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@ -12,11 +12,11 @@ import dingding
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# crossover 函数:检测上穿信号
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def crossover(series1, series2):
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return (series1 > series2) & (series1.shift(1) <= series2.shift(1))
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return (series1 > series2) and (series1.shift(1) <= series2.shift(1))
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# crossunder 函数:检测下穿信号
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def crossunder(series1, series2):
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return (series1 < series2) & (series1.shift(1) >= series2.shift(1))
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return (series1 < series2) and (series1.shift(1) >= series2.shift(1))
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## 检查信号
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def stratergy_run(symbol, interval, df, debug):
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@ -32,19 +32,25 @@ def stratergy_run(symbol, interval, df, debug):
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midDiff = abs(df['ema10'] - df['ema30']) / df['ema30']
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longDiff = abs(df['ema30'] - df['ema144']) / df['ema144']
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df['priceCheck'] = (longDiff <= maxDifference) & (midDiff <= maxDifference) & (shortDiff <= maxDifference)
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df['isLongArrangement'] = (df['ema5'] > df['ema10']) & (df['ema10'] > df['ema30']) & (df['ema30'] > df['ema144'])
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df['isShortArrangement'] = (df['ema5'] < df['ema10']) & (df['ema10'] < df['ema30']) & (df['ema30'] < df['ema144'])
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# df['priceCheck'] = (longDiff <= maxDifference) and (midDiff <= maxDifference) and (shortDiff <= maxDifference)
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# df['isLongArrangement'] = (df['ema5'] > df['ema10']) and (df['ema10'] > df['ema30']) and (df['ema30'] > df['ema144'])
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# df['isShortArrangement'] = (df['ema5'] < df['ema10']) and (df['ema10'] < df['ema30']) and (df['ema30'] < df['ema144'])
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d1 = df.iloc[-1]
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d2 = df.iloc[-2]
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d3 = df.iloc[-3]
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isbullish = d1['isLongArrangement'] == True & d2['isLongArrangement'] == False & d1['priceCheck'] == True
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isBear = d1['isShortArrangement'] == True & d2['isShortArrangement'] == False & d1['priceCheck'] == True
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d1['isLongArrangement'] = (d1['ema5'] > d1['ema10']) and (d1['ema10'] > d1['ema30']) and (d1['ema30'] > d1['ema144'])
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d2['isLongArrangement'] = (d2['ema5'] > d2['ema10']) and (d2['ema10'] > d2['ema30']) and (d2['ema30'] > d2['ema144'])
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print(f"{symbol} - {interval} bullish: {isbullish} | bear : {isBear}")
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d1['isShortArrangement'] = (d1['ema5'] < d1['ema10']) and (d1['ema10'] < d1['ema30']) and (d1['ema30'] < d1['ema144'])
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d2['isShortArrangement'] = (d2['ema5'] < d2['ema10']) and (d2['ema10'] < d2['ema30']) and (d2['ema30'] < d2['ema144'])
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isbullish = d1['isLongArrangement'] == True and d2['isLongArrangement'] == False
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isBear = d1['isShortArrangement'] == True and d2['isShortArrangement'] == False
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print(f"{symbol} - {interval} bullish: {isbullish} | bear : {isBear} | LongArrangement: {d1['isLongArrangement']} | ShortArrangement: {d1['isShortArrangement']}")
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if(isbullish | isBear):
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message = f"🦄 信 号 提 醒 🦄\r\n\r\n"
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message += f"策略:【趋势追踪V1.0】\r\n"
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