update project in

main.py

@@ -2,24 +2,24 @@ import schedule
 import bn
 import settings
 import time
-import strategy.ma_arrangement as maa
-import strategy.large_trans as lt
+import signals.ma_arrangement as maa
+import monitors.large_transfer as lt
 
 # 获取交易所交易对
 symbols = bn.symbols()
 
 for s in symbols:
     #15m
-    schedule.every(15).minutes.do(maa.strategy_run, symbol=s, interval='15m')
+    schedule.every(15).minutes.do(maa.run, symbol=s, interval='15m')
 
     #1h
-    schedule.every(1).hours.do(maa.strategy_run, symbol=s, interval='1h')
+    schedule.every(1).hours.do(maa.run, symbol=s, interval='1h')
 
     #4h
-    schedule.every(4).hours.do(maa.strategy_run, symbol=s, interval='4h')
+    schedule.every(4).hours.do(maa.run, symbol=s, interval='4h')
 
 # 监控
-schedule.every(settings.whaleAlert_minutes).minutes.do(lt.strategy_run)
+schedule.every(settings.whaleAlert_minutes).minutes.do(lt.run)
 
 print(f'Running... ChatID: {settings.chat_id}')
 while True:

monitors/large_transfer.py

@@ -8,7 +8,7 @@ import traceback
 import logging
 
 
-def strategy_run():
+def run():
     try:
         start_time = datetime.now() - timedelta(minutes=settings.whaleAlert_minutes)
         start_ts = int(start_time.timestamp())

signals/ma_arrangement.py

@@ -22,7 +22,7 @@ def check_ma_arrange(data):
     return bullish, bearish
     
 
-def strategy_run(symbol, interval):
+def run(symbol, interval):
     # 获取kline数据
     data = bn.klines(symbol, interval)
 

strategy_test.py

@@ -1,8 +1,8 @@
-import strategy.large_trans as lt
+import monitors.large_transfer as lt
 import bn
-import strategy.ma_arrangement as maa
+import signals.ma_arrangement as maa
 
 # symbols = bn.symbols()
 
 # for s in symbols:
-maa.strategy_run('LINKUSDT', '15m')
+maa.run('LINKUSDT', '15m')

test.py

@@ -2,7 +2,7 @@ import bn
 import pandas as pd
 import mplfinance as mpf
 import datetime as dt
-import strategy.large_trans as lt
+import monitors.large_transfer as lt
 
 
 klines = bn.klines('BTCUSDT', '1h', limit=10)