT'
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"""
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try:
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logger.info(f"\n{'─' * 50}")
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logger.info(f"📊 {symbol} 分析开始")
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logger.info(f"{'─' * 50}")
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# 1. 获取多周期数据
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data = self.binance.get_multi_timeframe_data(symbol)
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if not self._validate_data(data):
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logger.warning(f"⚠️ {symbol} 数据不完整，跳过分析")
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return
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# 当前价格
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current_price = float(data['5m'].iloc[-1]['close'])
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price_change_24h = self._calculate_price_change(data['1h'])
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logger.info(f"💰 当前价格: ${current_price:,.2f} ({price_change_24h})")
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# 获取当前持仓信息（供 LLM 仓位决策）
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position_info = self.paper_trading.get_position_info()
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# 2. LLM 分析（包含新闻舆情和持仓信息）
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logger.info(f"\n🤖 【LLM 分析中...】")
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result = await self.llm_analyzer.analyze(
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symbol, data,
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symbols=self.symbols,
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position_info=position_info
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)
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# 输出分析摘要
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summary = result.get('analysis_summary', '无')
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logger.info(f" 市场状态: {summary}")
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# 输出新闻情绪
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news_sentiment = result.get('news_sentiment', '')
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news_impact = result.get('news_impact', '')
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if news_sentiment:
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sentiment_icon = {'positive': '📈', 'negative': '📉', 'neutral': '➖'}.get(news_sentiment, '')
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logger.info(f" 新闻情绪: {sentiment_icon} {news_sentiment}")
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if news_impact:
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logger.info(f" 消息影响: {news_impact}")
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# 输出关键价位
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levels = result.get('key_levels', {})
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if levels.get('support') or levels.get('resistance'):
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support_str = ', '.join([f"${s:,.2f}" for s in levels.get('support', [])[:2]])
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resistance_str = ', '.join([f"${r:,.2f}" for r in levels.get('resistance', [])[:2]])
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logger.info(f" 支撑位: {support_str or '-'}")
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logger.info(f" 阻力位: {resistance_str or '-'}")
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# 3. 处理信号
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signals = result.get('signals', [])
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if not signals:
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logger.info(f"\n⏸️ 结论: 无交易信号，继续观望")
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return
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# 输出所有信号
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logger.info(f"\n🎯 【发现 {len(signals)} 个信号】")
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for sig in signals:
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signal_type = sig.get('type', 'unknown')
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type_map = {'short_term': '短线', 'medium_term': '中线', 'long_term': '长线'}
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type_text = type_map.get(signal_type, signal_type)
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action = sig.get('action', 'wait')
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action_map = {'buy': '🟢 做多', 'sell': '🔴 做空'}
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action_text = action_map.get(action, action)
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grade = sig.get('grade', 'D')
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confidence = sig.get('confidence', 0)
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grade_icon = {'A': '⭐⭐⭐', 'B': '⭐⭐', 'C': '⭐', 'D': ''}.get(grade, '')
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logger.info(f"\n [{type_text}] {action_text}")
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logger.info(f" 等级: {grade} {grade_icon} | 置信度: {confidence}%")
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logger.info(f" 入场: ${sig.get('entry_price', 0):,.2f} | "
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f"止损: ${sig.get('stop_loss', 0):,.2f} | "
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f"止盈: ${sig.get('take_profit', 0):,.2f}")
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logger.info(f" 原因: {sig.get('reason', '无')[:100]}")
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if sig.get('risk_warning'):
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logger.info(f" 风险: {sig.get('risk_warning')}")
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# 4. 选择最佳信号发送通知
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best_signal = self.llm_analyzer.get_best_signal(result)
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if best_signal and self._should_send_signal(symbol, best_signal):
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logger.info(f"\n📤 【发送通知】")
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# 构建通知消息
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telegram_message = self.llm_analyzer.format_signal_message(best_signal, symbol)
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feishu_card = self.llm_analyzer.format_feishu_card(best_signal, symbol)
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# 发送通知 - 飞书使用卡片格式，Telegram 使用文本格式
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await self.feishu.send_card(
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feishu_card['title'],
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feishu_card['content'],
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feishu_card['color']
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)
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await self.telegram.send_message(telegram_message)
