first commit

bn.py

@@ -0,0 +1,19 @@
+from binance.spot import Spot
+
+client = Spot()
+
+
+# Get klines
+def klines(symbol, interval, limit=300):
+    return client.klines(symbol,interval,limit=limit)
+
+# Get Symbols
+def symbols():
+    info = client.exchange_info()
+
+    symbols = []
+    for s in info['symbols']:
+        if s['symbol'].endswith('USDT'):
+            symbols.append(s['symbol'])
+    
+    return symbols

crossover.py

@@ -0,0 +1,48 @@
+import talib
+import numpy as np
+import bn
+
+# 检查是否出现多头排列信号
+def check_bullish_crossover(data):
+    # 提取收盘价
+    close_prices = np.array([float(entry[4]) for entry in data])
+    
+    # 计算移动平均线
+    ema7 = talib.EMA(close_prices, timeperiod=7)
+    ema30 = talib.EMA(close_prices, timeperiod=30)
+    ema100 = talib.EMA(close_prices, timeperiod=100)
+    ema200 = talib.EMA(close_prices, timeperiod=200)
+    
+    # 判断是否出现多头排列信号
+    if ema7[-1] > ema30[-1] > ema100[-1] > ema200[-1] and ema7[-2] <= ema30[-2] <= ema100[-2] <= ema200[-2]:
+        return True
+    else:
+        return False
+    
+# 检查是否出现空头排列信号
+def check_bearish_crossover(data):
+    # 提取收盘价
+    close_prices = np.array([float(entry[4]) for entry in data])
+
+    # 计算移动平均线
+    ema7 = talib.EMA(close_prices, timeperiod=7)
+    ema30 = talib.EMA(close_prices, timeperiod=30)
+    ema100 = talib.EMA(close_prices, timeperiod=100)
+    ema200 = talib.EMA(close_prices, timeperiod=200)
+    
+    # 判断是否出现空头排列信号
+    if ema7[-1] < ema30[-1] < ema100[-1] < ema200[-1] and ema7[-2] >= ema30[-2] >= ema100[-2] >= ema200[-2]:
+        return True
+    else:
+        return False
+    
+
+def strategy_run(symbol, interval):
+    # 获取kline数据
+    data = bn.klines(symbol, interval)
+
+    if check_bullish_crossover(data):
+        print('多头排列信号出现！')
+
+    if check_bearish_crossover(data):
+        print("空头排列信号出现！")

gitignore

@@ -0,0 +1,140 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# End of https://mrkandreev.name/snippets/gitignore-generator/#Python

main.py

@@ -0,0 +1,26 @@
+import schedule
+import bn
+import time
+import crossover
+
+# 获取交易所交易对
+symbols = bn.symbols()
+
+
+for s in symbols:
+    # 5m
+    schedule.every(5).minutes.do(crossover.strategy_run, symbol=s, interval='5m')
+   
+    # 30m
+    schedule.every(30).minutes.do(crossover.strategy_run, symbol=s, interval='30m')
+
+    # 1h
+    schedule.every(1).hours.do(crossover.strategy_run, symbol=s, interval='1h')
+
+    # 4h
+    schedule.every(4).hours.do(crossover.strategy_run, symbol=s, interval='4h')
+
+print('监控开始...')
+while True:
+    schedule.run_pending()
+    time.sleep(1)