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logger.info(f" ✅ 已发送信号通知")
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# 更新状态
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self.last_signals[symbol] = best_signal
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self.signal_cooldown[symbol] = datetime.now()
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# 5. 创建模拟订单
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if self.paper_trading_enabled and self.paper_trading:
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grade = best_signal.get('grade', 'D')
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position_size = best_signal.get('position_size', 'light')
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if grade != 'D':
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# 转换信号格式以兼容 paper_trading
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paper_signal = self._convert_to_paper_signal(symbol, best_signal, current_price)
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result = self.paper_trading.create_order_from_signal(paper_signal, current_price)
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# 发送被取消挂单的通知
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cancelled_orders = result.get('cancelled_orders', [])
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for cancelled in cancelled_orders:
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await self._notify_pending_cancelled(cancelled)
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# 记录新订单
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order = result.get('order')
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if order:
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logger.info(f" 📝 已创建模拟订单: {order.order_id} | 仓位: {position_size}")
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else:
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if best_signal:
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logger.info(f"\n⏸️ 信号冷却中或置信度不足，不发送通知")
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except Exception as e:
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logger.error(f"❌ 分析 {symbol} 出错: {e}")
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import traceback
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logger.error(traceback.format_exc())
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def _convert_to_paper_signal(self, symbol: str, signal: Dict[str, Any],
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current_price: float) -> Dict[str, Any]:
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"""转换 LLM 信号格式为模拟交易格式"""
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signal_type = signal.get('type', 'medium_term')
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type_map = {'short_term': 'short_term', 'medium_term': 'swing', 'long_term': 'swing'}
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# 获取入场类型和入场价
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entry_type = signal.get('entry_type', 'market')
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entry_price = signal.get('entry_price', current_price)
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return {
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'symbol': symbol,
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'action': signal.get('action', 'hold'),
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'entry_type': entry_type, # market 或 limit
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'entry_price': entry_price, # 入场价（挂单价格）
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'price': current_price, # 当前价格
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'stop_loss': signal.get('stop_loss', 0),
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'take_profit': signal.get('take_profit', 0),
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'confidence': signal.get('confidence', 0),
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'signal_grade': signal.get('grade', 'D'),
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'signal_type': type_map.get(signal_type, 'swing'),
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'position_size': signal.get('position_size', 'light'), # LLM 建议的仓位大小
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'reasons': [signal.get('reason', '')],
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'timestamp': datetime.now()
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}
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def _calculate_price_change(self, h1_data: pd.DataFrame) -> str:
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"""计算24小时价格变化"""
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if len(h1_data) < 24:
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return "N/A"
|
||
price_now = h1_data.iloc[-1]['close']
|
||
price_24h_ago = h1_data.iloc[-24]['close']
|
||
change = ((price_now - price_24h_ago) / price_24h_ago) * 100
|
||
if change >= 0:
|
||
return f"+{change:.2f}%"
|
||
return f"{change:.2f}%"
|
||
|
||
def _validate_data(self, data: Dict[str, pd.DataFrame]) -> bool:
|
||
"""验证数据完整性"""
|
||
required_intervals = ['5m', '15m', '1h', '4h']
|
||
for interval in required_intervals:
|
||
if interval not in data or data[interval].empty:
|
||
return False
|
||
if len(data[interval]) < 20:
|
||
return False
|
||
return True
|
||
|
||
def _should_send_signal(self, symbol: str, signal: Dict[str, Any]) -> bool:
|
||
"""判断是否应该发送信号"""
|
||
action = signal.get('action', 'wait')
|
||
if action == 'wait':
|
||
return False
|
||
|
||
confidence = signal.get('confidence', 0)
|
||
# 使用配置文件中的阈值
|
||
threshold = self.settings.crypto_llm_threshold * 100 # 转换为百分比
|
||
if confidence < threshold:
|
||
return False
|
||
|
||
# 检查冷却时间（30分钟内不重复发送相同方向的信号）
|
||
if symbol in self.signal_cooldown:
|
||
cooldown_end = self.signal_cooldown[symbol] + timedelta(minutes=30)
|
||
if datetime.now() < cooldown_end:
|
||
if symbol in self.last_signals:
|
||
if self.last_signals[symbol].get('action') == action:
|
||
logger.debug(f"{symbol} 信号冷却中，跳过")
|
||
return False
|
||
|
||
return True
|
||
|
||
async def analyze_once(self, symbol: str) -> Dict[str, Any]:
|
||
"""单次分析（用于测试或手动触发）"""
|
||
data = self.binance.get_multi_timeframe_data(symbol)
|
||
|
||
if not self._validate_data(data):
|
||
return {'error': '数据不完整'}
|
||
|
||
# 获取持仓信息
|
||
position_info = self.paper_trading.get_position_info()
|
||
|
||
result = await self.llm_analyzer.analyze(
|
||
symbol, data,
|
||
symbols=self.symbols,
|
||
position_info=position_info
|
||
)
|
||
return result
|
||
|
||
def get_status(self) -> Dict[str, Any]:
|
||
"""获取智能体状态"""
|
||
return {
|
||
'running': self.running,
|
||
'symbols': self.symbols,
|
||
'mode': 'LLM 驱动',
|
||
'last_signals': {
|
||
symbol: {
|
||
'type': sig.get('type'),
|
||
'action': sig.get('action'),
|
||
'confidence': sig.get('confidence'),
|
||
'grade': sig.get('grade')
|
||
}
|
||
for symbol, sig in self.last_signals.items()
|
||
}
|
||
}
|
||
|
||
|
||
# 全局实例
|
||
crypto_agent = CryptoAgent()
|